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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
MRK icon
101
Merck
MRK
$322B
$1.34M 0.3%
18,431
-4,930
-21% -$348K
BAX icon
102
Baxter International
BAX
$11.2B
$1.34M 0.3%
20,348
-1,163
-5% -$78.1K
AAP icon
103
Advance Auto Parts
AAP
$3.22B
$1.31M 0.29%
+8,350
New +$1.39M
CFG icon
104
Citizens Financial Group
CFG
$30.3B
$1.31M 0.29%
44,248
+11,140
+34% +$391K
TFC icon
105
Truist Financial
TFC
$62.5B
$1.3M 0.29%
+30,036
New +$1.44M
MRO
106
DELISTED
Marathon Oil Corporation
MRO
$1.29M 0.29%
89,716
+19,994
+29% +$357K
AFG icon
107
American Financial Group
AFG
$11.7B
$1.25M 0.28%
13,810
+5,668
+70% +$569K
AIG icon
108
American International
AIG
$41.4B
$1.25M 0.28%
31,616
+20,239
+178% +$884K
JNPR
109
DELISTED
Juniper Networks
JNPR
$1.2M 0.27%
44,754
-8,158
-15% -$231K
LNG icon
110
Cheniere Energy
LNG
$57B
$1.2M 0.27%
20,245
+7,704
+61% +$474K
KLAC icon
111
KLA
KLAC
$286B
$1.18M 0.26%
131,960
+81,550
+162% +$759K
LVS icon
112
Las Vegas Sands
LVS
$30.5B
$1.18M 0.26%
+22,664
New +$1.23M
WAL icon
113
Western Alliance Bancorporation
WAL
$9.06B
$1.17M 0.26%
+29,606
New +$1.4M
SBNY
114
DELISTED
Signature Bank
SBNY
$1.16M 0.26%
11,323
-2,666
-19% -$300K
AXS icon
115
AXIS Capital
AXS
$8.45B
$1.15M 0.26%
+22,317
New +$1.22M
LPLA icon
116
LPL Financial
LPLA
$25.9B
$1.14M 0.26%
18,678
-9,476
-34% -$578K
CRM icon
117
Salesforce
CRM
$129B
$1.13M 0.25%
8,225
+452
+6% +$62.2K
ACC
118
DELISTED
American Campus Communities, Inc.
ACC
$1.11M 0.25%
+26,848
New +$1.11M
AMAT icon
119
Applied Materials
AMAT
$447B
$1.1M 0.25%
33,746
+17,614
+109% +$604K
SYF icon
120
Synchrony
SYF
$23.3B
$1.1M 0.25%
47,005
+33,401
+246% +$904K
PSA icon
121
Public Storage
PSA
$55.3B
$1.1M 0.25%
+5,426
New +$1.11M
RTX icon
122
RTX Corp
RTX
$282B
$1.09M 0.24%
16,257
+432
+3% +$33.9K
PNFP icon
123
Pinnacle Financial Partners Inc
PNFP
$15.1B
$1.08M 0.24%
23,471
+13,177
+128% +$699K
BKU icon
124
Bankunited
BKU
$3.41B
$1.06M 0.24%
35,328
-35,936
-50% -$1.17M
LIN icon
125
Linde
LIN
$234B
$1.06M 0.24%
+6,773
New +$1.07M
3 4
5
6 7

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.