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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
BLMN icon
701
Bloomin' Brands
BLMN
$691M
– –
-51,346
Closed -$1.02M
BLUE
702
DELISTED
bluebird bio
BLUE
– –
-143
Closed -$271K
BOOT icon
703
Boot Barn
BOOT
$4.52B
– –
-20,518
Closed -$583K
BRK.B icon
704
Berkshire Hathaway Class B
BRK.B
$1.07T
– –
-4,023
Closed -$861K
BTE icon
705
Baytex Energy
BTE
$3.12B
– –
-28,441
Closed -$83K
BTI icon
706
British American Tobacco
BTI
$132B
– –
-11,861
Closed -$553K
CADE
707
DELISTED
Cadence Bank
CADE
– –
-13,616
Closed -$445K
CATY icon
708
Cathay General Bancorp
CATY
$4.17B
– –
-19,400
Closed -$804K
CCEP icon
709
Coca-Cola Europacific Partners
CCEP
$46.4B
– –
-52,924
Closed -$2.41M
CCL icon
710
Carnival Corporation Ltd
CCL
$35.9B
– –
-33,757
Closed -$2.15M
CHMI
711
Cherry Hill Mortgage Investment Corp
CHMI
$83.4M
– –
-12,468
Closed -$226K
CHRD icon
712
Chord Energy
CHRD
$7.92B
– –
-29,284
Closed -$415K
CHRW icon
713
C.H. Robinson
CHRW
$22.6B
– –
-3,802
Closed -$372K
CHTR icon
714
Charter Communications
CHTR
$14.9B
– –
-4,034
Closed -$1.31M
CLDT
715
Chatham Lodging
CLDT
$626M
– –
-29,427
Closed -$615K
CNC icon
716
Centene
CNC
$31.5B
– –
-9,250
Closed -$670K
COOP
717
DELISTED
Mr. Cooper
COOP
– –
-2,303
Closed -$38K
COTY icon
718
Coty
COTY
$2.33B
– –
-41,737
Closed -$524K
CPT icon
719
Camden Property Trust
CPT
$11.2B
– –
-24,590
Closed -$2.3M
CRI icon
720
Carter's
CRI
$1.39B
– –
-10,073
Closed -$993K
CSCO icon
721
Cisco
CSCO
$444B
– –
-25,143
Closed -$1.22M
CVI icon
722
CVR Energy
CVI
$3.41B
– –
-7,513
Closed -$302K
DDS icon
723
Dillards
DDS
$8.82B
– –
-3,375
Closed -$258K
DIS icon
724
Walt Disney
DIS
$165B
– –
-14,012
Closed -$1.64M
DLR icon
725
Digital Realty Trust
DLR
$75.3B
– –
-6,039
Closed -$682K
27 28
29
30 31

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TMNFIC
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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
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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.