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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
GILD icon
76
Gilead Sciences
GILD
$162B
$1.59M 0.36%
25,410
-903
-3% -$63.1K
VMC icon
77
Vulcan Materials
VMC
$35.6B
$1.58M 0.36%
16,037
-4,098
-20% -$416K
ADP icon
78
Automatic Data Processing
ADP
$96.8B
$1.58M 0.35%
12,048
-11,735
-49% -$1.66M
ICE icon
79
Intercontinental Exchange
ICE
$81B
$1.58M 0.35%
20,922
-25,493
-55% -$1.95M
WTFC icon
80
Wintrust Financial
WTFC
$10.6B
$1.56M 0.35%
23,516
+5,434
+30% +$413K
A icon
81
Agilent Technologies
A
$39.2B
$1.56M 0.35%
23,112
-17,458
-43% -$1.17M
EWBC icon
82
East-West Bancorp
EWBC
$17.9B
$1.55M 0.35%
+35,575
New +$1.84M
VOYA icon
83
Voya Financial
VOYA
$8.77B
$1.54M 0.35%
38,428
-8,454
-18% -$375K
REXR icon
84
Rexford Industrial Realty
REXR
$8.12B
$1.54M 0.35%
+52,276
New +$1.65M
BSX icon
85
Boston Scientific
BSX
$64.6B
$1.54M 0.34%
43,524
+472
+1% +$17.1K
KHC icon
86
Kraft Heinz
KHC
$29.9B
$1.54M 0.34%
35,700
-11,468
-24% -$594K
DD icon
87
DuPont de Nemours
DD
$18.5B
$1.53M 0.34%
11,333
-2,648
-19% -$380K
WMT icon
88
Walmart Inc
WMT
$858B
$1.53M 0.34%
49,227
-37,110
-43% -$1.19M
CTRE icon
89
CareTrust REIT
CTRE
$9.99B
$1.47M 0.33%
+79,578
New +$1.48M
RPAI
90
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$1.47M 0.33%
135,132
-11,624
-8% -$139K
TFCFA
91
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$1.47M 0.33%
+30,467
New +$1.44M
VICI icon
92
VICI Properties
VICI
$29B
$1.45M 0.33%
77,279
+62,706
+430% +$1.32M
BRX icon
93
Brixmor Property Group
BRX
$9.77B
$1.4M 0.31%
95,001
+6,488
+7% +$102K
TXN icon
94
Texas Instruments
TXN
$256B
$1.39M 0.31%
14,745
-2,779
-16% -$269K
OXY icon
95
Occidental Petroleum
OXY
$57.6B
$1.37M 0.31%
22,325
+16,209
+265% +$1.14M
AON icon
96
Aon
AON
$75.5B
$1.37M 0.31%
9,394
+485
+5% +$75.3K
EA icon
97
Electronic Arts
EA
$52.4B
$1.36M 0.3%
+17,205
New +$1.58M
DTE icon
98
DTE Energy
DTE
$30.8B
$1.35M 0.3%
+14,389
New +$1.4M
LEG icon
99
Leggett & Platt
LEG
$1.45B
$1.35M 0.3%
37,642
+11,611
+45% +$442K
MSFT icon
100
Microsoft
MSFT
$2.84T
$1.35M 0.3%
13,262
-20,525
-61% -$2.2M
2 3
4
5 6

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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.