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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
BGC icon
201
BGC Group
BGC
$5.55B
$738K 0.17%
142,833
-74,954
-34% -$494K
TSN icon
202
Tyson Foods
TSN
$20B
$737K 0.17%
13,797
-7,380
-35% -$434K
XIFR
203
XPLR Infrastructure LP
XIFR
$1.18B
$737K 0.17%
17,129
+3,795
+28% +$173K
CMA
204
DELISTED
Comerica
CMA
$733K 0.16%
+10,675
New +$848K
ELS icon
205
Equity Lifestyle Properties
ELS
$12.8B
$727K 0.16%
14,978
-62,750
-81% -$3.04M
ALL icon
206
Allstate
ALL
$65.5B
$708K 0.16%
8,569
-5,366
-39% -$482K
NSC icon
207
Norfolk Southern
NSC
$78.3B
$696K 0.16%
4,651
-3,198
-41% -$526K
MTOR
208
DELISTED
MERITOR, Inc.
MTOR
$692K 0.16%
+40,899
New +$697K
CXW icon
209
CoreCivic
CXW
$3.13B
$687K 0.15%
+38,503
New +$845K
NUVA
210
DELISTED
NuVasive, Inc.
NUVA
$685K 0.15%
13,817
+6,437
+87% +$387K
DFS
211
DELISTED
Discover Financial Services
DFS
$684K 0.15%
11,602
-5,057
-30% -$349K
HUM icon
212
Humana
HUM
$47.4B
$684K 0.15%
2,386
-2,196
-48% -$696K
EQIX icon
213
Equinix
EQIX
$102B
$676K 0.15%
1,918
-1,001
-34% -$390K
AVT icon
214
Avnet
AVT
$7.38B
$669K 0.15%
+18,543
New +$758K
PG icon
215
Procter & Gamble
PG
$342B
$668K 0.15%
7,263
-30,003
-81% -$2.68M
MFC icon
216
Manulife Financial
MFC
$71.6B
$666K 0.15%
46,969
+8,509
+22% +$135K
ESRT icon
217
Empire State Realty Trust
ESRT
$941M
$664K 0.15%
46,663
-26,509
-36% -$415K
BBWI icon
218
Bath & Body Works
BBWI
$3.9B
$662K 0.15%
31,899
-2,198
-6% -$55.4K
ADI icon
219
Analog Devices
ADI
$185B
$651K 0.15%
+7,579
New +$656K
ZNGA
220
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$646K 0.14%
164,325
+140,056
+577% +$530K
GPK icon
221
Graphic Packaging
GPK
$3.25B
$644K 0.14%
60,559
-28,929
-32% -$339K
TECD
222
DELISTED
Tech Data Corp
TECD
$637K 0.14%
+7,784
New +$591K
FTV icon
223
Fortive
FTV
$18.5B
$633K 0.14%
+14,832
New +$697K
ZTS icon
224
Zoetis
ZTS
$31.3B
$632K 0.14%
7,388
-2,690
-27% -$242K
RNG icon
225
RingCentral
RNG
$3.24B
$630K 0.14%
+7,640
New +$602K
7 8
9
10 11

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CCM
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GPC
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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.