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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
SUI icon
26
Sun Communities
SUI
$14.7B
$2.39M 0.54%
+23,515
New +$2.4M
ELV icon
27
Elevance Health
ELV
$84.4B
$2.33M 0.52%
8,867
-3,785
-30% -$1.04M
DRE
28
DELISTED
Duke Realty Corp.
DRE
$2.31M 0.52%
89,046
-47,760
-35% -$1.33M
LNC icon
29
Lincoln National
LNC
$7.97B
$2.3M 0.51%
44,749
+33,451
+296% +$2.03M
WTW icon
30
Willis Towers Watson
WTW
$27.1B
$2.25M 0.51%
14,846
+838
+6% +$125K
AMZN icon
31
Amazon
AMZN
$2.63T
$2.25M 0.51%
30,000
-400
-1% -$33.3K
LPT
32
DELISTED
Liberty Property Trust
LPT
$2.23M 0.5%
53,279
-4,699
-8% -$203K
AXP icon
33
American Express
AXP
$238B
$2.2M 0.49%
23,052
+8,560
+59% +$896K
PXD
34
DELISTED
Pioneer Natural Resource Co.
PXD
$2.16M 0.48%
16,392
+10,690
+187% +$1.63M
TFCF
35
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$2.15M 0.48%
+44,911
New +$2.11M
CUBE icon
36
CubeSmart
CUBE
$9.31B
$2.06M 0.46%
71,970
+37,801
+111% +$1.11M
BRO icon
37
Brown & Brown
BRO
$22.2B
$2.06M 0.46%
+74,812
New +$2.12M
RLJ icon
38
RLJ Lodging Trust
RLJ
$1.87B
$1.99M 0.45%
121,284
+60,028
+98% +$1.17M
CSX icon
39
CSX Corp
CSX
$92.8B
$1.98M 0.44%
95,718
-17,322
-15% -$398K
AIZ icon
40
Assurant
AIZ
$13.5B
$1.96M 0.44%
21,958
– –
ABT icon
41
Abbott
ABT
$175B
$1.96M 0.44%
27,050
-14,412
-35% -$1.01M
BMY icon
42
Bristol-Myers Squibb
BMY
$124B
$1.92M 0.43%
36,987
+13,843
+60% +$744K
CAT icon
43
Caterpillar
CAT
$410B
$1.92M 0.43%
15,090
+1,930
+15% +$251K
HR icon
44
Healthcare Realty
HR
$7.37B
$1.91M 0.43%
+75,524
New +$2M
MO icon
45
Altria Group
MO
$121B
$1.91M 0.43%
+38,669
New +$2.24M
RCL icon
46
Royal Caribbean
RCL
$76.7B
$1.89M 0.42%
19,275
+2,970
+18% +$325K
FR icon
47
First Industrial Realty Trust
FR
$8.98B
$1.88M 0.42%
65,031
+31,520
+94% +$975K
TSCO icon
48
Tractor Supply
TSCO
$15.4B
$1.86M 0.42%
+111,745
New +$2M
NKE icon
49
Nike
NKE
$62.6B
$1.86M 0.42%
25,037
+15,941
+175% +$1.19M
ESS icon
50
Essex Property Trust
ESS
$18.8B
$1.85M 0.41%
7,535
+1,806
+32% +$455K
1
2
3 4 5

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
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.