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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
TYL icon
876
Tyler Technologies
TYL
$11.9B
– –
-884
Closed -$217K
UA icon
877
Under Armour Class C
UA
$2.81B
– –
-15,011
Closed -$292K
UHS icon
878
Universal Health Services
UHS
$9.16B
– –
-2,952
Closed -$377K
UMC icon
879
United Microelectronic
UMC
$52.4B
– –
-36,255
Closed -$94K
VIV icon
880
Telefônica Brasil
VIV
$21.9B
– –
-60,232
Closed -$586K
VTR icon
881
Ventas
VTR
$47.6B
– –
-40,231
Closed -$2.19M
WCN
882
Waste Connections
WCN
$42.3B
– –
-42,104
Closed -$3.36M
WDC icon
883
Western Digital
WDC
$192B
– –
-6,259
Closed -$277K
WFC icon
884
Wells Fargo
WFC
$261B
– –
-14,257
Closed -$749K
WMB icon
885
Williams Companies
WMB
$92B
– –
-11,585
Closed -$315K
WM icon
886
Waste Management
WM
$95.3B
– –
-7,719
Closed -$697K
WSO icon
887
Watsco Inc
WSO
$14.8B
– –
-2,524
Closed -$450K
WYNN icon
888
Wynn Resorts
WYNN
$10B
– –
-3,447
Closed -$438K
XPO icon
889
XPO
XPO
$25.1B
– –
-24,126
Closed -$953K
GAP
890
The Gap Inc
GAP
$6.8B
– –
-7,534
Closed -$217K
PVLA
891
Palvella Therapeutics
PVLA
$2.05B
– –
-289
Closed -$129K
ATSG
892
DELISTED
Air Transport Services Group
ATSG
– –
-16,519
Closed -$355K
BIG
893
DELISTED
Big Lots, Inc.
BIG
– –
-15,386
Closed -$643K
TARO
894
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
– –
-2,122
Closed -$209K
AYX
895
DELISTED
Alteryx Inc
AYX
– –
-3,532
Closed -$202K
CURO
896
DELISTED
CURO Group Holdings Corp.
CURO
– –
-8,401
Closed -$254K
BVH
897
DELISTED
Bluegreen Vacations Holding Corporation
BVH
– –
-2,669
Closed -$99K
SGEN
898
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-2,662
Closed -$205K
TCDA
899
DELISTED
Tricida, Inc. Common Stock
TCDA
– –
-7,601
Closed -$232K
ABMD
900
DELISTED
Abiomed Inc
ABMD
– –
-498
Closed -$224K
34 35
36
37 38

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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.