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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 | |
|---|---|---|---|---|---|---|
|
AGS
401
DELISTED
PlayAGS
AGS
| $315K | 0.06% |
10,699
-12,005
| -53% | -$355K |
|
402
VICI Properties
VICI
$29.4B
| $315K | 0.06% |
+14,573
| New | +$303K |
|
403
Williams Companies
WMB
$91.1B
| $315K | 0.06% |
+11,585
| New | +$336K |
|
404
ING
ING
$93.7B
| $312K | 0.06% |
+24,031
| New | +$337K |
|
405
Ternium
TX
$9.28B
| $312K | 0.06% |
+10,287
| New | +$326K |
|
|
TVTY
406
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $310K | 0.06% |
+9,656
| New | +$329K |
|
407
Constellium
CSTM
$3.96B
| $309K | 0.06% |
24,981
-5,715
| -19% | -$66.8K |
|
408
Perrigo
PRGO
$1.4B
| $309K | 0.06% |
+4,367
| New | +$328K |
|
|
RVI
409
DELISTED
Retail Value Inc. Common Shares
RVI
| $309K | 0.06% |
+102,941
| New | +$320K |
|
410
Center Bancorp
CNOB
$1.62B
| $308K | 0.06% |
12,973
-21,628
| -63% | -$537K |
|
411
Principal Financial Group
PFG
$23.5B
| $308K | 0.06% |
5,251
-30,331
| -85% | -$1.69M |
|
412
Champion Homes
SKY
$4.45B
| $306K | 0.06% |
+10,695
| New | +$309K |
|
413
Barings BDC
BBDC
$861M
| $304K | 0.06% |
30,377
+9,695
| +47% | +$106K |
|
414
CVR Energy
CVI
$3.36B
| $302K | 0.06% |
+7,513
| New | +$282K |
|
415
DexCom
DXCM
$27.6B
| $302K | 0.06% |
+8,444
| New | +$262K |
|
416
TechnipFMC
FTI
$30.6B
| $302K | 0.06% |
12,972
-9,560
| -42% | -$217K |
|
417
GrafTech
EAF
$194M
| $300K | 0.06% |
+1,540
| New | +$290K |
|
418
Innospec
IOSP
$2.1B
| $297K | 0.06% |
+3,869
| New | +$301K |
|
|
RESI
419
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $296K | 0.06% |
+27,247
| New | +$304K |
|
420
Invesco
IVZ
$13.2B
| $295K | 0.06% |
12,901
-21,929
| -63% | -$548K |
|
|
CTLP
421
DELISTED
Cantaloupe
CTLP
| $294K | 0.06% |
+40,782
| New | +$562K |
|
|
TDAY
422
USA Today Co
TDAY
$1.23B
| $293K | 0.06% |
+18,643
| New | +$312K |
|
423
Marvell Technology
MRVL
$172B
| $293K | 0.06% |
15,170
-57,300
| -79% | -$1.18M |
|
424
Under Armour Class C
UA
$2.9B
| $292K | 0.06% |
+15,011
| New | +$290K |
|
425
Archrock
AROC
$6.32B
| $290K | 0.06% |
+23,789
| New | +$300K |
|
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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.