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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
EQT icon
401
EQT Corp
EQT
$33.2B
$306K 0.07%
+16,179
New +$328K
BATRK icon
402
Atlanta Braves Holdings Series B
BATRK
$3.24B
$304K 0.07%
12,220
-2,163
-15% -$54.7K
CHX
403
DELISTED
ChampionX
CHX
$304K 0.07%
+11,229
New +$413K
SCHW
404
Charles Schwab
SCHW
$176B
$303K 0.07%
+7,286
New +$330K
SCHL icon
405
Scholastic
SCHL
$809M
$302K 0.07%
+7,501
New +$326K
WNS
406
DELISTED
WNS Holdings
WNS
$302K 0.07%
7,313
-734
-9% -$35.1K
BMI icon
407
Badger Meter
BMI
$3.69B
$301K 0.07%
+6,121
New +$313K
LULU icon
408
lululemon athletica
LULU
$13B
$301K 0.07%
2,472
-286
-10% -$38.3K
SLM icon
409
SLM Corp
SLM
$4.5B
$300K 0.07%
36,136
-3,772
-9% -$37.5K
EVR icon
410
Evercore
EVR
$13.1B
$298K 0.07%
+4,162
New +$342K
MOS icon
411
The Mosaic Company
MOS
$7.13B
$298K 0.07%
10,188
-3,266
-24% -$107K
PRGO icon
412
Perrigo
PRGO
$1.41B
$298K 0.07%
7,693
+3,326
+76% +$211K
VNOM icon
413
Viper Energy
VNOM
$8.82B
$298K 0.07%
+11,444
New +$375K
SMAR
414
DELISTED
Smartsheet Inc.
SMAR
$298K 0.07%
+11,993
New +$298K
BEL
415
DELISTED
Belmond Ltd.
BEL
$298K 0.07%
+11,913
New +$229K
WP
416
DELISTED
Worldpay, Inc.
WP
$297K 0.07%
3,884
-12,790
-77% -$1.11M
CRMT icon
417
America's Car Mart
CRMT
$26.7M
$296K 0.07%
+4,080
New +$300K
ASND icon
418
Ascendis Pharma A/S
ASND
$16.7B
$295K 0.07%
4,716
-485
-9% -$30.5K
BEN icon
419
Franklin Resources
BEN
$16.9B
$294K 0.07%
+9,900
New +$304K
BHF icon
420
Brighthouse Financial
BHF
$3.62B
$294K 0.07%
9,651
+1,710
+22% +$66.7K
NOK icon
421
Nokia
NOK
$51.4B
$292K 0.07%
+50,255
New +$282K
AM icon
422
Antero Midstream
AM
$10.9B
$289K 0.06%
25,869
+424
+2% +$6.47K
SMFG icon
423
Sumitomo Mitsui Financial
SMFG
$167B
$289K 0.06%
+44,419
New +$332K
BNS icon
424
Scotiabank
BNS
$106B
$288K 0.06%
+5,770
New +$311K
KMPR icon
425
Kemper
KMPR
$1.69B
$288K 0.06%
4,342
+1,097
+34% +$80K
15 16
17
18 19

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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
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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.