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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 | |
|---|---|---|---|---|---|---|
226
ONE Gas
OGS
$5.02B
| $786K | 0.15% |
+9,550
| New | +$748K |
|
|
OPTU
227
Optimum Communications Inc
OPTU
$340M
| $784K | 0.15% |
43,199
+32,786
| +315% | +$587K |
|
228
Nike
NKE
$60.8B
| $771K | 0.15% |
9,096
-4,500
| -33% | -$361K |
|
|
AAMI
229
Acadian Asset Management
AAMI
$2.86B
| $770K | 0.15% |
62,087
+27,138
| +78% | +$356K |
|
230
Lincoln National
LNC
$7.81B
| $764K | 0.15% |
11,298
-618
| -5% | -$40.8K |
|
231
Trustmark
TRMK
$2.7B
| $757K | 0.14% |
+22,505
| New | +$784K |
|
232
Ryman Hospitality Properties
RHP
$8.13B
| $753K | 0.14% |
+8,737
| New | +$746K |
|
233
Wells Fargo
WFC
$261B
| $749K | 0.14% |
14,257
-49,675
| -78% | -$2.84M |
|
234
Yum! Brands
YUM
$40.6B
| $747K | 0.14% |
+8,218
| New | +$686K |
|
235
Bio-Rad Laboratories Class A
BIO
$8.47B
| $745K | 0.14% |
2,381
-2,049
| -46% | -$636K |
|
236
Invitation Homes
INVH
$17.5B
| $745K | 0.14% |
32,520
-45,326
| -58% | -$1.06M |
|
237
Affiliated Managers Group
AMG
$9.19B
| $739K | 0.14% |
5,405
+1,727
| +47% | +$255K |
|
|
JBGS
238
JBG SMITH
JBGS
$844M
| $737K | 0.14% |
20,001
-14,868
| -43% | -$547K |
|
239
SITE Centers
SITC
$224M
| $727K | 0.14% |
+69,557
| New | +$758K |
|
240
AstraZeneca
AZN
$261B
| $725K | 0.14% |
9,158
-15,155
| -62% | -$1.15M |
|
241
PG&E
PCG
$38.6B
| $721K | 0.14% |
15,679
-2,144
| -12% | -$95.5K |
|
|
HR
242
DELISTED
Healthcare Realty Trust Incorporated
HR
| $714K | 0.14% |
+24,402
| New | +$728K |
|
243
Macerich
MAC
$7.17B
| $709K | 0.13% |
12,815
-7,260
| -36% | -$418K |
|
244
Parker-Hannifin
PH
$124B
| $709K | 0.13% |
+3,854
| New | +$662K |
|
245
Varonis Systems
VRNS
$5.14B
| $708K | 0.13% |
28,992
-29,340
| -50% | -$712K |
|
|
FOCS
246
DELISTED
Focus Financial Partners Inc. Class A
FOCS
| $706K | 0.13% |
+14,866
| New | +$635K |
|
|
DCH
247
Dauch Corp
DCH
$1.33B
| $700K | 0.13% |
40,148
+7,012
| +21% | +$121K |
|
248
Performance Food Group
PFGC
$17.3B
| $697K | 0.13% |
20,935
+8,759
| +72% | +$308K |
|
249
Waste Management
WM
$95.3B
| $697K | 0.13% |
+7,719
| New | +$684K |
|
|
BRSL
250
Brightstar Lottery PLC
BRSL
$1.9B
| $696K | 0.13% |
35,238
+11,330
| +47% | +$247K |
|
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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.