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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
MTX icon
801
Minerals Technologies
MTX
$2.27B
– –
-5,842
Closed -$395K
NMFC icon
802
New Mountain Finance
NMFC
$644M
– –
-18,759
Closed -$253K
NMRK icon
803
Newmark Group
NMRK
$2.67B
– –
-18,140
Closed -$203K
NNVC icon
804
NanoViricides
NNVC
$35.2M
– –
-500
Closed -$4K
NOC icon
805
Northrop Grumman
NOC
$75.8B
– –
-1,168
Closed -$371K
NOW icon
806
ServiceNow
NOW
$95.1B
– –
-12,240
Closed -$479K
NTB icon
807
Bank of N.T. Butterfield & Son
NTB
$2.39B
– –
-6,615
Closed -$343K
NVDA icon
808
NVIDIA
NVDA
$5.06T
– –
-77,080
Closed -$542K
NVO
809
Novo Nordisk
NVO
$213B
– –
-12,122
Closed -$286K
OCFC icon
810
OceanFirst Financial
OCFC
$1.69B
– –
-22,102
Closed -$602K
ODFL icon
811
Old Dominion Freight Line
ODFL
$48B
– –
-7,866
Closed -$423K
OGS icon
812
ONE Gas
OGS
$5.02B
– –
-9,550
Closed -$786K
OMF icon
813
OneMain Financial
OMF
$6.79B
– –
-7,188
Closed -$242K
ON icon
814
ON Semiconductor
ON
$35.1B
– –
-83,962
Closed -$1.55M
ORC
815
Orchid Island Capital
ORC
$1.32B
– –
-2,101
Closed -$76K
PCG icon
816
PG&E
PCG
$47B
– –
-15,679
Closed -$721K
PDS
817
Precision Drilling
PDS
$1.11B
– –
-1,475
Closed -$102K
PEB icon
818
Pebblebrook Hotel Trust
PEB
$2.15B
– –
-25,545
Closed -$929K
PEN icon
819
Penumbra
PEN
$12.5B
– –
-2,606
Closed -$390K
PFG icon
820
Principal Financial Group
PFG
$23.2B
– –
-5,251
Closed -$308K
PH icon
821
Parker-Hannifin
PH
$124B
– –
-3,854
Closed -$709K
PKX icon
822
POSCO
PKX
$16.1B
– –
-5,494
Closed -$363K
PLD icon
823
Prologis
PLD
$135B
– –
-48,067
Closed -$3.26M
PLNT icon
824
Planet Fitness
PLNT
$4.29B
– –
-4,776
Closed -$258K
PM icon
825
Philip Morris
PM
$298B
– –
-44,823
Closed -$3.65M
31 32
33
34 35

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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
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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.