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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
COR
51
DELISTED
Coresite Realty Corporation
COR
$2.35M 0.45%
+21,151
New +$2.41M
ARE icon
52
Alexandria Real Estate Equities
ARE
$8.65B
$2.34M 0.45%
18,628
+8,084
+77% +$1.02M
VOYA icon
53
Voya Financial
VOYA
$8.93B
$2.33M 0.44%
46,882
+5,352
+13% +$265K
DAN icon
54
Dana Inc
DAN
$3.02B
$2.32M 0.44%
124,306
+80,853
+186% +$1.63M
CPT icon
55
Camden Property Trust
CPT
$11.1B
$2.3M 0.44%
24,590
-3,330
-12% -$309K
EXC icon
56
Exelon
EXC
$47.8B
$2.28M 0.43%
+73,354
New +$2.26M
DD icon
57
DuPont de Nemours
DD
$18.9B
$2.28M 0.43%
13,981
-872
-6% -$150K
VMC icon
58
Vulcan Materials
VMC
$36B
$2.24M 0.43%
20,135
+5,650
+39% +$655K
LNT icon
59
Alliant Energy
LNT
$19.1B
$2.19M 0.42%
+51,433
New +$2.21M
VTR icon
60
Ventas
VTR
$47.2B
$2.19M 0.42%
40,231
+26,644
+196% +$1.54M
TJX icon
61
TJX Companies
TJX
$172B
$2.16M 0.41%
38,530
+24,238
+170% +$1.25M
CCL icon
62
Carnival Corporation Ltd
CCL
$35.7B
$2.15M 0.41%
33,757
+14,719
+77% +$893K
MPC icon
63
Marathon Petroleum
MPC
$92.2B
$2.13M 0.41%
26,690
+22,119
+484% +$1.75M
RCL icon
64
Royal Caribbean
RCL
$76.7B
$2.12M 0.4%
16,305
+1,997
+14% +$234K
DRH icon
65
Diamondrock Hospitality Co
DRH
$2.64B
$2.11M 0.4%
+181,151
New +$2.16M
AMP icon
66
Ameriprise Financial
AMP
$47.4B
$2.11M 0.4%
14,282
-3,030
-18% -$434K
WEX icon
67
WEX
WEX
$5.4B
$2.1M 0.4%
10,436
-609
-6% -$117K
LUV icon
68
Southwest Airlines
LUV
$23.3B
$2.06M 0.39%
+33,053
New +$1.93M
STAY
69
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$2.04M 0.39%
100,859
+47,378
+89% +$986K
GILD icon
70
Gilead Sciences
GILD
$162B
$2.03M 0.39%
26,313
+16,319
+163% +$1.23M
CAT icon
71
Caterpillar
CAT
$410B
$2.01M 0.38%
13,160
+9,847
+297% +$1.39M
TCF
72
DELISTED
TCF Financial Corporation
TCF
$2M 0.38%
83,814
+44,871
+115% +$1.14M
SWK icon
73
Stanley Black & Decker
SWK
$13.9B
$1.98M 0.38%
13,521
-12,054
-47% -$1.72M
FHN icon
74
First Horizon
FHN
$12.2B
$1.98M 0.38%
114,646
+14,175
+14% +$256K
FHB icon
75
First Hawaiian
FHB
$3.51B
$1.97M 0.38%
+72,681
New +$2.08M
1 2
3
4 5

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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 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.