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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
TDC icon
151
Teradata
TDC
$2.6B
$926K 0.21%
24,140
+7,024
+41% +$257K
COP icon
152
ConocoPhillips
COP
$146B
$920K 0.21%
14,755
-7,755
-34% -$528K
ARE icon
153
Alexandria Real Estate Equities
ARE
$8.73B
$917K 0.21%
7,955
-10,673
-57% -$1.3M
IVZ icon
154
Invesco
IVZ
$13.2B
$905K 0.2%
54,076
+41,175
+319% +$824K
XEC
155
DELISTED
CIMAREX ENERGY CO
XEC
$904K 0.2%
+14,662
New +$1.2M
PRMW
156
DELISTED
Primo Water Corporation
PRMW
$899K 0.2%
64,498
+34,921
+118% +$514K
RYN icon
157
Rayonier
RYN
$6.41B
$888K 0.2%
+35,365
New +$980K
ZEN
158
DELISTED
ZENDESK INC
ZEN
$884K 0.2%
15,149
+11,245
+288% +$648K
FITB
159
Fifth Third Bancorp
FITB
$51.8B
$882K 0.2%
37,465
-22,106
-37% -$582K
WPX
160
DELISTED
WPX Energy, Inc.
WPX
$871K 0.2%
76,758
+14,647
+24% +$222K
BCC icon
161
Boise Cascade
BCC
$2.69B
$866K 0.19%
36,315
+22,269
+159% +$640K
PE
162
DELISTED
PARSLEY ENERGY INC
PE
$864K 0.19%
+54,061
New +$1.23M
AMED
163
DELISTED
Amedisys
AMED
$861K 0.19%
7,352
-1,140
-13% -$134K
URI icon
164
United Rentals
URI
$71.4B
$855K 0.19%
8,335
+6,662
+398% +$802K
LNT icon
165
Alliant Energy
LNT
$19.2B
$854K 0.19%
20,213
-31,220
-61% -$1.37M
QCOM icon
166
Qualcomm
QCOM
$180B
$850K 0.19%
14,941
+10,078
+207% +$612K
LBTYA icon
167
Liberty Global Class A
LBTYA
$3.48B
$845K 0.19%
39,589
+24,861
+169% +$610K
INCY icon
168
Incyte
INCY
$23.3B
$844K 0.19%
13,277
+4,049
+44% +$263K
AMH icon
169
American Homes 4 Rent
AMH
$11.9B
$838K 0.19%
42,234
-7,578
-15% -$155K
STAG icon
170
STAG Industrial
STAG
$7.74B
$836K 0.19%
+33,588
New +$878K
BP icon
171
BP
BP
$113B
$835K 0.19%
22,724
-40,674
-64% -$1.62M
SFLY
172
DELISTED
Shutterfly, Inc.
SFLY
$834K 0.19%
20,720
+10,935
+112% +$574K
BABA icon
173
Alibaba
BABA
$273B
$822K 0.18%
5,998
-512
-8% -$75.7K
RGA icon
174
Reinsurance Group of America
RGA
$15.3B
$820K 0.18%
5,844
-1,306
-18% -$185K
SHPG
175
DELISTED
Shire pic
SHPG
$818K 0.18%
4,699
-743
-14% -$130K
5 6
7
8 9

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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.