We are live on ! Find out more
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
TLRD
926
DELISTED
Tailored Brands, Inc.
TLRD
– –
-10,414
Closed -$262K
FG
927
DELISTED
FGL Holdings Ordinary Shares
FG
– –
-24,629
Closed -$220K
JCP
928
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-109,593
Closed -$182K
ZAYO
929
DELISTED
Zayo Group Holdings, Inc.
ZAYO
– –
-49,078
Closed -$1.7M
ACHN
930
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-24,059
Closed -$89K
WCG
931
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-3,168
Closed -$1.01M
NRE
932
DELISTED
NorthStar Realty Europe Corp.
NRE
– –
-15,764
Closed -$223K
DFRG
933
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
– –
-12,467
Closed -$103K
DATA
934
DELISTED
Tableau Software, Inc.
DATA
– –
-8,077
Closed -$903K
EPE
935
DELISTED
EP Energy Corporation
EPE
– –
-18,733
Closed -$44K
SGYP
936
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
– –
-74,991
Closed -$127K
ITG
937
DELISTED
Investment Technology Group Inc
ITG
– –
-17,262
Closed -$374K
NFX
938
DELISTED
Newfield Exploration
NFX
– –
-36,434
Closed -$1.05M
CCT
939
DELISTED
Corporate Capital Trust, Inc.
CCT
– –
-51,888
Closed -$792K
FCE.A
940
DELISTED
Forest City Realty Trust, Inc.
FCE.A
– –
-99,133
Closed -$2.49M
LHO
941
DELISTED
LaSalle Hotel Properties
LHO
– –
-11,066
Closed -$383K
PX
942
DELISTED
Praxair Inc
PX
– –
-6,050
Closed -$972K
WLL
943
DELISTED
Whiting Petroleum Corporation
WLL
– –
-59
Closed -$235K
BDSI
944
DELISTED
BioDelivery Sciences International, Inc.
BDSI
– –
-38,340
Closed -$107K
ORBC
945
DELISTED
ORBCOMM, Inc.
ORBC
– –
-23,618
Closed -$256K
TSS
946
DELISTED
Total System Services, Inc.
TSS
– –
-45,824
Closed -$4.53M
IMDZ
947
DELISTED
Immune Design Corp.
IMDZ
– –
-13,716
Closed -$47K
VG
948
DELISTED
Vonage Holdings Corporation
VG
– –
-22,684
Closed -$321K
MNR
949
DELISTED
Monmouth Real Estate Investment Corp
MNR
– –
-10,143
Closed -$170K
RESI
950
DELISTED
Front Yard Residential Corporation Common Stock
RESI
– –
-27,247
Closed -$296K
35 36 37
38
39

Similar funds

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.