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
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
PBH icon
376
Prestige Consumer Healthcare
PBH
$2.35B
$331K 0.07%
+10,713
New +$391K
DRNA
377
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$330K 0.07%
30,828
+18,555
+151% +$244K
ALB icon
378
Albemarle
ALB
$13.8B
$329K 0.07%
+4,266
New +$403K
CAL icon
379
Caleres
CAL
$402M
$329K 0.07%
+11,826
New +$380K
KLIC icon
380
Kulicke & Soffa
KLIC
$5.37B
$329K 0.07%
+16,238
New +$336K
NAVI icon
381
Navient
NAVI
$809M
$328K 0.07%
37,274
-80,083
-68% -$918K
HSKA
382
DELISTED
Heska Corp
HSKA
$328K 0.07%
3,808
+1,646
+76% +$162K
PTC icon
383
PTC
PTC
$13.7B
$327K 0.07%
3,945
-11,472
-74% -$1.01M
CLX icon
384
Clorox
CLX
$11.5B
$325K 0.07%
+2,108
New +$328K
LXRX icon
385
Lexicon Pharmaceuticals
LXRX
$1.03B
$325K 0.07%
48,896
+26,543
+119% +$215K
CASH icon
386
Pathward Financial
CASH
$1.82B
$322K 0.07%
+16,607
New +$387K
WLH
387
DELISTED
WILLIAM LYON HOMES
WLH
$322K 0.07%
+30,093
New +$384K
LII icon
388
Lennox International
LII
$18.9B
$321K 0.07%
1,465
-6,408
-81% -$1.35M
CHSP
389
DELISTED
Chesapeake Lodging Trust
CHSP
$321K 0.07%
+13,182
New +$380K
LSTR icon
390
Landstar System
LSTR
$6.84B
$320K 0.07%
+3,340
New +$345K
MGY icon
391
Magnolia Oil & Gas
MGY
$6.04B
$320K 0.07%
+28,529
New +$359K
CORT icon
392
Corcept Therapeutics
CORT
$10.2B
$319K 0.07%
+23,842
New +$315K
CNR
393
DELISTED
Cornerstone Building Brands, Inc.
CNR
$318K 0.07%
+43,835
New +$525K
UNT
394
DELISTED
UNIT Corporation
UNT
$315K 0.07%
+22,067
New +$477K
EOG icon
395
EOG Resources
EOG
$77.9B
$314K 0.07%
+3,603
New +$386K
SMG icon
396
ScottsMiracle-Gro
SMG
$4.03B
$313K 0.07%
5,095
-3,147
-38% -$224K
LSCC icon
397
Lattice Semiconductor
LSCC
$18.4B
$312K 0.07%
+45,023
New +$303K
ONDK
398
DELISTED
On Deck Capital, Inc.
ONDK
$312K 0.07%
52,864
+32,893
+165% +$234K
ULTI
399
DELISTED
Ultimate Software Group Inc
ULTI
$312K 0.07%
1,275
-7,008
-85% -$1.86M
HXL icon
400
Hexcel
HXL
$8.25B
$308K 0.07%
+5,380
New +$324K
14 15
16
17 18

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
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.