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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 | |
|---|---|---|---|---|---|---|
351
Kohl's
KSS
$2.06B
| $407K | 0.08% |
+5,463
| New | +$413K |
|
352
A.O. Smith
AOS
$8.2B
| $397K | 0.08% |
+7,447
| New | +$437K |
|
353
Starbucks
SBUX
$118B
| $397K | 0.08% |
6,979
-12,311
| -64% | -$651K |
|
354
Golar LNG
GLNG
$5.07B
| $395K | 0.08% |
14,195
-1,671
| -11% | -$44.3K |
|
355
Minerals Technologies
MTX
$2.27B
| $395K | 0.08% |
+5,842
| New | +$413K |
|
356
Atlanta Braves Holdings Series B
BATRK
$3.21B
| $392K | 0.07% |
+14,383
| New | +$375K |
|
357
Penumbra
PEN
$12.5B
| $390K | 0.07% |
+2,606
| New | +$365K |
|
358
Koppers
KOP
$961M
| $389K | 0.07% |
+12,479
| New | +$447K |
|
|
ARRY
359
DELISTED
Array Biopharma Inc
ARRY
| $386K | 0.07% |
+25,413
| New | +$389K |
|
360
Melco Resorts & Entertainment
MLCO
$2.16B
| $383K | 0.07% |
18,095
-10,038
| -36% | -$233K |
|
|
LHO
361
DELISTED
LaSalle Hotel Properties
LHO
| $383K | 0.07% |
+11,066
| New | +$383K |
|
362
Universal Health Services
UHS
$9.16B
| $377K | 0.07% |
2,952
-373
| -11% | -$45.8K |
|
363
Assembly Biosciences
ASMB
$500M
| $376K | 0.07% |
843
+103
| +14% | +$48.2K |
|
|
ITG
364
DELISTED
Investment Technology Group Inc
ITG
| $374K | 0.07% |
17,262
+4,147
| +32% | +$90.6K |
|
365
Vail Resorts
MTN
$5.13B
| $373K | 0.07% |
1,359
+448
| +49% | +$129K |
|
366
Petrobras
PBR
$122B
| $373K | 0.07% |
+30,911
| New | +$343K |
|
367
C.H. Robinson
CHRW
$24.2B
| $372K | 0.07% |
3,802
+75
| +2% | +$7.04K |
|
368
Timken Company
TKR
$9.79B
| $372K | 0.07% |
7,464
-2,135
| -22% | -$101K |
|
369
Northrop Grumman
NOC
$75.8B
| $371K | 0.07% |
1,168
-1,504
| -56% | -$458K |
|
370
HEICO Corp Class A
HEI.A
$34.8B
| $370K | 0.07% |
+4,897
| New | +$337K |
|
371
Ascendis Pharma A/S
ASND
$16.6B
| $369K | 0.07% |
5,201
-229
| -4% | -$15.8K |
|
372
POSCO
PKX
$16.1B
| $363K | 0.07% |
+5,494
| New | +$384K |
|
373
Canadian Pacific Kansas City
CP
$82B
| $361K | 0.07% |
+8,510
| New | +$341K |
|
374
Travere Therapeutics
TVTX
$5.27B
| $361K | 0.07% |
+12,553
| New | +$359K |
|
375
Methode Electronics
MEI
$569M
| $358K | 0.07% |
+9,898
| New | +$387K |
|
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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.