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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
DRH icon
726
Diamondrock Hospitality Co
DRH
$2.65B
– –
-181,151
Closed -$2.11M
DXCM icon
727
DexCom
DXCM
$27.5B
– –
-8,444
Closed -$302K
EAF icon
728
GrafTech
EAF
$193M
– –
-1,540
Closed -$300K
EEFT icon
729
Euronet Worldwide
EEFT
$3B
– –
-14,324
Closed -$1.44M
EFX icon
730
Equifax
EFX
$20.2B
– –
-8,581
Closed -$1.12M
ELAN icon
731
Elanco Animal Health
ELAN
$12.5B
– –
-9,256
Closed -$323K
ELF icon
732
e.l.f. Beauty
ELF
$4.51B
– –
-10,334
Closed -$132K
EMR icon
733
Emerson Electric
EMR
$83B
– –
-31,124
Closed -$2.38M
ENOV icon
734
Enovis
ENOV
$1.54B
– –
-18,614
Closed -$1.16M
EQNR icon
735
Equinor
EQNR
$95.6B
– –
-19,709
Closed -$556K
ERIE icon
736
Erie Indemnity
ERIE
$11.5B
– –
-1,963
Closed -$250K
EMBJ
737
Embraer S.A. ADS
EMBJ
$11.6B
– –
-12,478
Closed -$244K
ETR icon
738
Entergy
ETR
$54B
– –
-12,148
Closed -$493K
EXP icon
739
Eagle Materials
EXP
$6.57B
– –
-6,842
Closed -$583K
EXR icon
740
Extra Space Storage
EXR
$31.2B
– –
-14,975
Closed -$1.3M
FANG icon
741
Diamondback Energy
FANG
$58.2B
– –
-4,253
Closed -$575K
FHB icon
742
First Hawaiian
FHB
$3.5B
– –
-72,681
Closed -$1.97M
FHN icon
743
First Horizon
FHN
$12.2B
– –
-114,646
Closed -$1.98M
FLR icon
744
Fluor
FLR
$7.33B
– –
-11,130
Closed -$647K
FNB icon
745
FNB Corp
FNB
$6.78B
– –
-44,189
Closed -$562K
FTI icon
746
TechnipFMC
FTI
$30.6B
– –
-12,972
Closed -$302K
FULT icon
747
Fulton Financial
FULT
$4.73B
– –
-58,930
Closed -$981K
FWONK icon
748
Liberty Media Series C
FWONK
$24.3B
– –
-6,501
Closed -$234K
TDAY
749
USA Today Co
TDAY
$1.24B
– –
-18,643
Closed -$293K
GEF icon
750
Greif
GEF
$4.43B
– –
-9,076
Closed -$487K
28 29
30
31 32

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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
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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.