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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
EHTH icon
301
eHealth
EHTH
$42.9M
$429K 0.1%
+11,162
New +$375K
ALLE icon
302
Allegion
ALLE
$13.2B
$426K 0.1%
5,345
+478
+10% +$41.2K
DK icon
303
Delek US
DK
$3.94B
$420K 0.09%
12,934
+2,587
+25% +$97.8K
HP icon
304
Helmerich & Payne
HP
$3.59B
$420K 0.09%
+8,754
New +$538K
WD icon
305
Walker & Dunlop
WD
$1.64B
$418K 0.09%
9,661
-2,712
-22% -$125K
INVH icon
306
Invitation Homes
INVH
$17.6B
$417K 0.09%
20,753
-11,767
-36% -$252K
LDOS icon
307
Leidos
LDOS
$14.3B
$417K 0.09%
+7,913
New +$492K
BRSL
308
Brightstar Lottery PLC
BRSL
$1.92B
$416K 0.09%
28,421
-6,817
-19% -$113K
SU icon
309
Suncor Energy
SU
$78.7B
$416K 0.09%
14,886
-59,652
-80% -$1.98M
LEA icon
310
Lear
LEA
$7.19B
$411K 0.09%
3,348
-2,683
-44% -$359K
BJRI icon
311
BJ's Restaurants
BJRI
$1.39B
$410K 0.09%
+8,115
New +$489K
BCE icon
312
BCE
BCE
$19.9B
$409K 0.09%
10,337
-4,326
-30% -$177K
HWC icon
313
Hancock Whitney
HWC
$6.14B
$409K 0.09%
11,815
-12,337
-51% -$500K
YUM icon
314
Yum! Brands
YUM
$41B
$408K 0.09%
4,439
-3,779
-46% -$338K
OBK icon
315
Origin Bancorp
OBK
$1.65B
$404K 0.09%
11,866
+4,636
+64% +$169K
MS icon
316
Morgan Stanley
MS
$335B
$403K 0.09%
+10,155
New +$443K
SONY icon
317
Sony
SONY
$123B
$403K 0.09%
41,740
+13,635
+49% +$144K
P
318
Everpure Inc
P
$24.7B
$402K 0.09%
+25,020
New +$493K
TCMD icon
319
Tactile Systems Technology
TCMD
$628M
$402K 0.09%
+8,816
New +$509K
JRVR icon
320
James River Group Holdings
JRVR
$212M
$401K 0.09%
+10,975
New +$418K
MC icon
321
Moelis & Co
MC
$4.88B
$400K 0.09%
11,625
+2,805
+32% +$119K
J icon
322
Jacobs Solutions
J
$16B
$399K 0.09%
+8,255
New +$472K
LAZ icon
323
Lazard
LAZ
$4.33B
$398K 0.09%
10,780
-15,668
-59% -$625K
AMD icon
324
Advanced Micro Devices
AMD
$861B
$397K 0.09%
+21,528
New +$465K
VALE icon
325
Vale
VALE
$63B
$394K 0.09%
+29,839
New +$426K
11 12
13
14 15

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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
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.