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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
V icon
1
Visa
V
$672B
$4.57M 1.02%
34,599
+1,151
+3% +$159K
HIG icon
2
Hartford Financial Services
HIG
$38.6B
$4.4M 0.99%
98,969
+42,097
+74% +$1.89M
ETN icon
3
Eaton
ETN
$158B
$4.23M 0.95%
61,636
+32,396
+111% +$2.42M
TMUS icon
4
T-Mobile US
TMUS
$207B
$4.2M 0.94%
66,085
+40,453
+158% +$2.71M
SWK icon
5
Stanley Black & Decker
SWK
$13.9B
$3.49M 0.78%
29,133
+15,612
+115% +$1.95M
MTB icon
6
M&T Bank
MTB
$36.3B
$3.41M 0.77%
23,846
+6,980
+41% +$1.12M
CVX icon
7
Chevron
CVX
$384B
$3.37M 0.76%
30,962
+5,835
+23% +$676K
TJX icon
8
TJX Companies
TJX
$172B
$3.36M 0.75%
75,201
+36,671
+95% +$1.85M
SPGI icon
9
S&P Global
SPGI
$127B
$3.23M 0.72%
19,001
+11,801
+164% +$2.11M
UNP icon
10
Union Pacific
UNP
$174B
$3.1M 0.69%
22,412
+14,429
+181% +$2.14M
MDLZ icon
11
Mondelez International
MDLZ
$78.1B
$3.04M 0.68%
75,827
-4,012
-5% -$171K
CL icon
12
Colgate-Palmolive
CL
$73.3B
$3.01M 0.67%
+50,568
New +$3.16M
INTU icon
13
Intuit
INTU
$77.8B
$2.85M 0.64%
14,501
+12,454
+608% +$2.59M
ATH
14
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$2.85M 0.64%
71,562
+14,371
+25% +$647K
HDS
15
DELISTED
HD Supply Holdings, Inc.
HDS
$2.82M 0.63%
+75,183
New +$2.9M
SNV
16
DELISTED
Synovus
SNV
$2.8M 0.63%
87,582
+17,597
+25% +$664K
CCI icon
17
Crown Castle
CCI
$33.8B
$2.79M 0.63%
25,664
+3,295
+15% +$362K
INXN
18
DELISTED
Interxion Holding N.V.
INXN
$2.63M 0.59%
48,551
+43,372
+837% +$2.6M
PEP icon
19
PepsiCo
PEP
$185B
$2.62M 0.59%
23,689
+7,783
+49% +$878K
H icon
20
Hyatt Hotels
H
$17.6B
$2.55M 0.57%
37,725
+15,433
+69% +$1.08M
T icon
21
AT&T
T
$160B
$2.55M 0.57%
118,146
+61,740
+109% +$1.44M
WY icon
22
Weyerhaeuser
WY
$17.2B
$2.55M 0.57%
116,516
+107,676
+1,218% +$2.87M
GOOGL icon
23
Alphabet (Google) Class A
GOOGL
$4.17T
$2.52M 0.57%
48,240
+23,560
+95% +$1.27M
PRU icon
24
Prudential Financial
PRU
$41.3B
$2.43M 0.55%
29,816
-16,682
-36% -$1.54M
MAS icon
25
Masco
MAS
$15.7B
$2.42M 0.54%
+82,669
New +$2.57M
1
2 3 4 5

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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
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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.