QUANTITATIVE SYSTEMATIC STRATEGIES LLC

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Quantitative Systematic Strategies is based out of New York. Quantitative Systematic Strategies is a large advisory firm with 3 clients and discretionary assets under management (AUM) of $603,862,359 (Form ADV from 2018-03-29). Their last reported 13F filing for Q4 2018 included $445,983,000 in managed 13F securities and a top 10 holdings concentration of 8.38%. Quantitative Systematic Strategies's largest holding is VISA Inc with shares held of 34,599. Whalewisdom has at least 22 13F filings

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12/31/2018

13F Sector Allocation Over Time

12/31/2018

13F Activity

  • Market Value $445.983 Million
  • Prior Market Value $526.389 Million
  • New Purchases347 stocks
  • Additional Purchases168 stocks
  • Sold out of277 stocks
  • Reduced holdings in160 stocks
  • Top 10 Holdings % 8.38 %
  • Turnover % [1]:92.31%
  • Turnover Alt % [2]: 59.65 %
  • Time Held Top20:0.55 quarters
  • Time Held Top10:0.40 quarters
  • Time Held All:2.76 quarters

[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.

[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.

Portfolio Performance

Top 20 equal-weighted holdings. Performance numbers calculated through 2019-02-14

Performance for Q4 2018: 2.43%
Performance Last 4 Quarters: 3.91%
Performance Metrics
Stdev (5-yrs): Subscription required BETA (5-yrs): Subscription required ALPHA (3-yrs): Subscription required
Max Drawdown (all-years): Subscription required Annualized Perf (3-yrs): Subscription required Batting Avg vs S&P. (3-yrs): Subscription required
Sortino (3-yrs): Subscription required Stutzer (3-yrs): Subscription required Treynor (3-yrs): Subscription required
Sterling (3-yrs): Subscription required Calmar (3-yrs): Subscription required Information Ratio (3-yrs): Subscription required
Tracking Error (3 yrs): Subscription required Stdev Down (3-yrs): Subscription required Winning Months %: Subscription required
Losing Months %: Subscription required Best 12 Months: Subscription required Worst 12 Months: Subscription required
Efficiency Ratio (3-yrs): Subscription required Sharpe: Subscription required Stdev Sectors: Subscription required
Skewness (3-yrs): Subscription required Kurtosis (3-yrs): Subscription required Upside Potential (3-yrs): Subscription required

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13F Filings Available:
  • 2018-12-31 - 13F-HR (Subscription required)
  • 2018-09-30 - 13F-HR (Subscription required)
  • 2018-06-30 - 13F-HR (Subscription required)
  • 2018-03-31 - 13F-HR (Subscription required)
  • 2017-12-31 - 13F-HR (Subscription required)
  • 2017-09-30 - 13F-HR (Subscription required)
  • 2017-06-30 - 13F-HR (Subscription required)
  • 2017-03-31 - 13F-HR (Subscription required)
  • 2016-12-31 - 13F-HR (Subscription required)
  • 2016-09-30 - 13F-HR (Subscription required)
  • 2016-06-30 - 13F-HR (Subscription required)
  • 2016-03-31 - 13F-HR (Subscription required)
  • 2015-12-31 - 13F-HR (Subscription required)
  • 2015-09-30 - 13F-HR (Subscription required)
  • 2015-06-30 - 13F-HR (Subscription required)
  • 2015-03-31 - 13F-HR (Subscription required)
  • 2014-12-31 - 13F-HR (Subscription required)
  • 2014-09-30 - 13F-HR (Subscription required)
  • 2014-06-30 - 13F-HR (Subscription required)
  • 2014-03-31 - 13F-HR (Subscription required)
  • 2013-12-31 - 13F-HR/A (Subscription required)
  • 2013-12-31 - 13F-HR (Subscription required)

View Last Form Adv Compilation Report on Record

QUANTITATIVE SYSTEMATIC STRATEGIES LLC
Classified as Hedge Fund
733 3RD AVENUE 15TH FLOOR
NEW YORK NY    10017
Country: United States

Business Phone: 646-790-5750
Fax: 646-417-7879
Professional Investment Advisor Data
SEC Registration as : Large Advisory Firm
Form of Organization: Limited Liability Company
Organized in: DE
Number of employees: 5
Other Business Activities: commodity pool operator or commodity trading advisor
Advisor Fees/Compensation: Percentage of assets under management,Fixed fees
Amount of client funds and securities:
Total Number of Clients: 3
Amount of client funds and securities by related persons:
Total Number of clients from related persons:
Disclosures:
Data above was derived from SEC filings.

Active Schedule 13D and 13G events

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Form 4 - Non-derivative Insider Transactions Since 12/31/2018

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QUANTITATIVE SYSTEMATIC STRATEGIES LLC

ownership team - last updated 2017-03-28
Name Title Start Date Direct/Indirect % Ownership
RAHA, EDWARD, ANDREAS MANAGING MEMBER 08/01/2012 Direct 75% or more
Fund Name Position direct/indirect start date end date
CHARTWELL FAMILY OFFICE LLC PRESIDENT direct 1997-06-01
QUANTITATIVE SYSTEMATIC STRATEGIES LLC MANAGING MEMBER direct 2012-08-01
QUANTITATIVE SYSTEMATIC STRATEGIES LLC PRESIDENT direct 2012-08-01 2012-11-06
BREEN, MOLLY, RYANNE CHIEF COMPLIANCE OFFICER 11/01/2012 Direct less than 5%
Fund Name Position direct/indirect start date end date
QUANTITATIVE SYSTEMATIC STRATEGIES LLC CHIEF COMPLIANCE OFFICER direct 2012-11-01

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