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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
SO icon
851
Southern Company
SO
$109B
– –
-19,868
Closed -$866K
SRE icon
852
Sempra
SRE
$61.1B
– –
-16,286
Closed -$926K
SRPT icon
853
Sarepta Therapeutics
SRPT
$1.68B
– –
-3,113
Closed -$503K
SSL icon
854
Sasol
SSL
$7.72B
– –
-7,490
Closed -$289K
SSNC icon
855
SS&C Technologies
SSNC
$16.1B
– –
-5,911
Closed -$336K
STLA icon
856
Stellantis
STLA
$16.7B
– –
-12,853
Closed -$225K
SXC icon
857
SunCoke Energy
SXC
$763M
– –
-19,749
Closed -$229K
TCBI icon
858
Texas Capital Bancshares
TCBI
$4.29B
– –
-10,490
Closed -$867K
TECK icon
859
Teck Resources
TECK
$29.4B
– –
-8,714
Closed -$210K
TGT icon
860
Target
TGT
$61.1B
– –
-32,358
Closed -$2.85M
TKR icon
861
Timken Company
TKR
$9.79B
– –
-7,464
Closed -$372K
TOWN icon
862
Towne Bank
TOWN
$3.28B
– –
-7,128
Closed -$220K
TPH
863
DELISTED
Tri Pointe Homes
TPH
– –
-15,998
Closed -$198K
TPR icon
864
Tapestry
TPR
$28.1B
– –
-12,430
Closed -$625K
TREE icon
865
LendingTree
TREE
$550M
– –
-2,296
Closed -$528K
TRMB icon
866
Trimble
TRMB
$11.7B
– –
-15,677
Closed -$681K
TRMK icon
867
Trustmark
TRMK
$2.7B
– –
-22,505
Closed -$757K
TROX icon
868
Tronox
TROX
$1.02B
– –
-24,216
Closed -$289K
TRTX
869
TPG RE Finance Trust
TRTX
$657M
– –
-21,005
Closed -$421K
TTD icon
870
Trade Desk
TTD
$7.89B
– –
-15,930
Closed -$240K
TV icon
871
Televisa
TV
$1.47B
– –
-25,235
Closed -$448K
TWO
872
Two Harbors Investment
TWO
$1.27B
– –
-5,728
Closed -$342K
TX icon
873
Ternium
TX
$9.25B
– –
-10,287
Closed -$312K
TXMD icon
874
TherapeuticsMD
TXMD
$23.8M
– –
-323
Closed -$106K
TXT icon
875
Textron
TXT
$16.2B
– –
-35,242
Closed -$2.52M
33 34
35
36 37

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TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
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
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.