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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 | |
|---|---|---|---|---|---|---|
376
Ferrari
RACE
$63.2B
| $358K | 0.07% |
+2,615
| New | +$344K |
|
377
General Mills
GIS
$19B
| $356K | 0.07% |
+8,301
| New | +$376K |
|
|
ATSG
378
DELISTED
Air Transport Services Group
ATSG
| $355K | 0.07% |
+16,519
| New | +$360K |
|
379
Brighthouse Financial
BHF
$3.6B
| $351K | 0.07% |
7,941
-350
| -4% | -$14.7K |
|
|
SAGE
380
DELISTED
Sage Therapeutics
SAGE
| $351K | 0.07% |
+2,486
| New | +$384K |
|
381
Qualcomm
QCOM
$180B
| $350K | 0.07% |
4,863
-14,761
| -75% | -$971K |
|
|
INXN
382
DELISTED
Interxion Holding N.V.
INXN
| $349K | 0.07% |
5,179
-7,916
| -60% | -$513K |
|
383
Woodward
WWD
$24.5B
| $344K | 0.07% |
+4,250
| New | +$341K |
|
384
DigitalBridge
DBRG
$2.93B
| $343K | 0.07% |
14,073
+5,928
| +73% | +$145K |
|
385
Bank of N.T. Butterfield & Son
NTB
$2.39B
| $343K | 0.07% |
+6,615
| New | +$334K |
|
|
TWO
386
Two Harbors Investment
TWO
$1.27B
| $342K | 0.07% |
+5,728
| New | +$357K |
|
387
Sony
SONY
$122B
| $341K | 0.06% |
+28,105
| New | +$309K |
|
388
Goodyear
GT
$2.02B
| $338K | 0.06% |
+14,464
| New | +$340K |
|
389
Integra LifeSciences
IART
$1.44B
| $337K | 0.06% |
5,115
-11
| -0.2% | -$684 |
|
390
SS&C Technologies
SSNC
$16.1B
| $336K | 0.06% |
+5,911
| New | +$328K |
|
391
Expedia Group
EXPE
$30.9B
| $333K | 0.06% |
2,554
-6,645
| -72% | -$863K |
|
392
Mohawk Industries
MHK
$6.71B
| $332K | 0.06% |
+1,891
| New | +$371K |
|
393
AdvanSix
ASIX
$577M
| $330K | 0.06% |
+9,715
| New | +$349K |
|
|
BERY
394
DELISTED
Berry Global Group, Inc.
BERY
| $329K | 0.06% |
7,411
+2,086
| +39% | +$91.7K |
|
|
PTE
395
DELISTED
PolarityTE, Inc. Common Stock
PTE
| $329K | 0.06% |
+689
| New | +$397K |
|
396
FerroAtlántica
GSM
$626M
| $327K | 0.06% |
+39,977
| New | +$320K |
|
|
QTS
397
DELISTED
QTS REALTY TRUST, INC.
QTS
| $327K | 0.06% |
7,660
-1,569
| -17% | -$68.4K |
|
|
NBIS
398
Nebius Group N.V.
NBIS
$56.1B
| $324K | 0.06% |
9,848
-25,241
| -72% | -$854K |
|
399
Elanco Animal Health
ELAN
$12.4B
| $323K | 0.06% |
+9,256
| New | +$325K |
|
|
VG
400
DELISTED
Vonage Holdings Corporation
VG
| $321K | 0.06% |
22,684
+2,841
| +14% | +$39.1K |
|
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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.