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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
IRTC icon
501
iRhythm Holdings
IRTC
$3.59B
$218K 0.05%
+3,140
New +$238K
CMG icon
502
Chipotle Mexican Grill
CMG
$40.8B
$217K 0.05%
25,100
-23,100
-48% -$209K
CPA icon
503
Copa Holdings
CPA
$5.56B
$217K 0.05%
2,763
-11,703
-81% -$916K
VAR
504
DELISTED
Varian Medical Systems, Inc.
VAR
$215K 0.05%
+1,899
New +$217K
ED icon
505
Consolidated Edison
ED
$41.6B
$214K 0.05%
+2,794
New +$219K
CMC icon
506
Commercial Metals
CMC
$7.63B
$213K 0.05%
13,284
-15,963
-55% -$298K
SA
507
Seabridge Gold
SA
$2.8B
$212K 0.05%
+16,051
New +$203K
VCEL icon
508
Vericel Corp
VCEL
$2.3B
$212K 0.05%
+12,168
New +$182K
RMR icon
509
The RMR Group
RMR
$342M
$211K 0.05%
+3,975
New +$281K
TWLO icon
510
Twilio
TWLO
$29.1B
$211K 0.05%
+2,362
New +$192K
MNTA
511
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$211K 0.05%
+19,151
New +$267K
EZPW icon
512
Ezcorp Inc
EZPW
$1.82B
$209K 0.05%
27,012
+15,255
+130% +$145K
OSK icon
513
Oshkosh
OSK
$9.67B
$209K 0.05%
+3,412
New +$219K
SAFE
514
Safehold
SAFE
$1.19B
$208K 0.05%
4,651
-3,198
-41% -$162K
CLVS
515
DELISTED
Clovis Oncology, Inc.
CLVS
$208K 0.05%
+11,567
New +$236K
QURE icon
516
uniQure
QURE
$2.68B
$207K 0.05%
+7,185
New +$200K
EAT icon
517
Brinker International
EAT
$8.02B
$206K 0.05%
4,682
+325
+7% +$15.4K
SEMG
518
DELISTED
SEMGROUP CORPORATION
SEMG
$206K 0.05%
+14,936
New +$269K
NG icon
519
NovaGold Resources
NG
$2.6B
$205K 0.05%
51,828
+25,332
+96% +$100K
PAHC icon
520
Phibro Animal Health
PAHC
$1.38B
$204K 0.05%
+6,339
New +$239K
ADMS
521
DELISTED
Adamas Pharmaceuticals
ADMS
$204K 0.05%
+23,876
New +$310K
IPHS
522
DELISTED
Innophos Holdings, Inc.
IPHS
$204K 0.05%
+8,312
New +$253K
CC icon
523
Chemours
CC
$2.59B
$203K 0.05%
+7,177
New +$227K
CUTR
524
DELISTED
Cutera, Inc.
CUTR
$203K 0.05%
+11,950
New +$244K
GLOG
525
DELISTED
GASLOG LTD
GLOG
$203K 0.05%
+12,322
New +$246K
19 20
21
22 23

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FSCP
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RG
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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.