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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
CLR
901
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-4,035
Closed -$276K
TEN
902
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-11,753
Closed -$495K
TMX
903
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-11,080
Closed -$460K
MNDT
904
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-40,892
Closed -$695K
TVTY
905
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-9,656
Closed -$310K
CALA
906
DELISTED
Calithera Biosciences, Inc
CALA
– –
-764
Closed -$80K
MGP
907
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
– –
-56,784
Closed -$1.68M
HMHC
908
DELISTED
Houghton Mifflin Harcourt Company
HMHC
– –
-20,770
Closed -$145K
RVI
909
DELISTED
Retail Value Inc. Common Shares
RVI
– –
-102,941
Closed -$309K
INFO
910
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-20,649
Closed -$1.11M
RRD
911
DELISTED
RR Donnelley & Sons Co.
RRD
– –
-10,709
Closed -$58K
CSLT
912
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
– –
-24,712
Closed -$67K
XLNX
913
DELISTED
Xilinx Inc
XLNX
– –
-19,823
Closed -$1.59M
MGLN
914
DELISTED
Magellan Health Services, Inc.
MGLN
– –
-2,970
Closed -$214K
COR
915
DELISTED
Coresite Realty Corporation
COR
– –
-21,151
Closed -$2.35M
XOG
916
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
– –
-41,899
Closed -$473K
SBBP
917
DELISTED
Strongbridge Biopharma plc.
SBBP
– –
-13,368
Closed -$65K
NAV
918
DELISTED
Navistar International
NAV
– –
-6,033
Closed -$232K
GRUB
919
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-735
Closed -$204K
NEOS
920
DELISTED
Neos Therapeutics, Inc
NEOS
– –
-14,265
Closed -$69K
OSB
921
DELISTED
Norbord Inc.
OSB
– –
-13,810
Closed -$458K
CXO
922
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-7,688
Closed -$1.17M
MNK
923
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-8,248
Closed -$242K
JE
924
DELISTED
Just Energy Group Inc
JE
– –
-810
Closed -$83K
WUBA
925
DELISTED
58.com Inc
WUBA
– –
-3,670
Closed -$270K
35 36
37
38 39

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GPC
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CBT
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FSCP
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RG
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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.