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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
PNC icon
826
PNC Financial Services
PNC
$99.5B
– –
-9,373
Closed -$1.28M
PPL
827
PPL Corp
PPL
$27.3B
– –
-30,915
Closed -$905K
PSMT icon
828
Pricesmart
PSMT
$5.76B
– –
-2,809
Closed -$227K
PTCT icon
829
PTC Therapeutics
PTCT
$6.51B
– –
-8,914
Closed -$419K
PTEN icon
830
Patterson-UTI
PTEN
$3.93B
– –
-25,595
Closed -$438K
PVH icon
831
PVH
PVH
$3.59B
– –
-12,958
Closed -$1.87M
QNST icon
832
QuinStreet
QNST
$861M
– –
-35,902
Closed -$487K
RACE icon
833
Ferrari
RACE
$63.2B
– –
-2,615
Closed -$358K
RDUS
834
DELISTED
Radius Recycling
RDUS
– –
-8,318
Closed -$225K
RDY icon
835
Dr. Reddy's Laboratories
RDY
$9.83B
– –
-41,825
Closed -$289K
RGNX icon
836
Regenxbio
RGNX
$656M
– –
-2,696
Closed -$204K
RHP icon
837
Ryman Hospitality Properties
RHP
$8.13B
– –
-8,737
Closed -$753K
RJF icon
838
Raymond James Financial
RJF
$31.9B
– –
-12,975
Closed -$796K
RLGT icon
839
Radiant Logistics
RLGT
$414M
– –
-16,700
Closed -$99K
SABR icon
840
Sabre
SABR
$668M
– –
-46,261
Closed -$1.21M
SAGE
841
DELISTED
Sage Therapeutics
SAGE
– –
-2,486
Closed -$351K
SBUX icon
842
Starbucks
SBUX
$118B
– –
-6,979
Closed -$397K
SENS icon
843
Senseonics Holdings Inc
SENS
$254M
– –
-636
Closed -$61K
SHO icon
844
Sunstone Hotel Investors
SHO
$2.17B
– –
-100,314
Closed -$1.64M
SID icon
845
Companhia Siderúrgica Nacional
SID
$1.41B
– –
-74,599
Closed -$170K
SITC icon
846
SITE Centers
SITC
$224M
– –
-69,557
Closed -$727K
SKY icon
847
Champion Homes
SKY
$4.39B
– –
-10,695
Closed -$306K
SLB icon
848
SLB Ltd
SLB
$70.6B
– –
-14,907
Closed -$908K
SNDR icon
849
Schneider National
SNDR
$6.61B
– –
-8,809
Closed -$220K
SNN icon
850
Smith & Nephew
SNN
$12.5B
– –
-5,553
Closed -$206K
32 33
34
35 36

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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.