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
OPCH icon
451
Option Care Health
OPCH
$3.39B
$265K 0.06%
+18,533
New +$244K
VRNS icon
452
Varonis Systems
VRNS
$5.27B
$263K 0.06%
14,937
-14,055
-48% -$277K
VRTX icon
453
Vertex Pharmaceuticals
VRTX
$122B
$263K 0.06%
+1,587
New +$275K
WEX icon
454
WEX
WEX
$6.14B
$262K 0.06%
1,874
-8,562
-82% -$1.41M
GT icon
455
Goodyear
GT
$2.08B
$261K 0.06%
12,766
-1,698
-12% -$36.8K
LJPC
456
DELISTED
La Jolla Pharmaceutical Company
LJPC
$261K 0.06%
+27,725
New +$417K
FOCS
457
DELISTED
Focus Financial Partners Inc. Class A
FOCS
$256K 0.06%
9,737
-5,129
-35% -$179K
EQH icon
458
Equitable Holdings
EQH
$13.1B
$254K 0.06%
+15,272
New +$298K
TRN icon
459
Trinity Industries
TRN
$2.96B
$250K 0.06%
12,139
-4,418
-27% -$102K
EBAY icon
460
eBay
EBAY
$48.5B
$248K 0.06%
8,825
-32,014
-78% -$941K
PBA icon
461
Pembina Pipeline
PBA
$29.9B
$247K 0.06%
+8,321
New +$276K
TKC icon
462
Turkcell
TKC
$4.83B
$247K 0.06%
+43,982
New +$234K
AKBA icon
463
Akebia Therapeutics
AKBA
$325M
$246K 0.06%
44,507
+21,582
+94% +$169K
ASRT
464
DELISTED
Assertio
ASRT
$246K 0.06%
+1,138
New +$342K
COKE icon
465
Coca-Cola Consolidated
COKE
$12.2B
$246K 0.06%
+13,870
New +$257K
FOLD
466
DELISTED
Amicus Therapeutics
FOLD
$246K 0.06%
+25,641
New +$282K
STE icon
467
Steris
STE
$20.9B
$246K 0.06%
+2,306
New +$257K
TNDM icon
468
Tandem Diabetes Care
TNDM
$1.18B
$246K 0.06%
+6,470
New +$228K
SYKE
469
DELISTED
SYKES Enterprises Inc
SYKE
$246K 0.06%
+9,963
New +$278K
CCK icon
470
Crown Holdings
CCK
$12.8B
$245K 0.05%
5,888
-2,823
-32% -$131K
JEF icon
471
Jefferies Financial Group
JEF
$12.8B
$245K 0.05%
+15,769
New +$289K
SHW icon
472
Sherwin-Williams
SHW
$78.2B
$242K 0.05%
1,842
-4,215
-70% -$569K
ARCH
473
DELISTED
Arch Resources, Inc.
ARCH
$242K 0.05%
+2,914
New +$259K
SRDX
474
DELISTED
Surmodics
SRDX
$240K 0.05%
+5,069
New +$304K
UAL icon
475
United Airlines
UAL
$38.2B
$239K 0.05%
2,849
-23,662
-89% -$2.08M
17 18
19
20 21

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.