We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
176
Reinsurance Group of America
RGA
$15.3B
| $1.03M | 0.2% |
+7,150
| New | +$1.01M |
|
177
Valero Energy
VLO
$90.6B
| $1.03M | 0.2% |
+9,093
| New | +$1.03M |
|
178
Bloomin' Brands
BLMN
$701M
| $1.02M | 0.19% |
51,346
-11,531
| -18% | -$225K |
|
|
WCG
179
DELISTED
Wellcare Health Plans, Inc.
WCG
| $1.01M | 0.19% |
3,168
-544
| -15% | -$154K |
|
|
HOUS
180
DELISTED
Anywhere Real Estate
HOUS
| $1.01M | 0.19% |
+48,973
| New | +$1.07M |
|
181
Webster Financial
WBS
$12.2B
| $1.01M | 0.19% |
+17,148
| New | +$1.12M |
|
182
Gen Digital
GEN
$15.1B
| $1M | 0.19% |
+47,106
| New | +$959K |
|
|
SF
183
Stifel
SF
$12.1B
| $998K | 0.19% |
+43,814
| New | +$1.05M |
|
184
Ametek
AME
$55.3B
| $993K | 0.19% |
12,550
-15,671
| -56% | -$1.2M |
|
185
Carter's
CRI
$1.38B
| $993K | 0.19% |
10,073
-281
| -3% | -$29.7K |
|
|
PXD
186
DELISTED
Pioneer Natural Resource Co.
PXD
| $993K | 0.19% |
+5,702
| New | +$1.02M |
|
|
SHPG
187
DELISTED
Shire pic
SHPG
| $986K | 0.19% |
5,442
+1,583
| +41% | +$274K |
|
188
Halliburton
HAL
$27.3B
| $984K | 0.19% |
24,284
-12,381
| -34% | -$512K |
|
189
Fulton Financial
FULT
$4.64B
| $981K | 0.19% |
+58,930
| New | +$1.03M |
|
190
CubeSmart
CUBE
$9.29B
| $975K | 0.19% |
34,169
+10,129
| +42% | +$310K |
|
|
PX
191
DELISTED
Praxair Inc
PX
| $972K | 0.18% |
6,050
-2,184
| -27% | -$351K |
|
|
GRA
192
DELISTED
W.R. Grace & Co.
GRA
| $960K | 0.18% |
13,434
+9,439
| +236% | +$680K |
|
193
LivaNova
LIVN
$4.32B
| $958K | 0.18% |
7,730
-632
| -8% | -$74.5K |
|
|
SAVE
194
DELISTED
Spirit Airlines, Inc.
SAVE
| $958K | 0.18% |
20,405
-7,603
| -27% | -$336K |
|
195
XPO
XPO
$25.1B
| $953K | 0.18% |
24,126
-32,493
| -57% | -$1.18M |
|
|
APC
196
DELISTED
Anadarko Petroleum
APC
| $932K | 0.18% |
13,819
-14,708
| -52% | -$993K |
|
197
Pebblebrook Hotel Trust
PEB
$2.15B
| $929K | 0.18% |
+25,545
| New | +$975K |
|
198
MGM Resorts International
MGM
$11.5B
| $928K | 0.18% |
+33,251
| New | +$964K |
|
199
Sempra
SRE
$61.1B
| $926K | 0.18% |
+16,286
| New | +$943K |
|
200
International Flavors & Fragrances
IFF
$18.8B
| $925K | 0.18% |
6,646
+2,519
| +61% | +$331K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.