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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
ATVI
476
DELISTED
Activision Blizzard
ATVI
$239K 0.05%
+5,122
New +$307K
AOS icon
477
A.O. Smith
AOS
$8.38B
$238K 0.05%
5,576
-1,871
-25% -$86.1K
AXTA icon
478
Axalta
AXTA
$7.01B
$238K 0.05%
+10,148
New +$252K
BOLD
479
DELISTED
Audentes Therapeutics, Inc
BOLD
$238K 0.05%
+11,142
New +$287K
CAG icon
480
Conagra Brands
CAG
$7.07B
$237K 0.05%
11,111
-4,164
-27% -$135K
MFA
481
MFA Financial
MFA
$929M
$237K 0.05%
+8,866
New +$249K
EPZM
482
DELISTED
Epizyme, Inc
EPZM
$237K 0.05%
38,402
+23,741
+162% +$181K
PPLI
483
People Inc
PPLI
$3.1B
$234K 0.05%
+7,145
New +$240K
SGMO
484
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$234K 0.05%
+20,364
New +$253K
EEX
485
DELISTED
Emerald Holding
EEX
$232K 0.05%
+18,777
New +$243K
ELP
486
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$232K 0.05%
+74,220
New +$219K
ATRS
487
DELISTED
Antares Pharma, Inc.
ATRS
$232K 0.05%
+85,281
New +$281K
DCH
488
Dauch Corp
DCH
$1.3B
$231K 0.05%
20,849
-19,299
-48% -$258K
PVG
489
DELISTED
PRETIUM RESOURCES INC.
PVG
$231K 0.05%
27,368
+16,113
+143% +$126K
SCG
490
DELISTED
Scana
SCG
$230K 0.05%
+4,811
New +$207K
CHE icon
491
Chemed
CHE
$6.78B
$227K 0.05%
+803
New +$242K
BBDC icon
492
Barings BDC
BBDC
$862M
$226K 0.05%
25,113
-5,264
-17% -$52K
LGF.A
493
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$226K 0.05%
+14,059
New +$272K
PDCE
494
DELISTED
PDC Energy, Inc.
PDCE
$225K 0.05%
+7,554
New +$303K
BA icon
495
Boeing
BA
$165B
$224K 0.05%
+695
New +$240K
WH icon
496
Wyndham Hotels & Resorts
WH
$5.5B
$224K 0.05%
4,931
-2,631
-35% -$128K
HOLI
497
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$223K 0.05%
+12,743
New +$243K
PVTL
498
DELISTED
Pivotal Software, Inc.
PVTL
$221K 0.05%
+13,524
New +$242K
CTWS
499
DELISTED
Connecticut Water Service Inc
CTWS
$220K 0.05%
+3,289
New +$227K
THO icon
500
Thor Industries
THO
$3.99B
$219K 0.05%
+4,217
New +$285K
18 19
20
21 22

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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.