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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
V icon
1
Visa
V
$672B
$5.02M 0.95%
33,448
-4,994
-13% -$710K
PRU icon
2
Prudential Financial
PRU
$41.3B
$4.71M 0.9%
46,498
+24,099
+108% +$2.38M
TSS
3
DELISTED
Total System Services, Inc.
TSS
$4.53M 0.86%
45,824
+30,319
+196% +$2.85M
AIV
4
Aimco
AIV
$377M
$3.93M 0.75%
668,661
+348,781
+109% +$2.01M
DRE
5
DELISTED
Duke Realty Corp.
DRE
$3.88M 0.74%
136,806
+48,526
+55% +$1.39M
MSFT icon
6
Microsoft
MSFT
$2.9T
$3.86M 0.73%
33,787
+251
+0.7% +$27.2K
ELS icon
7
Equity Lifestyle Properties
ELS
$12.7B
$3.75M 0.71%
77,728
+17,352
+29% +$814K
PM icon
8
Philip Morris
PM
$303B
$3.65M 0.69%
44,823
-1,548
-3% -$127K
DEI icon
9
Douglas Emmett
DEI
$2.02B
$3.59M 0.68%
+95,238
New +$3.71M
ADP icon
10
Automatic Data Processing
ADP
$97.2B
$3.58M 0.68%
23,783
+954
+4% +$135K
AVB icon
11
AvalonBay Communities
AVB
$27B
$3.57M 0.68%
19,697
+12,173
+162% +$2.17M
ICE icon
12
Intercontinental Exchange
ICE
$80.6B
$3.48M 0.66%
46,415
+12,954
+39% +$974K
ELV icon
13
Elevance Health
ELV
$84.4B
$3.47M 0.66%
12,652
-2,828
-18% -$734K
HON icon
14
Honeywell
HON
$73.8B
$3.46M 0.66%
23,028
-2,441
-10% -$346K
MDLZ icon
15
Mondelez International
MDLZ
$78.1B
$3.43M 0.65%
79,839
-26,820
-25% -$1.14M
WCN
16
Waste Connections
WCN
$42.7B
$3.36M 0.64%
42,104
-1,161
-3% -$91.2K
PLD icon
17
Prologis
PLD
$135B
$3.26M 0.62%
+48,067
New +$3.16M
SNV
18
DELISTED
Synovus
SNV
$3.21M 0.61%
+69,985
New +$3.52M
PG icon
19
Procter & Gamble
PG
$347B
$3.1M 0.59%
+37,266
New +$3.05M
CVX icon
20
Chevron
CVX
$384B
$3.07M 0.58%
25,127
+14,508
+137% +$1.76M
DXC icon
21
DXC Technology
DXC
$1.53B
$3.05M 0.58%
32,585
+21,464
+193% +$1.9M
AMZN icon
22
Amazon
AMZN
$2.63T
$3.04M 0.58%
30,400
-15,200
-33% -$1.43M
ABT icon
23
Abbott
ABT
$175B
$3.04M 0.58%
41,462
-27,496
-40% -$1.81M
CDNS icon
24
Cadence Design Systems
CDNS
$93B
$2.98M 0.57%
65,755
+33,190
+102% +$1.51M
ATH
25
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$2.95M 0.56%
57,191
+3,709
+7% +$179K
1
2 3 4 5

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CCM
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GPC
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CBT
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FSCP
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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.