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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
IBKC
51
DELISTED
IBERIABANK Corp
IBKC
$1.84M 0.41%
28,572
+6,162
+27% +$452K
EVRG icon
52
Evergy
EVRG
$19.9B
$1.82M 0.41%
32,098
-1,256
-4% -$72.5K
MSGS icon
53
Madison Square Garden
MSGS
$9.52B
$1.82M 0.41%
9,538
+2,319
+32% +$451K
TRCO
54
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$1.8M 0.4%
+39,730
New +$1.61M
TSM icon
55
TSMC
TSM
$2.17T
$1.8M 0.4%
48,653
+9,600
+25% +$365K
VYX icon
56
NCR Voyix
VYX
$1.02B
$1.78M 0.4%
125,984
+39,431
+46% +$619K
STL
57
DELISTED
Sterling Bancorp
STL
$1.78M 0.4%
107,790
+47,125
+78% +$878K
FE icon
58
FirstEnergy
FE
$28.6B
$1.78M 0.4%
47,385
-16,159
-25% -$612K
SBAC icon
59
SBA Communications
SBAC
$18.9B
$1.77M 0.4%
+10,950
New +$1.78M
EXC icon
60
Exelon
EXC
$48.3B
$1.76M 0.4%
54,776
-18,578
-25% -$594K
COF icon
61
Capital One
COF
$122B
$1.75M 0.39%
23,138
-5,155
-18% -$446K
AEP icon
62
American Electric Power
AEP
$73B
$1.75M 0.39%
+23,356
New +$1.75M
FDX icon
63
FedEx
FDX
$74.8B
$1.74M 0.39%
+10,780
New +$2.28M
WRI
64
DELISTED
Weingarten Realty Investors
WRI
$1.73M 0.39%
+69,649
New +$1.94M
GPN icon
65
Global Payments
GPN
$21.2B
$1.72M 0.39%
+16,696
New +$1.84M
DLB icon
66
Dolby
DLB
$4.64B
$1.71M 0.38%
+27,587
New +$1.86M
DLTR icon
67
Dollar Tree
DLTR
$22.8B
$1.7M 0.38%
+18,814
New +$1.59M
ZION icon
68
Zions Bancorporation
ZION
$10B
$1.7M 0.38%
+41,637
New +$1.94M
DOC icon
69
Healthpeak Properties
DOC
$15.1B
$1.67M 0.37%
+59,789
New +$1.65M
AMP icon
70
Ameriprise Financial
AMP
$47.3B
$1.67M 0.37%
15,958
+1,676
+12% +$210K
AIV
71
Aimco
AIV
$374M
$1.65M 0.37%
282,383
-386,278
-58% -$2.3M
ROK icon
72
Rockwell Automation
ROK
$51.3B
$1.62M 0.36%
+10,794
New +$1.8M
BDN
73
Brandywine Realty Trust
BDN
$539M
$1.62M 0.36%
125,943
+89,791
+248% +$1.27M
MDU icon
74
MDU Resources
MDU
$4.42B
$1.61M 0.36%
177,943
+56,498
+47% +$551K
PBR icon
75
Petrobras
PBR
$123B
$1.61M 0.36%
123,700
+92,789
+300% +$1.34M
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.