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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
CXO
151
DELISTED
CONCHO RESOURCES INC.
CXO
$1.17M 0.22%
+7,688
New +$1.08M
FDC
152
DELISTED
First Data Corporation
FDC
$1.16M 0.22%
47,404
+2,148
+5% +$51.8K
CPA icon
153
Copa Holdings
CPA
$5.54B
$1.16M 0.22%
+14,466
New +$1.27M
ENOV icon
154
Enovis
ENOV
$1.5B
$1.16M 0.22%
+18,614
New +$1.06M
ARES icon
155
Ares Management
ARES
$27.4B
$1.15M 0.22%
+49,704
New +$1.07M
HWC icon
156
Hancock Whitney
HWC
$6.09B
$1.15M 0.22%
+24,152
New +$1.22M
TTWO icon
157
Take-Two Interactive
TTWO
$42.7B
$1.14M 0.22%
8,278
+527
+7% +$67.2K
LEG icon
158
Leggett & Platt
LEG
$1.45B
$1.14M 0.22%
+26,031
New +$1.17M
CSL icon
159
Carlisle Companies
CSL
$13.4B
$1.13M 0.21%
9,269
+4,614
+99% +$563K
EFX icon
160
Equifax
EFX
$19.6B
$1.12M 0.21%
8,581
+4,815
+128% +$627K
INFO
161
DELISTED
IHS Markit Ltd. Common Shares
INFO
$1.11M 0.21%
20,649
+2,419
+13% +$130K
ARMK icon
162
Aramark
ARMK
$15B
$1.11M 0.21%
35,679
-14,167
-28% -$414K
ESNT icon
163
Essent Group
ESNT
$5.94B
$1.1M 0.21%
24,918
+9,957
+67% +$408K
AMH icon
164
American Homes 4 Rent
AMH
$11.9B
$1.09M 0.21%
49,812
+27,997
+128% +$632K
HIW icon
165
Highwoods Properties
HIW
$3.61B
$1.09M 0.21%
23,002
-37,057
-62% -$1.83M
KRC icon
166
Kilroy Realty
KRC
$4.46B
$1.08M 0.21%
15,088
-2,337
-13% -$170K
JACK icon
167
Jack in the Box
JACK
$263M
$1.07M 0.2%
12,811
+5,433
+74% +$470K
BABA icon
168
Alibaba
BABA
$273B
$1.07M 0.2%
6,510
-693
-10% -$123K
ISBC
169
DELISTED
Investors Bancorp, Inc.
ISBC
$1.06M 0.2%
+86,821
New +$1.1M
AMED
170
DELISTED
Amedisys
AMED
$1.06M 0.2%
8,492
+5,955
+235% +$658K
HLI icon
171
Houlihan Lokey
HLI
$9.52B
$1.06M 0.2%
+23,616
New +$1.14M
FR icon
172
First Industrial Realty Trust
FR
$8.79B
$1.05M 0.2%
33,511
-27,336
-45% -$885K
HPP
173
Hudson Pacific Properties
HPP
$807M
$1.05M 0.2%
4,591
-336
-7% -$79K
NFX
174
DELISTED
Newfield Exploration
NFX
$1.05M 0.2%
+36,434
New +$1.02M
GLPI icon
175
Gaming and Leisure Properties
GLPI
$12.6B
$1.04M 0.2%
+29,490
New +$1.04M
5 6
7
8 9

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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.