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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 | |
|---|---|---|---|---|---|---|
326
lululemon athletica
LULU
$12.6B
| $448K | 0.09% |
2,758
-1,374
| -33% | -$188K |
|
327
Televisa
TV
$1.47B
| $448K | 0.09% |
+25,235
| New | +$479K |
|
|
CADE
328
DELISTED
Cadence Bank
CADE
| $445K | 0.08% |
+13,616
| New | +$463K |
|
329
SLM Corp
SLM
$4.56B
| $445K | 0.08% |
39,908
-3,154
| -7% | -$36.5K |
|
330
Allegion
ALLE
$13.1B
| $441K | 0.08% |
+4,867
| New | +$411K |
|
331
Delek US
DK
$3.97B
| $439K | 0.08% |
10,347
+2,639
| +34% | +$130K |
|
332
Chipotle Mexican Grill
CMG
$41.1B
| $438K | 0.08% |
48,200
+13,650
| +40% | +$130K |
|
333
Patterson-UTI
PTEN
$3.93B
| $438K | 0.08% |
+25,595
| New | +$440K |
|
334
Wynn Resorts
WYNN
$10B
| $438K | 0.08% |
3,447
+844
| +32% | +$125K |
|
335
The Mosaic Company
MOS
$7.08B
| $437K | 0.08% |
+13,454
| New | +$405K |
|
336
Trinity Industries
TRN
$2.92B
| $437K | 0.08% |
16,557
-8,320
| -33% | -$218K |
|
|
VMW
337
DELISTED
VMware, Inc
VMW
| $433K | 0.08% |
2,772
+761
| +38% | +$116K |
|
338
Antero Midstream
AM
$10.9B
| $431K | 0.08% |
+25,445
| New | +$466K |
|
339
Orion
OEC
$387M
| $431K | 0.08% |
13,418
-6,966
| -34% | -$231K |
|
|
SAFE
340
Safehold
SAFE
$1.15B
| $427K | 0.08% |
7,849
-196
| -2% | -$10.3K |
|
341
Liberty Global Class A
LBTYA
$3.48B
| $426K | 0.08% |
14,728
+4,528
| +44% | +$126K |
|
342
Old Dominion Freight Line
ODFL
$48B
| $423K | 0.08% |
+7,866
| New | +$398K |
|
343
Synchrony
SYF
$23.3B
| $423K | 0.08% |
+13,604
| New | +$433K |
|
|
TRTX
344
TPG RE Finance Trust
TRTX
$657M
| $421K | 0.08% |
+21,005
| New | +$428K |
|
345
Wyndham Hotels & Resorts
WH
$5.5B
| $420K | 0.08% |
7,562
-8,581
| -53% | -$491K |
|
346
PTC Therapeutics
PTCT
$6.51B
| $419K | 0.08% |
8,914
+2,464
| +38% | +$102K |
|
347
Crown Holdings
CCK
$12.5B
| $418K | 0.08% |
8,711
+3,160
| +57% | +$140K |
|
348
Chord Energy
CHRD
$7.82B
| $415K | 0.08% |
29,284
-11,690
| -29% | -$148K |
|
349
Comcast
CMCSA
$78.3B
| $408K | 0.08% |
+11,514
| New | +$408K |
|
|
WNS
350
DELISTED
WNS Holdings
WNS
| $408K | 0.08% |
+8,047
| New | +$411K |
|
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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.