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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 | |
|---|---|---|---|---|---|---|
301
BlackRock TCP Capital
TCPC
$263M
| $514K | 0.1% |
36,090
+6,814
| +23% | +$99.7K |
|
|
PDCO
302
DELISTED
Patterson Companies, Inc.
PDCO
| $514K | 0.1% |
21,040
+876
| +4% | +$20.8K |
|
303
KLA
KLAC
$286B
| $513K | 0.1% |
+50,410
| New | +$551K |
|
304
Occidental Petroleum
OXY
$57.3B
| $503K | 0.1% |
6,116
-8,587
| -58% | -$694K |
|
305
Sarepta Therapeutics
SRPT
$1.68B
| $503K | 0.1% |
3,113
+682
| +28% | +$93.2K |
|
|
ETFC
306
DELISTED
E*Trade Financial Corporation
ETFC
| $503K | 0.1% |
+9,593
| New | +$563K |
|
|
TEN
307
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $495K | 0.09% |
+11,753
| New | +$516K |
|
308
Entergy
ETR
$54B
| $493K | 0.09% |
12,148
+1,724
| +17% | +$71.3K |
|
|
AZPN
309
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $493K | 0.09% |
4,328
+696
| +19% | +$79.3K |
|
310
Greif
GEF
$4.36B
| $487K | 0.09% |
9,076
-1,306
| -13% | -$71K |
|
311
QuinStreet
QNST
$861M
| $487K | 0.09% |
+35,902
| New | +$508K |
|
312
Moelis & Co
MC
$4.88B
| $483K | 0.09% |
+8,820
| New | +$517K |
|
313
Herc Holdings
HRI
$5.45B
| $479K | 0.09% |
+9,352
| New | +$506K |
|
314
ServiceNow
NOW
$95.1B
| $479K | 0.09% |
+12,240
| New | +$463K |
|
|
PRMW
315
DELISTED
Primo Water Corporation
PRMW
| $478K | 0.09% |
29,577
-11,544
| -28% | -$183K |
|
316
Autodesk
ADSK
$43.3B
| $476K | 0.09% |
3,048
-6,731
| -69% | -$950K |
|
|
XOG
317
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
| $473K | 0.09% |
41,899
+19,867
| +90% | +$252K |
|
318
Hubbell
HUBB
$25.8B
| $468K | 0.09% |
3,507
-521
| -13% | -$64K |
|
319
BOK Financial
BOKF
$8.58B
| $467K | 0.09% |
+4,796
| New | +$479K |
|
320
Intuit
INTU
$77B
| $465K | 0.09% |
+2,047
| New | +$440K |
|
|
KREF
321
KKR Real Estate Finance Trust
KREF
$459M
| $464K | 0.09% |
+23,006
| New | +$472K |
|
|
TMX
322
DELISTED
Terminix Global Holdings, Inc.
TMX
| $460K | 0.09% |
11,080
-15,183
| -58% | -$608K |
|
|
OSB
323
DELISTED
Norbord Inc.
OSB
| $458K | 0.09% |
+13,810
| New | +$540K |
|
324
Assured Guaranty
AGO
$3.73B
| $450K | 0.09% |
10,663
-10,755
| -50% | -$427K |
|
325
Watsco Inc
WSO
$14.8B
| $450K | 0.09% |
+2,524
| New | +$446K |
|
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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.