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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
WTW icon
76
Willis Towers Watson
WTW
$27B
$1.97M 0.38%
+14,008
New +$2.12M
CADE
77
DELISTED
Cadence Bancorporation
CADE
$1.9M 0.36%
72,567
+50,489
+229% +$1.42M
TXN icon
78
Texas Instruments
TXN
$259B
$1.88M 0.36%
17,524
+569
+3% +$63.3K
PVH icon
79
PVH
PVH
$3.56B
$1.87M 0.36%
12,958
+7,580
+141% +$1.12M
TT icon
80
Trane Technologies
TT
$105B
$1.85M 0.35%
18,120
+1,789
+11% +$175K
EVRG icon
81
Evergy
EVRG
$20B
$1.83M 0.35%
33,354
+18,489
+124% +$1.05M
IBKC
82
DELISTED
IBERIABANK Corp
IBKC
$1.82M 0.35%
22,410
-12,124
-35% -$1.01M
LPLA icon
83
LPL Financial
LPLA
$25.8B
$1.82M 0.35%
28,154
+13,643
+94% +$904K
TMUS icon
84
T-Mobile US
TMUS
$194B
$1.8M 0.34%
25,632
-13,698
-35% -$880K
RPAI
85
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$1.79M 0.34%
+146,756
New +$1.85M
PEP icon
86
PepsiCo
PEP
$184B
$1.78M 0.34%
+15,906
New +$1.8M
H icon
87
Hyatt Hotels
H
$17.2B
$1.77M 0.34%
22,292
-23,517
-51% -$1.85M
COP icon
88
ConocoPhillips
COP
$149B
$1.74M 0.33%
22,510
+935
+4% +$67.4K
REG icon
89
Regency Centers
REG
$15B
$1.73M 0.33%
26,799
-9,828
-27% -$626K
TSM icon
90
TSMC
TSM
$2.14T
$1.73M 0.33%
+39,053
New +$1.62M
LII icon
91
Lennox International
LII
$18.5B
$1.72M 0.33%
7,873
+3,669
+87% +$799K
ZAYO
92
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$1.7M 0.32%
49,078
+6,308
+15% +$230K
WP
93
DELISTED
Worldpay, Inc.
WP
$1.69M 0.32%
16,674
+7,774
+87% +$710K
MGP
94
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$1.68M 0.32%
56,784
+35,435
+166% +$1.07M
FITB
95
Fifth Third Bancorp
FITB
$51.1B
$1.66M 0.32%
59,571
+23,049
+63% +$677K
BAX icon
96
Baxter International
BAX
$11.1B
$1.66M 0.32%
21,511
-13,758
-39% -$1.02M
BSX icon
97
Boston Scientific
BSX
$64.3B
$1.66M 0.32%
43,052
+4,411
+11% +$154K
BGC icon
98
BGC Group
BGC
$5.5B
$1.66M 0.31%
217,787
+123,675
+131% +$915K
SHO icon
99
Sunstone Hotel Investors
SHO
$2.16B
$1.64M 0.31%
100,314
+42,177
+73% +$696K
DIS icon
100
Walt Disney
DIS
$161B
$1.64M 0.31%
14,012
-4,203
-23% -$468K
2 3
4
5 6

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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.