We are live on
!
Find out more
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
(-15%)
Cap. Flow
-$8.24M
Cap. Flow
% of AUM
-1.85%
Top 10 Holdings %
Top 10 Hldgs %
8.38%
Holding
953
New
347
Increased
168
Reduced
160
Closed
277
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Colgate-Palmolive
CL
|
+$3.16M |
| 2 |
HDS
HD Supply Holdings, Inc.
HDS
|
+$2.9M |
| 3 |
Weyerhaeuser
WY
|
+$2.87M |
| 4 |
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 |
Philip Morris
PM
|
+$3.65M |
| 3 |
WCN
Waste Connections
WCN
|
+$3.36M |
| 4 |
Prologis
PLD
|
+$3.26M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
MRTX
326
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $394K | 0.09% |
9,287
+4,591
| +98% | +$183K |
|
327
Cboe Global Markets
CBOE
$29.5B
| $393K | 0.09% |
+4,020
| New | +$419K |
|
|
SUM
328
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $393K | 0.09% |
+32,240
| New | +$446K |
|
329
Silicon Motion
SIMO
$9.21B
| $392K | 0.09% |
+11,365
| New | +$444K |
|
|
KRA
330
DELISTED
Kraton Corporation
KRA
| $390K | 0.09% |
+17,841
| New | +$523K |
|
331
GameStop
GME
$9.62B
| $389K | 0.09% |
+123,340
| New | +$432K |
|
332
Rapid7
RPD
$636M
| $387K | 0.09% |
+12,417
| New | +$406K |
|
333
Baker Hughes
BKR
$57.3B
| $386K | 0.09% |
+17,967
| New | +$459K |
|
|
CELG
334
DELISTED
Celgene Corp
CELG
| $386K | 0.09% |
+6,022
| New | +$445K |
|
335
Hubbell
HUBB
$25.9B
| $381K | 0.09% |
3,839
+332
| +9% | +$36.4K |
|
336
Hilton Worldwide
HLT
$74.5B
| $379K | 0.09% |
+5,274
| New | +$381K |
|
337
Olin
OLN
$2.68B
| $379K | 0.09% |
+18,840
| New | +$402K |
|
338
ePlus
PLUS
$2.32B
| $379K | 0.09% |
+10,648
| New | +$429K |
|
339
Carlyle Secured Lending
CGBD
$699M
| $378K | 0.08% |
30,451
+15,660
| +106% | +$238K |
|
340
Take-Two Interactive
TTWO
$42.9B
| $378K | 0.08% |
3,675
-4,603
| -56% | -$530K |
|
341
Cabot Corp
CBT
$4.66B
| $377K | 0.08% |
+8,787
| New | +$438K |
|
|
THS
342
DELISTED
Treehouse Foods
THS
| $376K | 0.08% |
+7,420
| New | +$366K |
|
|
LHCG
343
DELISTED
LHC Group LLC
LHCG
| $376K | 0.08% |
+4,009
| New | +$383K |
|
|
SEE
344
DELISTED
Sealed Air
SEE
| $375K | 0.08% |
+10,755
| New | +$375K |
|
|
PARA
345
DELISTED
Paramount Global Class B
PARA
| $369K | 0.08% |
+8,446
| New | +$449K |
|
346
Cactus
WHD
$3.9B
| $368K | 0.08% |
+13,411
| New | +$439K |
|
347
NRG Energy
NRG
$30.2B
| $367K | 0.08% |
9,262
-7,555
| -45% | -$289K |
|
|
USCR
348
DELISTED
U S Concrete, Inc.
USCR
| $367K | 0.08% |
10,407
+4,356
| +72% | +$158K |
|
349
Global Net Lease
GNL
$1.89B
| $366K | 0.08% |
+20,758
| New | +$413K |
|
|
FOE
350
DELISTED
Ferro Corporation
FOE
| $365K | 0.08% |
+23,306
| New | +$425K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.