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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
(-3.4%)
Cap. Flow
-$32.3M
Cap. Flow
% of AUM
-6.13%
Top 10 Holdings %
Top 10 Hldgs %
7.7%
Holding
900
New
294
Increased
160
Reduced
152
Closed
294
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Douglas Emmett
DEI
|
+$3.71M |
| 2 |
SNV
Synovus
SNV
|
+$3.52M |
| 3 |
Prologis
PLD
|
+$3.16M |
| 4 |
Procter & Gamble
PG
|
+$3.05M |
| 5 |
TSS
Total System Services, Inc.
TSS
|
+$2.85M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Colgate-Palmolive
CL
|
+$4.75M |
| 2 |
Fidelity National Information Services
FIS
|
+$4.15M |
| 3 |
Bank of America
BAC
|
+$3.62M |
| 4 |
Arthur J. Gallagher & Co
AJG
|
+$3.05M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
126
Revvity
RVTY
$12.5B
| $1.4M | 0.27% |
14,418
-17,860
| -55% | -$1.53M |
|
127
RTX Corp
RTX
$280B
| $1.39M | 0.26% |
15,825
+1,092
| +7% | +$91.7K |
|
|
128
Allstate
ALL
$65.4B
| $1.38M | 0.26% |
13,935
-31,041
| -69% | -$3.03M |
|
129
Aon
AON
$75.5B
| $1.37M | 0.26% |
8,909
+2,448
| +38% | +$358K |
|
|
SIVB
130
DELISTED
SVB Financial Group
SIVB
| $1.36M | 0.26% |
4,373
-7,334
| -63% | -$2.31M |
|
131
eBay
EBAY
$48.6B
| $1.35M | 0.26% |
+40,839
| New | +$1.42M |
|
132
RLJ Lodging Trust
RLJ
$1.83B
| $1.35M | 0.26% |
61,256
-18,422
| -23% | -$410K |
|
|
STL
133
DELISTED
Sterling Bancorp
STL
| $1.33M | 0.25% |
60,665
-52,733
| -47% | -$1.2M |
|
134
Charter Communications
CHTR
$15.5B
| $1.31M | 0.25% |
+4,034
| New | +$1.23M |
|
135
Union Pacific
UNP
$181B
| $1.3M | 0.25% |
+7,983
| New | +$1.2M |
|
136
Extra Space Storage
EXR
$30.6B
| $1.3M | 0.25% |
+14,975
| New | +$1.39M |
|
137
Citizens Financial Group
CFG
$30.2B
| $1.28M | 0.24% |
33,108
+15,660
| +90% | +$632K |
|
138
PNC Financial Services
PNC
$99.3B
| $1.28M | 0.24% |
9,373
+7,707
| +463% | +$1.1M |
|
|
DFS
139
DELISTED
Discover Financial Services
DFS
| $1.27M | 0.24% |
+16,659
| New | +$1.25M |
|
140
Lazard
LAZ
$4.11B
| $1.27M | 0.24% |
26,448
-12,688
| -32% | -$631K |
|
141
Equinix
EQIX
$102B
| $1.26M | 0.24% |
+2,919
| New | +$1.28M |
|
142
Tyson Foods
TSN
$19.8B
| $1.26M | 0.24% |
21,177
+14,922
| +239% | +$933K |
|
143
Graphic Packaging
GPK
$3.26B
| $1.25M | 0.24% |
89,488
+58,726
| +191% | +$847K |
|
|
WPX
144
DELISTED
WPX Energy, Inc.
WPX
| $1.25M | 0.24% |
62,111
+14,504
| +30% | +$269K |
|
|
RP
145
DELISTED
RealPage, Inc.
RP
| $1.24M | 0.24% |
18,851
-10,953
| -37% | -$653K |
|
146
Salesforce
CRM
$128B
| $1.24M | 0.23% |
+7,773
| New | +$1.15M |
|
147
Cisco
CSCO
$444B
| $1.22M | 0.23% |
+25,143
| New | +$1.13M |
|
148
Empire State Realty Trust
ESRT
$948M
| $1.22M | 0.23% |
73,172
-25,413
| -26% | -$434K |
|
149
Sabre
SABR
$676M
| $1.21M | 0.23% |
46,261
+3,275
| +8% | +$84.1K |
|
150
MDU Resources
MDU
$4.43B
| $1.19M | 0.23% |
+121,445
| New | +$1.3M |
|
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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.