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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
PLAN
251
DELISTED
Anaplan, Inc.
PLAN
$552K 0.12%
+20,798
New +$514K
MYOK
252
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$546K 0.12%
+11,178
New +$615K
PRKS icon
253
United Parks & Resorts
PRKS
$2.08B
$545K 0.12%
+24,687
New +$660K
IPG
254
DELISTED
Interpublic Group of Companies
IPG
$536K 0.12%
25,995
+13,809
+113% +$315K
SPNT icon
255
SiriusPoint
SPNT
$2.91B
$536K 0.12%
+55,557
New +$596K
CP icon
256
Canadian Pacific Kansas City
CP
$82B
$534K 0.12%
15,020
+6,510
+76% +$260K
HASI icon
257
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.9B
$534K 0.12%
+28,011
New +$604K
CWK icon
258
Cushman & Wakefield Ltd
CWK
$2.92B
$532K 0.12%
36,797
-55,051
-60% -$918K
RF icon
259
Regions Financial
RF
$26.2B
$528K 0.12%
+39,429
New +$633K
SLAB icon
260
Silicon Laboratories
SLAB
$7.15B
$528K 0.12%
+6,697
New +$557K
TVTX icon
261
Travere Therapeutics
TVTX
$5.27B
$528K 0.12%
23,313
+10,760
+86% +$268K
ADC icon
262
Agree Realty
ADC
$9.59B
$525K 0.12%
8,880
-8,311
-48% -$475K
GS icon
263
Goldman Sachs
GS
$317B
$525K 0.12%
3,144
-904
-22% -$182K
SIVB
264
DELISTED
SVB Financial Group
SIVB
$524K 0.12%
2,760
-1,613
-37% -$394K
VLO icon
265
Valero Energy
VLO
$90.6B
$518K 0.12%
6,914
-2,179
-24% -$191K
AAL icon
266
American Airlines Group
AAL
$8.97B
$505K 0.11%
+15,726
New +$547K
AAT
267
American Assets Trust
AAT
$1.49B
$505K 0.11%
12,575
+6,354
+102% +$247K
META icon
268
Meta Platforms (Facebook)
META
$1.54T
$505K 0.11%
3,854
+474
+14% +$68.7K
NICE icon
269
Nice
NICE
$5.09B
$503K 0.11%
+4,645
New +$508K
ARRY
270
DELISTED
Array Biopharma Inc
ARRY
$502K 0.11%
35,249
+9,836
+39% +$149K
SFL icon
271
SFL Corp
SFL
$1.58B
$501K 0.11%
+47,588
New +$596K
NTRS icon
272
Northern Trust
NTRS
$21.9B
$497K 0.11%
+5,941
New +$557K
ASML icon
273
ASML
ASML
$693B
$496K 0.11%
3,189
+1,947
+157% +$330K
TRNO icon
274
Terreno Realty
TRNO
$7.62B
$496K 0.11%
14,104
+8,068
+134% +$301K
RNR icon
275
RenaissanceRe
RNR
$13.3B
$495K 0.11%
+3,699
New +$483K
9 10
11
12 13

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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.