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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
NSA icon
176
National Storage Affiliates Trust
NSA
$808K 0.18%
30,520
+9,352
+44% +$250K
CXP
177
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$808K 0.18%
41,747
-60,241
-59% -$1.29M
AGNC icon
178
AGNC Investment
AGNC
$12.3B
$800K 0.18%
+45,629
New +$813K
REG icon
179
Regency Centers
REG
$14.9B
$800K 0.18%
13,628
-13,171
-49% -$824K
GPI icon
180
Group 1 Automotive
GPI
$3.89B
$799K 0.18%
+15,152
New +$842K
PFGC icon
181
Performance Food Group
PFGC
$17.3B
$798K 0.18%
24,726
+3,791
+18% +$120K
AZPN
182
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$794K 0.18%
9,659
+5,331
+123% +$438K
TAP icon
183
Molson Coors Class B
TAP
$7.51B
$791K 0.18%
+14,077
New +$867K
BC icon
184
Brunswick
BC
$5.17B
$790K 0.18%
+17,000
New +$909K
CVS icon
185
CVS Health
CVS
$136B
$781K 0.18%
+11,927
New +$890K
VMW
186
DELISTED
VMware, Inc
VMW
$778K 0.17%
5,673
+2,901
+105% +$438K
AVGO icon
187
Broadcom
AVGO
$1.87T
$771K 0.17%
30,330
+20,940
+223% +$494K
BIO icon
188
Bio-Rad Laboratories Class A
BIO
$8.47B
$769K 0.17%
3,313
+932
+39% +$250K
MTCH icon
189
Match Group
MTCH
$8.72B
$767K 0.17%
+17,922
New +$824K
CDP icon
190
COPT Defense Properties
CDP
$4.25B
$766K 0.17%
+36,435
New +$927K
IBOC icon
191
International Bancshares
IBOC
$4.71B
$766K 0.17%
+22,276
New +$857K
TT icon
192
Trane Technologies
TT
$106B
$765K 0.17%
8,386
-9,734
-54% -$957K
AAMI
193
Acadian Asset Management
AAMI
$2.86B
$754K 0.17%
70,583
+8,496
+14% +$102K
PFPT
194
DELISTED
Proofpoint, Inc.
PFPT
$751K 0.17%
+8,955
New +$829K
HIW icon
195
Highwoods Properties
HIW
$3.61B
$748K 0.17%
19,339
-3,663
-16% -$158K
ETFC
196
DELISTED
E*Trade Financial Corporation
ETFC
$748K 0.17%
17,045
+7,452
+78% +$365K
STAY
197
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$746K 0.17%
48,159
-52,700
-52% -$928K
AME icon
198
Ametek
AME
$55.3B
$745K 0.17%
11,002
-1,548
-12% -$111K
ZTO icon
199
ZTO Express
ZTO
$18.3B
$745K 0.17%
47,040
+34,198
+266% +$551K
SJR
200
DELISTED
Shaw Communications Inc.
SJR
$741K 0.17%
40,946
+26,812
+190% +$503K
6 7
8
9 10

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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.