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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
AAPL icon
676
Apple
AAPL
$4.89T
– –
-4,132
Closed -$233K
ADM icon
677
Archer Daniels Midland
ADM
$41.6B
– –
-11,623
Closed -$584K
ADSK icon
678
Autodesk
ADSK
$43.9B
– –
-3,048
Closed -$476K
ADVM
679
DELISTED
Adverum Biotechnologies
ADVM
– –
-1,128
Closed -$68K
AGO icon
680
Assured Guaranty
AGO
$3.79B
– –
-10,663
Closed -$450K
AGS
681
DELISTED
PlayAGS
AGS
– –
-10,699
Closed -$315K
ALG icon
682
Alamo Group
ALG
$2.01B
– –
-2,346
Closed -$215K
AMG icon
683
Affiliated Managers Group
AMG
$9.4B
– –
-5,405
Closed -$739K
AMRN
684
Amarin Corp
AMRN
$285M
– –
-619
Closed -$201K
ANAB icon
685
AnaptysBio
ANAB
$1.59B
– –
-2,051
Closed -$205K
ANF icon
686
Abercrombie & Fitch
ANF
$4.19B
– –
-10,406
Closed -$220K
ANIP icon
687
ANI Pharmaceuticals
ANIP
$1.78B
– –
-4,887
Closed -$276K
APD icon
688
Air Products & Chemicals
APD
$66.1B
– –
-8,768
Closed -$1.47M
AR icon
689
Antero Resources
AR
$11B
– –
-14,446
Closed -$256K
ARMK icon
690
Aramark
ARMK
$15.1B
– –
-35,679
Closed -$1.11M
AROC icon
691
Archrock
AROC
$6.46B
– –
-23,789
Closed -$290K
ASIX icon
692
AdvanSix
ASIX
$571M
– –
-9,715
Closed -$330K
ASMB icon
693
Assembly Biosciences
ASMB
$506M
– –
-843
Closed -$376K
AVDL
694
DELISTED
Avadel Pharmaceuticals
AVDL
– –
-12,985
Closed -$57K
AXGN icon
695
Axogen
AXGN
$2.14B
– –
-5,607
Closed -$207K
AZN icon
696
AstraZeneca
AZN
$262B
– –
-9,158
Closed -$725K
BBD icon
697
Banco Bradesco
BBD
$38.4B
– –
-18,575
Closed -$82K
BG icon
698
Bunge Global
BG
$23.7B
– –
-3,549
Closed -$244K
BHC icon
699
Bausch Health
BHC
$1.65B
– –
-10,745
Closed -$159K
BKNG icon
700
Booking.com
BKNG
$138B
– –
-3,525
Closed -$280K
26 27
28
29 30

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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.