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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
SU icon
26
Suncor Energy
SU
$76.4B
$2.88M 0.55%
74,538
+19,937
+37% +$807K
A icon
27
Agilent Technologies
A
$37.7B
$2.86M 0.54%
40,570
+16,752
+70% +$1.11M
TGT icon
28
Target
TGT
$62.6B
$2.85M 0.54%
32,358
+11,127
+52% +$925K
HIG icon
29
Hartford Financial Services
HIG
$38.6B
$2.84M 0.54%
56,872
-28,723
-34% -$1.48M
BP icon
30
BP
BP
$112B
$2.79M 0.53%
63,398
+27,294
+76% +$1.14M
CSX icon
31
CSX Corp
CSX
$92.8B
$2.79M 0.53%
113,040
+7,839
+7% +$187K
MTB icon
32
M&T Bank
MTB
$36.3B
$2.77M 0.53%
16,866
-3,296
-16% -$572K
WMT icon
33
Walmart Inc
WMT
$870B
$2.7M 0.51%
86,337
+52,788
+157% +$1.61M
KEYS icon
34
Keysight
KEYS
$56B
$2.69M 0.51%
+40,668
New +$2.52M
COF icon
35
Capital One
COF
$124B
$2.69M 0.51%
28,293
+11,553
+69% +$1.12M
ULTI
36
DELISTED
Ultimate Software Group Inc
ULTI
$2.67M 0.51%
8,283
+2,625
+46% +$777K
ADBE icon
37
Adobe
ADBE
$86.8B
$2.61M 0.5%
9,660
+3,545
+58% +$914K
KHC icon
38
Kraft Heinz
KHC
$30.8B
$2.6M 0.49%
+47,168
New +$2.82M
ETN icon
39
Eaton
ETN
$158B
$2.54M 0.48%
29,240
+16,748
+134% +$1.37M
BKU icon
40
Bankunited
BKU
$3.34B
$2.52M 0.48%
+71,264
New +$2.81M
TXT icon
41
Textron
TXT
$15.9B
$2.52M 0.48%
35,242
+15,269
+76% +$1.04M
CCI icon
42
Crown Castle
CCI
$33.8B
$2.49M 0.47%
22,369
+19,354
+642% +$2.16M
FCE.A
43
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$2.49M 0.47%
99,133
+33,140
+50% +$807K
LPT
44
DELISTED
Liberty Property Trust
LPT
$2.45M 0.47%
57,978
+23,257
+67% +$1.01M
CXP
45
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$2.41M 0.46%
+101,988
New +$2.37M
CCEP icon
46
Coca-Cola Europacific Partners
CCEP
$46.9B
$2.41M 0.46%
52,924
+8,153
+18% +$347K
EMR icon
47
Emerson Electric
EMR
$78.2B
$2.38M 0.45%
31,124
+23,066
+286% +$1.7M
AIZ icon
48
Assurant
AIZ
$13.5B
$2.37M 0.45%
21,958
+17,587
+402% +$1.86M
FE icon
49
FirstEnergy
FE
$28.5B
$2.36M 0.45%
63,544
+3,572
+6% +$131K
UAL icon
50
United Airlines
UAL
$38.1B
$2.36M 0.45%
26,511
-7,762
-23% -$640K
1
2
3 4 5

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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.