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QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Est. Return
21.96%
This Fund
S&P 500
This Quarter
Est. Return
-15.25%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$446M
AUM Growth
-$80.4M
(-15%)
Cap. Flow
-$8.24M
Cap. Flow
% of AUM
-1.85%
Top 10 Holdings %
Top 10 Hldgs %
8.38%
Holding
953
New
347
Increased
168
Reduced
160
Closed
277
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Colgate-Palmolive
CL
|
+$3.16M |
| 2 |
HDS
HD Supply Holdings, Inc.
HDS
|
+$2.9M |
| 3 |
Weyerhaeuser
WY
|
+$2.87M |
| 4 |
T-Mobile US
TMUS
|
+$2.71M |
| 5 |
INXN
Interxion Holding N.V.
INXN
|
+$2.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TSS
Total System Services, Inc.
TSS
|
+$4.53M |
| 2 |
Philip Morris
PM
|
+$3.65M |
| 3 |
WCN
Waste Connections
WCN
|
+$3.36M |
| 4 |
Prologis
PLD
|
+$3.26M |
| 5 |
Equity Lifestyle Properties
ELS
|
+$3.04M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 22.35% |
| 2 | Real Estate | 13.44% |
| 3 | Industrials | 10.75% |
| 4 | Healthcare | 8.92% |
| 5 | Technology | 8.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
576
BBVA Argentina
BBAR
$3.85B
| $138K | 0.03% |
+12,143
| New | +$137K |
|
577
Cemex
CX
$17.4B
| $138K | 0.03% |
+28,702
| New | +$153K |
|
578
CryoPort
CYRX
$775M
| $138K | 0.03% |
+12,537
| New | +$136K |
|
579
Surgery Partners
SGRY
$2.06B
| $138K | 0.03% |
14,145
-676
| -5% | -$9.07K |
|
|
MRNS
580
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
| $138K | 0.03% |
+11,994
| New | +$243K |
|
|
ARA
581
DELISTED
American Renal Associates Holdings, Inc
ARA
| $138K | 0.03% |
+12,015
| New | +$205K |
|
|
CZR
582
DELISTED
Caesars Entertainment Corporation
CZR
| $136K | 0.03% |
+20,032
| New | +$169K |
|
|
CMBT
583
CMB.TECH NV
CMBT
$4.57B
| $132K | 0.03% |
+19,072
| New | +$163K |
|
584
B2Gold
BTG
$5.16B
| $128K | 0.03% |
+43,774
| New | +$114K |
|
|
FSP
585
Franklin Street Properties
FSP
$44.8M
| $127K | 0.03% |
+20,389
| New | +$150K |
|
|
CCRN
586
DELISTED
Cross Country Healthcare
CCRN
| $125K | 0.03% |
+17,051
| New | +$143K |
|
587
Beazer Homes USA
BZH
$907M
| $124K | 0.03% |
+13,071
| New | +$130K |
|
588
Amplify Energy
AMPY
$163M
| $122K | 0.03% |
+16,220
| New | +$130K |
|
589
Forte Biosciences
FBRX
$1.12B
| $122K | 0.03% |
+39
| New | +$168K |
|
|
DX
590
Dynex Capital
DX
$2.99B
| $120K | 0.03% |
+6,980
| New | +$125K |
|
|
ARD
591
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
| $120K | 0.03% |
+10,838
| New | +$146K |
|
592
Coeur Mining
CDE
$15.6B
| $119K | 0.03% |
+26,691
| New | +$126K |
|
593
Intrepid Potash
IPI
$460M
| $118K | 0.03% |
4,544
+863
| +23% | +$29.6K |
|
594
Precigen
PGEN
$1.93B
| $118K | 0.03% |
+18,099
| New | +$203K |
|
595
DigitalBridge
DBRG
$2.94B
| $117K | 0.03% |
6,250
-7,823
| -56% | -$179K |
|
596
Iovance Biotherapeutics
IOVA
$2.23B
| $116K | 0.03% |
+13,075
| New | +$126K |
|
597
Arcus Biosciences
RCUS
$3.57B
| $116K | 0.03% |
+10,759
| New | +$126K |
|
|
GNMK
598
DELISTED
GenMark Diagnostics, Inc
GNMK
| $116K | 0.03% |
+23,947
| New | +$125K |
|
|
STR
599
DELISTED
Sitio Royalties
STR
| $112K | 0.03% |
+3,294
| New | +$117K |
|
600
GE Aerospace
GE
$367B
| $111K | 0.02% |
+3,048
| New | +$138K |
|
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Quantitative Systematic Strategies's Q4 2018 Portfolio in Review
As of Q4 2018, Quantitative Systematic Strategies held 953 positions worth $446M, down 15% from $526M the previous quarter. Its ten largest holdings account for 8.4% of the portfolio.
Quantitative Systematic Strategies's Q4 2018 filing shows 347 new, 168 increased, 160 reduced and 277 closed positions. Its largest new stake was Colgate-Palmolive: 50,568 shares worth $3.01M. The largest sale was Total System Services, Inc., an estimated $4.53M.
By sector, the portfolio is most concentrated in Financials at 22% of assets, up from 20% a quarter earlier, followed by Real Estate and Industrials.
- Quantitative Systematic Strategies's largest Q4 2018 buy was Colgate-Palmolive: 50,568 shares worth $3.01M.
- Quantitative Systematic Strategies added most to Weyerhaeuser in Q4 2018, an estimated $2.87M increase.
- Quantitative Systematic Strategies's biggest Q4 2018 reduction was Equity Lifestyle Properties, cutting an estimated $3.04M.
- Quantitative Systematic Strategies fully exited Total System Services, Inc. in Q4 2018, selling an estimated $4.53M.
- Quantitative Systematic Strategies's ten largest holdings make up 8.4% of its $446M portfolio in Q4 2018.
- Quantitative Systematic Strategies opened 347 new positions and closed 277 in Q4 2018.
- Quantitative Systematic Strategies's portfolio value fell 15% quarter-over-quarter to $446M.
Based on Quantitative Systematic Strategies's 13F filing for Q4 2018, filed 12 Feb 2019.