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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
(-15%)
Cap. Flow
-$8.24M
Cap. Flow
% of AUM
-1.85%
Top 10 Holdings %
Top 10 Hldgs %
8.38%
Holding
953
New
347
Increased
168
Reduced
160
Closed
277
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Colgate-Palmolive
CL
|
+$3.16M |
| 2 |
HDS
HD Supply Holdings, Inc.
HDS
|
+$2.9M |
| 3 |
Weyerhaeuser
WY
|
+$2.87M |
| 4 |
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 |
Philip Morris
PM
|
+$3.65M |
| 3 |
WCN
Waste Connections
WCN
|
+$3.36M |
| 4 |
Prologis
PLD
|
+$3.26M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
426
Center Bancorp
CNOB
$1.63B
| $287K | 0.06% |
15,533
+2,560
| +20% | +$52.4K |
|
427
Lamb Weston
LW
$6.85B
| $287K | 0.06% |
+3,898
| New | +$298K |
|
|
CNR
428
Core Natural Resources Inc
CNR
$4.19B
| $287K | 0.06% |
+9,038
| New | +$332K |
|
|
PDCO
429
DELISTED
Patterson Companies, Inc.
PDCO
| $287K | 0.06% |
14,581
-6,459
| -31% | -$151K |
|
430
Oracle
ORCL
$331B
| $284K | 0.06% |
+6,284
| New | +$301K |
|
|
HTO
431
H2O America
HTO
$2.67B
| $284K | 0.06% |
+5,103
| New | +$303K |
|
432
Check Point Software Technologies
CHKP
$13.3B
| $282K | 0.06% |
+2,745
| New | +$301K |
|
|
ALDR
433
DELISTED
Alder Biopharmaceuticals
ALDR
| $282K | 0.06% |
27,527
+13,874
| +102% | +$178K |
|
434
Home BancShares
HOMB
$6.21B
| $277K | 0.06% |
+16,971
| New | +$322K |
|
435
BlackRock TCP Capital
TCPC
$265M
| $275K | 0.06% |
21,075
-15,015
| -42% | -$209K |
|
|
AMWD
436
DELISTED
American Woodmark
AMWD
| $274K | 0.06% |
4,921
+2,260
| +85% | +$144K |
|
437
Cheesecake Factory
CAKE
$4.21B
| $274K | 0.06% |
+6,299
| New | +$305K |
|
438
Vail Resorts
MTN
$5.19B
| $273K | 0.06% |
1,296
-63
| -5% | -$15.6K |
|
439
Orion
OEC
$394M
| $273K | 0.06% |
10,804
-2,614
| -19% | -$68.2K |
|
|
NGHC
440
DELISTED
National General Holdings Corp
NGHC
| $273K | 0.06% |
+11,282
| New | +$287K |
|
441
Ericsson
ERIC
$30.7B
| $271K | 0.06% |
30,581
+8,278
| +37% | +$71.9K |
|
|
RCM
442
DELISTED
R1 RCM Inc. Common Stock
RCM
| $271K | 0.06% |
+34,074
| New | +$294K |
|
443
Capri Holdings
CPRI
$1.77B
| $270K | 0.06% |
+7,111
| New | +$358K |
|
|
EXTN
444
DELISTED
Exterran Corporation
EXTN
| $269K | 0.06% |
+15,221
| New | +$341K |
|
|
WMGI
445
DELISTED
Wright Medical Group Inc
WMGI
| $269K | 0.06% |
9,885
-13,157
| -57% | -$364K |
|
446
Macerich
MAC
$7.32B
| $268K | 0.06% |
6,185
-6,630
| -52% | -$328K |
|
447
Pitney Bowes
PBI
$2.42B
| $266K | 0.06% |
+44,989
| New | +$324K |
|
|
MLNX
448
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $266K | 0.06% |
+2,876
| New | +$244K |
|
449
BioCryst Pharmaceuticals
BCRX
$2.37B
| $265K | 0.06% |
32,815
+608
| +2% | +$4.73K |
|
450
Matrix Service
MTRX
$347M
| $265K | 0.06% |
+14,771
| New | +$302K |
|
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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.