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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
PTC icon
101
PTC
PTC
$13.1B
$1.64M 0.31%
15,417
+4,144
+37% +$405K
MSGS icon
102
Madison Square Garden
MSGS
$9.52B
$1.62M 0.31%
7,219
+3,052
+73% +$678K
MRO
103
DELISTED
Marathon Oil Corporation
MRO
$1.62M 0.31%
69,722
+27,511
+65% +$576K
SBNY
104
DELISTED
Signature Bank
SBNY
$1.61M 0.31%
13,989
+1,396
+11% +$164K
XLNX
105
DELISTED
Xilinx Inc
XLNX
$1.59M 0.3%
19,823
+14,078
+245% +$1.03M
JNPR
106
DELISTED
Juniper Networks
JNPR
$1.59M 0.3%
52,912
-6,954
-12% -$194K
NAVI icon
107
Navient
NAVI
$796M
$1.58M 0.3%
117,357
+65,402
+126% +$885K
MRK icon
108
Merck
MRK
$322B
$1.58M 0.3%
23,361
-28,025
-55% -$1.79M
CWK icon
109
Cushman & Wakefield Ltd
CWK
$2.86B
$1.56M 0.3%
+91,848
New +$1.64M
HUM icon
110
Humana
HUM
$46.9B
$1.55M 0.29%
4,582
+178
+4% +$57.8K
BRX icon
111
Brixmor Property Group
BRX
$9.75B
$1.55M 0.29%
+88,513
New +$1.56M
ON icon
112
ON Semiconductor
ON
$34.7B
$1.55M 0.29%
83,962
+67,448
+408% +$1.44M
AXP icon
113
American Express
AXP
$233B
$1.54M 0.29%
14,492
+5,612
+63% +$584K
WTFC icon
114
Wintrust Financial
WTFC
$10.6B
$1.54M 0.29%
18,082
+7,899
+78% +$703K
VYX icon
115
NCR Voyix
VYX
$1.02B
$1.51M 0.29%
+86,553
New +$1.54M
GOOGL icon
116
Alphabet (Google) Class A
GOOGL
$3.9T
$1.49M 0.28%
24,680
+11,360
+85% +$688K
APD icon
117
Air Products & Chemicals
APD
$65.6B
$1.47M 0.28%
+8,768
New +$1.43M
PCAR icon
118
PACCAR
PCAR
$69.8B
$1.45M 0.28%
+31,872
New +$1.41M
BMY icon
119
Bristol-Myers Squibb
BMY
$126B
$1.44M 0.27%
23,144
-4,806
-17% -$285K
EEFT icon
120
Euronet Worldwide
EEFT
$2.95B
$1.44M 0.27%
14,324
+5,865
+69% +$552K
T icon
121
AT&T
T
$159B
$1.43M 0.27%
56,406
+29,584
+110% +$725K
C icon
122
Citigroup
C
$221B
$1.43M 0.27%
+19,887
New +$1.41M
NSC icon
123
Norfolk Southern
NSC
$78B
$1.42M 0.27%
7,849
-12,049
-61% -$2.06M
ESS icon
124
Essex Property Trust
ESS
$18.8B
$1.41M 0.27%
+5,729
New +$1.38M
SPGI icon
125
S&P Global
SPGI
$124B
$1.41M 0.27%
7,200
-6,353
-47% -$1.31M
3 4
5
6 7

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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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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.