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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
AXAS
626
DELISTED
Abraxas Petroleum Corp
AXAS
$79K 0.02%
+3,642
New +$127K
ODP
627
DELISTED
ODP
ODP
$77K 0.02%
2,994
-2,476
-45% -$70.9K
AXIA
628
AXIA Energia
AXIA
$22.6B
$76K 0.02%
+15,192
New +$72.3K
KDMN
629
DELISTED
Kadmon Holdings, Inc.
KDMN
$76K 0.02%
36,459
-28,884
-44% -$72.7K
OSG
630
DELISTED
Overseas Shipholding Group Inc.
OSG
$75K 0.02%
+44,963
New +$114K
NERV icon
631
Minerva Neurosciences
NERV
$188M
$74K 0.02%
+1,370
New +$100K
AQST icon
632
Aquestive Therapeutics
AQST
$462M
$72K 0.02%
+11,441
New +$144K
FPI
633
Farmland Partners
FPI
$419M
$71K 0.02%
+15,581
New +$97.4K
AUY
634
DELISTED
Yamana Gold, Inc.
AUY
$71K 0.02%
29,985
-325,844
-92% -$760K
TTPH
635
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$71K 0.02%
3,131
+2,058
+192% +$80.5K
BNED icon
636
Barnes & Noble Education
BNED
$412M
$70K 0.02%
+174
New +$96.9K
DHT icon
637
DHT Holdings
DHT
$2.97B
$70K 0.02%
+17,763
New +$82.4K
STNG icon
638
Scorpio Tankers
STNG
$3.96B
$70K 0.02%
+3,964
New +$73.8K
SYRS
639
DELISTED
Syros Pharmaceuticals, Inc. Common Stock
SYRS
$69K 0.02%
+1,233
New +$93.7K
TRQ
640
DELISTED
Turquoise Hill Resources Ltd
TRQ
$67K 0.02%
4,075
-4,911
-55% -$88.5K
CTLP
641
DELISTED
Cantaloupe
CTLP
$66K 0.01%
16,939
-23,843
-58% -$125K
HBM icon
642
Hudbay
HBM
$9.92B
$66K 0.01%
14,080
-4,895
-26% -$23K
ONIT
643
Onity Group
ONIT
$333M
$66K 0.01%
+3,284
New +$135K
VRAY
644
DELISTED
ViewRay, Inc.
VRAY
$66K 0.01%
10,904
-4,902
-31% -$36.7K
SVM
645
Silvercorp Metals
SVM
$2.13B
$65K 0.01%
30,754
+11,342
+58% +$24.3K
ACGN
646
DELISTED
Aceragen Inc
ACGN
$65K 0.01%
+1,379
New +$159K
HPR
647
DELISTED
HighPoint Resources Corporation
HPR
$65K 0.01%
519
+229
+79% +$42.2K
COGT icon
648
Cogent Biosciences
COGT
$6.79B
$57K 0.01%
+3,244
New +$96K
CMRX
649
DELISTED
Chimerix, Inc.
CMRX
$56K 0.01%
+21,901
New +$73.3K
LRMR icon
650
Larimar Therapeutics
LRMR
$416M
$53K 0.01%
+897
New +$88.5K
24 25
26
27 28

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CCM
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GPC
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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
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RG
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SH
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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.