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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
MPC icon
351
Marathon Petroleum
MPC
$90.9B
$364K 0.08%
6,175
-20,515
-77% -$1.4M
XNCR icon
352
Xencor
XNCR
$1.45B
$363K 0.08%
+10,036
New +$368K
EXPE icon
353
Expedia Group
EXPE
$31.7B
$362K 0.08%
3,217
+663
+26% +$79.3K
M icon
354
Macy's
M
$6.13B
$362K 0.08%
+12,164
New +$400K
SLGN icon
355
Silgan Holdings
SLGN
$4.82B
$361K 0.08%
+15,277
New +$384K
IMGN
356
DELISTED
Immunogen Inc
IMGN
$353K 0.08%
73,485
+61,686
+523% +$374K
CMD
357
DELISTED
Cantel Medical Corporation
CMD
$353K 0.08%
+4,736
New +$391K
GM icon
358
General Motors
GM
$75.5B
$351K 0.08%
+10,492
New +$362K
THC icon
359
Tenet Healthcare
THC
$20.5B
$350K 0.08%
+20,415
New +$494K
CNH
360
CNH Industrial
CNH
$13.7B
$350K 0.08%
45,153
+24,878
+123% +$220K
FNF icon
361
Fidelity National Financial
FNF
$13.8B
$347K 0.08%
+11,474
New +$370K
HEI icon
362
HEICO Corp
HEI
$48.8B
$347K 0.08%
+4,482
New +$374K
WWD icon
363
Woodward
WWD
$24.9B
$347K 0.08%
4,669
+419
+10% +$32.3K
BLK icon
364
Blackrock
BLK
$163B
$346K 0.08%
+881
New +$361K
ALK icon
365
Alaska Air
ALK
$5.24B
$344K 0.08%
+5,652
New +$366K
DE icon
366
Deere & Co
DE
$168B
$343K 0.08%
+2,302
New +$337K
CROX icon
367
Crocs
CROX
$6.77B
$342K 0.08%
+13,171
New +$308K
CSTM icon
368
Constellium
CSTM
$4.01B
$341K 0.08%
48,735
+23,754
+95% +$211K
RDN icon
369
Radian Group
RDN
$5.17B
$341K 0.08%
+20,869
New +$381K
MBT
370
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$337K 0.08%
+48,177
New +$377K
NBIS
371
Nebius Group N.V.
NBIS
$52B
$335K 0.08%
12,233
+2,385
+24% +$70K
UFS
372
DELISTED
DOMTAR CORPORATION (New)
UFS
$335K 0.08%
9,542
+4,338
+83% +$190K
QTS
373
DELISTED
QTS REALTY TRUST, INC.
QTS
$334K 0.07%
9,006
+1,346
+18% +$53.4K
ESGR
374
DELISTED
Enstar Group
ESGR
$333K 0.07%
+1,987
New +$359K
GBT
375
DELISTED
Global Blood Therapeutics, Inc.
GBT
$333K 0.07%
+8,121
New +$304K
13 14
15
16 17

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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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.