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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
GRA
276
DELISTED
W.R. Grace & Co.
GRA
$493K 0.11%
7,597
-5,837
-43% -$377K
MCO icon
277
Moody's
MCO
$82.5B
$486K 0.11%
+3,473
New +$524K
SINA
278
DELISTED
Sina Corp
SINA
$486K 0.11%
+9,061
New +$560K
LIVN icon
279
LivaNova
LIVN
$4.32B
$484K 0.11%
5,290
-2,440
-32% -$262K
BOKF icon
280
BOK Financial
BOKF
$8.58B
$483K 0.11%
6,587
+1,791
+37% +$152K
ROKU icon
281
Roku
ROKU
$21B
$478K 0.11%
+15,609
New +$736K
WWE
282
DELISTED
World Wrestling Entertainment
WWE
$471K 0.11%
+6,310
New +$474K
TIER
283
DELISTED
TIER REIT, Inc.
TIER
$468K 0.1%
+22,692
New +$508K
OVV icon
284
Ovintiv
OVV
$17.3B
$467K 0.1%
16,149
+13,876
+610% +$598K
EE
285
DELISTED
El Paso Electric Company
EE
$467K 0.1%
+9,309
New +$524K
HLI icon
286
Houlihan Lokey
HLI
$9.52B
$466K 0.1%
12,665
-10,951
-46% -$446K
CSL icon
287
Carlisle Companies
CSL
$13.4B
$464K 0.1%
4,615
-4,654
-50% -$479K
WBS icon
288
Webster Financial
WBS
$12.2B
$463K 0.1%
9,395
-7,753
-45% -$443K
CY
289
DELISTED
Cypress Semiconductor
CY
$461K 0.1%
+36,252
New +$480K
VOD icon
290
Vodafone
VOD
$35.1B
$456K 0.1%
23,645
-8,280
-26% -$165K
LECO icon
291
Lincoln Electric
LECO
$13.7B
$454K 0.1%
5,757
+3,063
+114% +$254K
CDNS icon
292
Cadence Design Systems
CDNS
$91.1B
$453K 0.1%
10,424
-55,331
-84% -$2.4M
CEO
293
DELISTED
CNOOC Limited
CEO
$449K 0.1%
+2,948
New +$501K
RRR icon
294
Red Rock Resorts
RRR
$3.67B
$447K 0.1%
+21,992
New +$517K
QGEN icon
295
Qiagen
QGEN
$8.55B
$446K 0.1%
+12,221
New +$454K
SNP
296
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$443K 0.1%
+6,273
New +$524K
PTR
297
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$439K 0.1%
+7,139
New +$511K
TIMB icon
298
TIM SA
TIMB
$10.1B
$436K 0.1%
28,446
+16,375
+136% +$251K
YELP icon
299
Yelp
YELP
$1.35B
$435K 0.1%
12,445
-1,425
-10% -$54.4K
ATRA icon
300
Atara Biotherapeutics
ATRA
$73.6M
$434K 0.1%
+500
New +$464K
10 11
12
13 14

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TMNFIC
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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.