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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
+4.3%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$526M
AUM Growth
-$18.5M
Cap. Flow
-$32.3M
Cap. Flow %
-6.13%
Top 10 Hldgs %
7.7%
Holding
900
New
294
Increased
160
Reduced
152
Closed
294

Top Buys

Rank Stock Value
1
DEI icon
Douglas Emmett
DEI
+$3.71M
2
SNV
Synovus
SNV
+$3.52M
3
PLD icon
Prologis
PLD
+$3.16M
4
PG icon
Procter & Gamble
PG
+$3.05M
5
TSS
Total System Services, Inc.
TSS
+$2.85M

Top Sells

Rank Stock Value
1
CL icon
Colgate-Palmolive
CL
+$4.75M
2
FIS icon
Fidelity National Information Services
FIS
+$4.15M
3
BAC icon
Bank of America
BAC
+$3.62M
4
AJG icon
Arthur J. Gallagher & Co
AJG
+$3.05M
5
ALL icon
Allstate
ALL
+$3.03M

Sector Composition

Rank Sector Weight
1 Financials 20.45%
2 Real Estate 15.57%
3 Industrials 11.67%
4 Technology 10.15%
5 Healthcare 8.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AIG icon
276
American International
AIG
$41.4B
$606K 0.12%
11,377
+4,769
+72% +$256K
OCFC icon
277
OceanFirst Financial
OCFC
$1.69B
$602K 0.11%
+22,102
New +$646K
MA icon
278
Mastercard
MA
$469B
$601K 0.11%
2,699
-8,720
-76% -$1.82M
CMC icon
279
Commercial Metals
CMC
$7.53B
$600K 0.11%
+29,247
New +$629K
BCE icon
280
BCE
BCE
$19.8B
$594K 0.11%
14,663
-167
-1% -$6.88K
VIV icon
281
Telefônica Brasil
VIV
$21.9B
$586K 0.11%
60,232
+44,746
+289% +$473K
ADM icon
282
Archer Daniels Midland
ADM
$41.6B
$584K 0.11%
11,623
-9,994
-46% -$490K
BOOT icon
283
Boot Barn
BOOT
$4.48B
$583K 0.11%
20,518
+654
+3% +$17.3K
EXP icon
284
Eagle Materials
EXP
$6.4B
$583K 0.11%
6,842
-1,344
-16% -$130K
FANG icon
285
Diamondback Energy
FANG
$57.8B
$575K 0.11%
+4,253
New +$543K
BDN
286
Brandywine Realty Trust
BDN
$533M
$568K 0.11%
36,152
-37,756
-51% -$623K
FNB icon
287
FNB Corp
FNB
$6.72B
$562K 0.11%
+44,189
New +$587K
EPRT icon
288
Essential Properties Realty Trust
EPRT
$6.94B
$559K 0.11%
39,424
-45,761
-54% -$644K
EQNR icon
289
Equinor
EQNR
$97.4B
$556K 0.11%
+19,709
New +$518K
META icon
290
Meta Platforms (Facebook)
META
$1.54T
$556K 0.11%
3,380
-8,326
-71% -$1.51M
BTI icon
291
British American Tobacco
BTI
$129B
$553K 0.11%
+11,861
New +$602K
NVDA icon
292
NVIDIA
NVDA
$5.06T
$542K 0.1%
77,080
+11,800
+18% +$76.7K
NSA icon
293
National Storage Affiliates Trust
NSA
$539K 0.1%
+21,168
New +$603K
RIG icon
294
Transocean
RIG
$5.89B
$533K 0.1%
38,176
+28,149
+281% +$350K
TREE icon
295
LendingTree
TREE
$550M
$528K 0.1%
2,296
+135
+6% +$32.1K
MPWR icon
296
Monolithic Power Systems
MPWR
$68.6B
$526K 0.1%
+4,193
New +$584K
COTY icon
297
Coty
COTY
$2.29B
$524K 0.1%
+41,737
New +$540K
NUVA
298
DELISTED
NuVasive, Inc.
NUVA
$524K 0.1%
7,380
-2,012
-21% -$128K
CAG icon
299
Conagra Brands
CAG
$6.88B
$519K 0.1%
15,275
-13,130
-46% -$480K
BCC icon
300
Boise Cascade
BCC
$2.69B
$517K 0.1%
+14,046
New +$611K
10 11
12
13 14

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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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Quantitative Systematic Strategies's Q3 2018 Portfolio in Review

As of Q3 2018, Quantitative Systematic Strategies held 900 positions worth $526M, down 3.4% from $545M the previous quarter. Its ten largest holdings account for 7.7% of the portfolio.

Quantitative Systematic Strategies withdrew a net $32.3M in Q3 2018, closing 294 positions and reducing 152 holdings. Its most notable exit was Colgate-Palmolive, an estimated $4.75M position sold in full.

By sector, the portfolio is most concentrated in Financials at 20% of assets, down from 22% a quarter earlier, followed by Real Estate and Industrials.

Against the trend, Quantitative Systematic Strategies opened a new position in Douglas Emmett worth $3.59M.

  • Quantitative Systematic Strategies's largest Q3 2018 buy was Douglas Emmett: 95,238 shares worth $3.59M.
  • Quantitative Systematic Strategies added most to Total System Services, Inc. in Q3 2018, an estimated $2.85M increase.
  • Quantitative Systematic Strategies's biggest Q3 2018 reduction was Allstate, cutting an estimated $3.03M.
  • Quantitative Systematic Strategies fully exited Colgate-Palmolive in Q3 2018, selling an estimated $4.75M.
  • Quantitative Systematic Strategies's ten largest holdings make up 7.7% of its $526M portfolio in Q3 2018.
  • Quantitative Systematic Strategies opened 294 new positions and closed 294 in Q3 2018.
  • Quantitative Systematic Strategies's portfolio value fell 3.4% quarter-over-quarter to $526M.

Based on Quantitative Systematic Strategies's 13F filing for Q3 2018, filed 14 Nov 2018.