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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 | |
|---|---|---|---|---|---|---|
426
Dr. Reddy's Laboratories
RDY
$9.9B
| $289K | 0.05% |
+41,825
| New | +$280K |
|
427
Sasol
SSL
$7.56B
| $289K | 0.05% |
+7,490
| New | +$284K |
|
428
Tronox
TROX
$1.01B
| $289K | 0.05% |
+24,216
| New | +$397K |
|
429
JELD-WEN Holding
JELD
$97.4M
| $286K | 0.05% |
11,594
-32,133
| -73% | -$855K |
|
|
NVO
430
Novo Nordisk
NVO
$217B
| $286K | 0.05% |
+12,122
| New | +$296K |
|
|
LNW
431
DELISTED
Light & Wonder
LNW
| $285K | 0.05% |
11,231
+3,718
| +49% | +$135K |
|
432
Weyerhaeuser
WY
$17.2B
| $285K | 0.05% |
+8,840
| New | +$307K |
|
433
Booking.com
BKNG
$138B
| $280K | 0.05% |
+3,525
| New | +$278K |
|
|
IPG
434
DELISTED
Interpublic Group of Companies
IPG
| $279K | 0.05% |
12,186
+114
| +0.9% | +$2.58K |
|
435
Western Digital
WDC
$184B
| $277K | 0.05% |
+6,259
| New | +$317K |
|
|
ZEN
436
DELISTED
ZENDESK INC
ZEN
| $277K | 0.05% |
3,904
-1,497
| -28% | -$95.6K |
|
|
USCR
437
DELISTED
U S Concrete, Inc.
USCR
| $277K | 0.05% |
6,051
+500
| +9% | +$25.1K |
|
438
ANI Pharmaceuticals
ANIP
$1.78B
| $276K | 0.05% |
+4,887
| New | +$299K |
|
439
GoPro
GPRO
$115M
| $276K | 0.05% |
+38,373
| New | +$245K |
|
|
CLR
440
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $276K | 0.05% |
+4,035
| New | +$255K |
|
|
SJR
441
DELISTED
Shaw Communications Inc.
SJR
| $275K | 0.05% |
+14,134
| New | +$286K |
|
442
United Rentals
URI
$71.2B
| $274K | 0.05% |
+1,673
| New | +$260K |
|
443
Origin Bancorp
OBK
$1.66B
| $272K | 0.05% |
7,230
-3,731
| -34% | -$149K |
|
|
BLUE
444
DELISTED
bluebird bio
BLUE
| $271K | 0.05% |
+143
| New | +$295K |
|
|
FOMX
445
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
| $271K | 0.05% |
+47,239
| New | +$270K |
|
|
UFS
446
DELISTED
DOMTAR CORPORATION (New)
UFS
| $271K | 0.05% |
+5,204
| New | +$262K |
|
|
IVC
447
DELISTED
Invacare Corporation
IVC
| $270K | 0.05% |
+18,587
| New | +$308K |
|
|
WUBA
448
DELISTED
58.com Inc
WUBA
| $270K | 0.05% |
3,670
-3,507
| -49% | -$242K |
|
|
AKRX
449
DELISTED
Akorn Inc
AKRX
| $270K | 0.05% |
20,817
-16,969
| -45% | -$279K |
|
450
Star Bulk Carriers
SBLK
$3.14B
| $267K | 0.05% |
18,502
+7,486
| +68% | +$96.9K |
|
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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.