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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 | |
|---|---|---|---|---|---|---|
|
IMMU
451
DELISTED
Immunomedics Inc
IMMU
| $263K | 0.05% |
+12,650
| New | +$300K |
|
|
TLRD
452
DELISTED
Tailored Brands, Inc.
TLRD
| $262K | 0.05% |
+10,414
| New | +$239K |
|
453
Kemper
KMPR
$1.69B
| $261K | 0.05% |
+3,245
| New | +$254K |
|
454
Targa Resources
TRGP
$61B
| $261K | 0.05% |
+4,641
| New | +$248K |
|
|
CBAY
455
DELISTED
Cymabay Therapeutics
CBAY
| $259K | 0.05% |
+23,350
| New | +$290K |
|
456
Dillards
DDS
$8.86B
| $258K | 0.05% |
+3,375
| New | +$274K |
|
457
Planet Fitness
PLNT
$4.27B
| $258K | 0.05% |
4,776
-5,487
| -53% | -$272K |
|
458
Antero Resources
AR
$11B
| $256K | 0.05% |
14,446
-14,602
| -50% | -$283K |
|
459
FS KKR Capital
FSK
$2.97B
| $256K | 0.05% |
+9,068
| New | +$277K |
|
|
ORBC
460
DELISTED
ORBCOMM, Inc.
ORBC
| $256K | 0.05% |
+23,618
| New | +$250K |
|
|
CURO
461
DELISTED
CURO Group Holdings Corp.
CURO
| $254K | 0.05% |
8,401
-616
| -7% | -$17.7K |
|
462
New Mountain Finance
NMFC
$641M
| $253K | 0.05% |
+18,759
| New | +$260K |
|
463
Lincoln Electric
LECO
$13.9B
| $252K | 0.05% |
2,694
-9,797
| -78% | -$906K |
|
464
Erie Indemnity
ERIE
$11.4B
| $250K | 0.05% |
+1,963
| New | +$244K |
|
465
Carlyle Secured Lending
CGBD
$698M
| $247K | 0.05% |
+14,791
| New | +$255K |
|
466
BioCryst Pharmaceuticals
BCRX
$2.39B
| $246K | 0.05% |
+32,207
| New | +$216K |
|
467
Surgery Partners
SGRY
$2.08B
| $245K | 0.05% |
+14,821
| New | +$236K |
|
|
HSKA
468
DELISTED
Heska Corp
HSKA
| $245K | 0.05% |
2,162
-438
| -17% | -$46K |
|
469
Bunge Global
BG
$23.7B
| $244K | 0.05% |
+3,549
| New | +$234K |
|
|
EMBJ
470
Embraer S.A. ADS
EMBJ
$11.6B
| $244K | 0.05% |
+12,478
| New | +$252K |
|
471
LeMaitre Vascular
LMAT
$2.18B
| $242K | 0.05% |
6,245
-1,597
| -20% | -$57.5K |
|
472
OneMain Financial
OMF
$6.87B
| $242K | 0.05% |
+7,188
| New | +$252K |
|
|
MNK
473
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $242K | 0.05% |
+8,248
| New | +$232K |
|
|
MOMO
474
Hello Group
MOMO
$870M
| $240K | 0.05% |
5,482
-8,244
| -60% | -$361K |
|
475
Trade Desk
TTD
$8.12B
| $240K | 0.05% |
+15,930
| New | +$189K |
|
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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.