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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
PGR icon
226
Progressive
PGR
$120B
$629K 0.14%
+10,423
New +$693K
TRU icon
227
TransUnion
TRU
$14.2B
$628K 0.14%
+11,055
New +$707K
SAVE
228
DELISTED
Spirit Airlines, Inc.
SAVE
$627K 0.14%
10,830
-9,575
-47% -$513K
CTRA
229
DELISTED
Coterra Energy
CTRA
$623K 0.14%
+27,872
New +$673K
SF
230
Stifel
SF
$12.1B
$621K 0.14%
33,730
-10,084
-23% -$209K
RTN
231
DELISTED
Raytheon Company
RTN
$620K 0.14%
+4,044
New +$724K
ADBE icon
232
Adobe
ADBE
$84.3B
$618K 0.14%
2,733
-6,927
-72% -$1.67M
RMAX icon
233
RE/MAX Holdings
RMAX
$197M
$614K 0.14%
19,979
+1,302
+7% +$45.5K
CMCSA icon
234
Comcast
CMCSA
$78.3B
$613K 0.14%
18,015
+6,501
+56% +$237K
DOV icon
235
Dover
DOV
$26.6B
$606K 0.14%
+8,543
New +$698K
HD icon
236
Home Depot
HD
$324B
$600K 0.13%
+3,490
New +$626K
ARES icon
237
Ares Management
ARES
$27.4B
$599K 0.13%
33,691
-16,013
-32% -$336K
ABCB icon
238
Ameris Bancorp
ABCB
$6B
$588K 0.13%
18,562
+13,363
+257% +$545K
CMI icon
239
Cummins
CMI
$91.8B
$587K 0.13%
+4,394
New +$620K
THG icon
240
Hanover Insurance
THG
$7.49B
$587K 0.13%
+5,024
New +$564K
HPP
241
Hudson Pacific Properties
HPP
$807M
$582K 0.13%
2,860
-1,731
-38% -$370K
IQV icon
242
IQVIA
IQV
$34.6B
$582K 0.13%
+5,014
New +$607K
NCLH icon
243
Norwegian Cruise Line
NCLH
$8.59B
$573K 0.13%
+13,526
New +$656K
PKG icon
244
Packaging Corp of America
PKG
$20.8B
$567K 0.13%
+6,799
New +$632K
PGRE
245
DELISTED
Paramount Group
PGRE
$566K 0.13%
45,059
-7,947
-15% -$112K
GOOG icon
246
Alphabet (Google) Class C
GOOG
$3.89T
$559K 0.13%
10,800
+6,960
+181% +$373K
PCAR icon
247
PACCAR
PCAR
$68.8B
$559K 0.13%
14,663
-17,209
-54% -$687K
KRC icon
248
Kilroy Realty
KRC
$4.46B
$557K 0.12%
8,852
-6,236
-41% -$427K
WPP icon
249
WPP
WPP
$3.91B
$556K 0.12%
+10,147
New +$605K
FSK icon
250
FS KKR Capital
FSK
$2.96B
$555K 0.12%
26,801
+17,733
+196% +$441K
8 9
10
11 12

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CCM
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GPC
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CBT
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FSCP
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ECM
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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.