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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
Cap. Flow
-$8.24M
Cap. Flow %
-1.85%
Top 10 Hldgs %
8.38%
Holding
953
New
347
Increased
168
Reduced
160
Closed
277

Top Buys

Rank Stock Value
1
CL icon
Colgate-Palmolive
CL
+$3.16M
2
HDS
HD Supply Holdings, Inc.
HDS
+$2.9M
3
WY icon
Weyerhaeuser
WY
+$2.87M
4
TMUS icon
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
PM icon
Philip Morris
PM
+$3.65M
3
WCN
Waste Connections
WCN
+$3.36M
4
PLD icon
Prologis
PLD
+$3.26M
5
ELS icon
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
CEPU
601
Central Puerto
CEPU
$2.23B
$110K 0.02%
11,910
-4,044
-25% -$38.3K
GRPN icon
602
Groupon
GRPN
$985M
$107K 0.02%
+1,671
New +$108K
ESV
603
DELISTED
Ensco Rowan plc
ESV
$106K 0.02%
+7,435
New +$192K
IRT icon
604
Independence Realty Trust
IRT
$3.9B
$103K 0.02%
+11,199
New +$111K
ACIU icon
605
AC Immune
ACIU
$225M
$102K 0.02%
+10,757
New +$102K
KPTI icon
606
Karyopharm Therapeutics
KPTI
$167M
$101K 0.02%
+719
New +$121K
EGIO
607
DELISTED
Edgio, Inc. Common Stock
EGIO
$100K 0.02%
+1,065
New +$156K
SWCH
608
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$98K 0.02%
13,933
+815
+6% +$6.79K
NPTN
609
DELISTED
NEOPHOTONICS CORP
NPTN
$98K 0.02%
+15,074
New +$115K
ADAP
610
DELISTED
Adaptimmune Therapeutics
ADAP
$95K 0.02%
+16,483
New +$122K
VIA
611
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$95K 0.02%
+2,565
New +$107K
OMN
612
DELISTED
OMNOVA Solutions Inc.
OMN
$95K 0.02%
+12,946
New +$104K
PETX
613
DELISTED
Aratana Therapeutics, Inc.
PETX
$95K 0.02%
+15,418
New +$94.1K
SAND
614
DELISTED
Sandstorm Gold
SAND
$93K 0.02%
+20,240
New +$82.2K
SNR
615
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$93K 0.02%
+22,570
New +$119K
CRNT icon
616
Ceragon Networks
CRNT
$194M
$89K 0.02%
+23,525
New +$89.1K
GYRE icon
617
Gyre Therapeutics
GYRE
$664M
$89K 0.02%
+1,506
New +$111K
CDMO
618
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$89K 0.02%
+21,720
New +$113K
TTOO
619
DELISTED
T2 Biosystems, Inc
TTOO
$89K 0.02%
+6
New +$141K
INWK
620
DELISTED
InnerWorkings, Inc.
INWK
$88K 0.02%
23,529
+9,023
+62% +$50.2K
IAG icon
621
IAMGOLD
IAG
$8.43B
$87K 0.02%
23,525
-27,934
-54% -$97.9K
AXTI icon
622
AXT Inc
AXTI
$3.05B
$86K 0.02%
+19,680
New +$109K
CDR
623
DELISTED
Cedar Realty Trust, Inc
CDR
$85K 0.02%
+4,112
New +$99.6K
ESTE
624
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$85K 0.02%
+18,767
New +$142K
ATHX
625
DELISTED
Athersys, Inc. Common Stock
ATHX
$83K 0.02%
2,292
+1,108
+94% +$52.9K
23 24
25
26 27

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.