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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
JNCE
651
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$51K 0.01%
+15,195
New +$71K
AVP
652
DELISTED
Avon Products, Inc.
AVP
$50K 0.01%
32,767
+17,296
+112% +$33.1K
HOV icon
653
Hovnanian Enterprises
HOV
$784M
$49K 0.01%
+2,858
New +$90.5K
FINV
654
FinVolution Group
FINV
$1.11B
$48K 0.01%
+13,250
New +$70.9K
VEON icon
655
VEON
VEON
$3.58B
$48K 0.01%
+825
New +$55.7K
ATTO
656
DELISTED
Atento S.A.
ATTO
$48K 0.01%
+2,383
New +$68.4K
NXE icon
657
NexGen Energy
NXE
$6.05B
$46K 0.01%
+25,721
New +$52.7K
AKRX
658
DELISTED
Akorn Inc
AKRX
$46K 0.01%
13,481
-7,336
-35% -$43.6K
ELGX
659
DELISTED
Endologix Inc
ELGX
$46K 0.01%
6,494
+1,503
+30% +$16.7K
CBL
660
DELISTED
CBL& Associates Properties, Inc.
CBL
$45K 0.01%
+23,655
New +$69.4K
AMR
661
DELISTED
Alta Mesa Resources Inc
AMR
$45K 0.01%
45,161
+33,830
+299% +$85.6K
SRGA
662
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$41K 0.01%
365
+20
+6% +$2.6K
QHC
663
DELISTED
Quorum Health Corporation
QHC
$40K 0.01%
+13,732
New +$57.6K
LLEX
664
DELISTED
Lilis Energy, Inc. Common Stock
LLEX
$39K 0.01%
+28,308
New +$76.7K
EVC icon
665
Entravision Communication
EVC
$1B
$38K 0.01%
+13,189
New +$51.6K
TCRT icon
666
Alaunos Therapeutics
TCRT
$4.71M
$36K 0.01%
130
-139
-52% -$55K
KGC icon
667
Kinross Gold
KGC
$28.6B
$34K 0.01%
+10,562
New +$29.6K
VATE icon
668
INNOVATE Corp
VATE
$114M
$32K 0.01%
+1,215
New +$51.2K
ENZ
669
DELISTED
Enzo Biochem, Inc.
ENZ
$31K 0.01%
11,102
+143
+1% +$468
TNK icon
670
Teekay Tankers
TNK
$2.63B
$28K 0.01%
+3,800
New +$32.6K
MR
671
DELISTED
Montage Resources Corporation Common Stock
MR
$26K 0.01%
+1,643
New +$28.1K
SREV
672
DELISTED
ServiceSource International, Inc.
SREV
$24K 0.01%
+22,594
New +$35.6K
APPS icon
673
Digital Turbine
APPS
$1.02B
$23K 0.01%
+12,504
New +$19.7K
GSV
674
DELISTED
Gold Standard Ventures Corp.
GSV
$20K ﹤0.01%
+15,888
New +$22.3K
UPL
675
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$16K ﹤0.01%
+21,074
New +$26.6K
25 26
27
28 29

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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
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ECM
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RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
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.