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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
KMB icon
776
Kimberly-Clark
KMB
$35.6B
– –
-7,496
Closed -$852K
KMT icon
777
Kennametal
KMT
$2.66B
– –
-15,084
Closed -$657K
KOP icon
778
Koppers
KOP
$961M
– –
-12,479
Closed -$389K
KOS icon
779
Kosmos Energy
KOS
$1.63B
– –
-12,188
Closed -$114K
KREF
780
KKR Real Estate Finance Trust
KREF
$459M
– –
-23,006
Closed -$464K
KSS icon
781
Kohl's
KSS
$2.06B
– –
-5,463
Closed -$407K
KURA icon
782
Kura Oncology
KURA
$928M
– –
-13,414
Closed -$235K
LAD icon
783
Lithia Motors
LAD
$7.62B
– –
-10,040
Closed -$820K
LCTX icon
784
Lineage Cell Therapeutics
LCTX
$267M
– –
-22,174
Closed -$46K
LMAT icon
785
LeMaitre Vascular
LMAT
$2.23B
– –
-6,245
Closed -$242K
LNW
786
DELISTED
Light & Wonder
LNW
– –
-11,231
Closed -$285K
LOMA
787
Loma Negra
LOMA
$1.39B
– –
-13,785
Closed -$122K
LUMN icon
788
Lumen
LUMN
$6.73B
– –
-41,540
Closed -$881K
LUV icon
789
Southwest Airlines
LUV
$21.9B
– –
-33,053
Closed -$2.06M
MEI icon
790
Methode Electronics
MEI
$569M
– –
-9,898
Closed -$358K
MERC icon
791
Mercer International
MERC
$46.5M
– –
-13,227
Closed -$222K
MGM icon
792
MGM Resorts International
MGM
$11.5B
– –
-33,251
Closed -$928K
MHK icon
793
Mohawk Industries
MHK
$6.71B
– –
-1,891
Closed -$332K
KG
794
Kestrel Group
KG
$71.2M
– –
-2,834
Closed -$162K
MLCO icon
795
Melco Resorts & Entertainment
MLCO
$2.16B
– –
-18,095
Closed -$383K
MODV
796
DELISTED
ModivCare
MODV
– –
-3,470
Closed -$233K
MOH icon
797
Molina Healthcare
MOH
$10.5B
– –
-1,348
Closed -$200K
MOMO
798
Hello Group
MOMO
$870M
– –
-5,482
Closed -$240K
MPWR icon
799
Monolithic Power Systems
MPWR
$68.6B
– –
-4,193
Closed -$526K
MSCI icon
800
MSCI
MSCI
$40.2B
– –
-3,484
Closed -$618K
30 31
32
33 34

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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
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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.