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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
GEN icon
751
Gen Digital
GEN
$15.1B
– –
-47,106
Closed -$1M
GGB icon
752
Gerdau
GGB
$9.36B
– –
-45,742
Closed -$153K
GHC icon
753
Graham Holdings Company
GHC
$4.92B
– –
-388
Closed -$225K
GIS icon
754
General Mills
GIS
$19B
– –
-8,301
Closed -$356K
GLNG icon
755
Golar LNG
GLNG
$5.07B
– –
-14,195
Closed -$395K
GLOB icon
756
Globant
GLOB
$1.32B
– –
-3,445
Closed -$203K
GLPI icon
757
Gaming and Leisure Properties
GLPI
$12.6B
– –
-29,490
Closed -$1.04M
GNK icon
758
Genco Shipping & Trading
GNK
$1.12B
– –
-10,094
Closed -$141K
GPRO icon
759
GoPro
GPRO
$119M
– –
-38,373
Closed -$276K
GSM icon
760
FerroAtlántica
GSM
$626M
– –
-39,977
Closed -$327K
HAL icon
761
Halliburton
HAL
$27.3B
– –
-24,284
Closed -$984K
HBIO icon
762
Harvard Bioscience
HBIO
$27.9M
– –
-1,267
Closed -$66K
HCC icon
763
Warrior Met Coal
HCC
$4.28B
– –
-8,109
Closed -$219K
HOUS
764
DELISTED
Anywhere Real Estate
HOUS
– –
-48,973
Closed -$1.01M
HRI icon
765
Herc Holdings
HRI
$5.45B
– –
-9,352
Closed -$479K
IART icon
766
Integra LifeSciences
IART
$1.44B
– –
-5,115
Closed -$337K
ICUI icon
767
ICU Medical
ICUI
$3.84B
– –
-2,859
Closed -$808K
IFF icon
768
International Flavors & Fragrances
IFF
$18.8B
– –
-6,646
Closed -$925K
ING icon
769
ING
ING
$92.7B
– –
-24,031
Closed -$312K
IOSP icon
770
Innospec
IOSP
$2.07B
– –
-3,869
Closed -$297K
JACK icon
771
Jack in the Box
JACK
$263M
– –
-12,811
Closed -$1.07M
JBGS
772
JBG SMITH
JBGS
$844M
– –
-20,001
Closed -$737K
JBHT icon
773
JB Hunt Transport Services
JBHT
$27.2B
– –
-5,516
Closed -$656K
JELD icon
774
JELD-WEN Holding
JELD
$94.8M
– –
-11,594
Closed -$286K
KEYS icon
775
Keysight
KEYS
$55.6B
– –
-40,668
Closed -$2.69M
29 30
31
32 33

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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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
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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.