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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
ISBC
126
DELISTED
Investors Bancorp, Inc.
ISBC
$1.05M 0.24%
101,037
+14,216
+16% +$164K
APC
127
DELISTED
Anadarko Petroleum
APC
$1.05M 0.24%
23,939
+10,120
+73% +$571K
ESNT icon
128
Essent Group
ESNT
$5.94B
$1.05M 0.23%
30,641
+5,723
+23% +$219K
DEI icon
129
Douglas Emmett
DEI
$2.03B
$1.04M 0.23%
30,631
-64,607
-68% -$2.32M
EPRT icon
130
Essential Properties Realty Trust
EPRT
$6.94B
$1.04M 0.23%
75,127
+35,703
+91% +$496K
OPTU
131
Optimum Communications Inc
OPTU
$340M
$1.03M 0.23%
62,576
+19,377
+45% +$337K
RVTY icon
132
Revvity
RVTY
$12.6B
$1.03M 0.23%
13,142
-1,276
-9% -$108K
DXC icon
133
DXC Technology
DXC
$1.5B
$1.03M 0.23%
19,333
-13,252
-41% -$915K
C icon
134
Citigroup
C
$221B
$1.01M 0.23%
19,424
-463
-2% -$29.3K
NWSA icon
135
News Corp Class A
NWSA
$14.3B
$1.01M 0.23%
+88,991
New +$1.14M
LYV icon
136
Live Nation Entertainment
LYV
$41B
$1.01M 0.23%
+20,456
New +$1.08M
AVB icon
137
AvalonBay Communities
AVB
$27.1B
$1M 0.22%
5,746
-13,951
-71% -$2.52M
TRGP icon
138
Targa Resources
TRGP
$61.3B
$1M 0.22%
27,753
+23,112
+498% +$1.12M
TCF
139
DELISTED
TCF Financial Corporation
TCF
$995K 0.22%
51,050
-32,764
-39% -$708K
FL
140
DELISTED
Foot Locker
FL
$991K 0.22%
18,635
+3,169
+20% +$159K
MA icon
141
Mastercard
MA
$469B
$978K 0.22%
5,185
+2,486
+92% +$494K
HON icon
142
Honeywell
HON
$78B
$968K 0.22%
7,773
-15,255
-66% -$2.08M
HEI.A icon
143
HEICO Corp Class A
HEI.A
$34.8B
$967K 0.22%
15,357
+10,460
+214% +$701K
DAN icon
144
Dana Inc
DAN
$2.97B
$965K 0.22%
70,831
-53,475
-43% -$811K
LSXMK
145
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$962K 0.22%
+34,159
New +$1.04M
RP
146
DELISTED
RealPage, Inc.
RP
$961K 0.22%
19,951
+1,100
+6% +$57.5K
NTR icon
147
Nutrien
NTR
$32.9B
$952K 0.21%
+20,245
New +$1.06M
BERY
148
DELISTED
Berry Global Group, Inc.
BERY
$936K 0.21%
21,447
+14,036
+189% +$599K
CADE
149
DELISTED
Cadence Bancorporation
CADE
$934K 0.21%
55,678
-16,889
-23% -$358K
SBRA icon
150
Sabra Healthcare REIT
SBRA
$5.56B
$930K 0.21%
+56,410
New +$1.14M
4 5
6
7 8

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
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.