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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 | |
|---|---|---|---|---|---|---|
476
Lexicon Pharmaceuticals
LXRX
$1.02B
| $239K | 0.05% |
22,353
+532
| +2% | +$6.1K |
|
477
Ameris Bancorp
ABCB
$5.88B
| $238K | 0.05% |
+5,199
| New | +$258K |
|
478
Kura Oncology
KURA
$922M
| $235K | 0.04% |
+13,414
| New | +$257K |
|
|
WLL
479
DELISTED
Whiting Petroleum Corporation
WLL
| $235K | 0.04% |
59
-12
| -17% | -$44.2K |
|
480
ASML
ASML
$669B
| $234K | 0.04% |
1,242
-11,922
| -91% | -$2.39M |
|
481
Liberty Media Series C
FWONK
$24.3B
| $234K | 0.04% |
+6,501
| New | +$230K |
|
482
Apple
AAPL
$4.89T
| $233K | 0.04% |
+4,132
| New | +$215K |
|
|
MODV
483
DELISTED
ModivCare
MODV
| $233K | 0.04% |
+3,470
| New | +$241K |
|
|
MIK
484
DELISTED
Michaels Stores, Inc
MIK
| $233K | 0.04% |
14,365
-8,910
| -38% | -$170K |
|
|
AAT
485
American Assets Trust
AAT
$1.49B
| $232K | 0.04% |
6,221
-4,489
| -42% | -$172K |
|
486
Broadcom
AVGO
$1.8T
| $232K | 0.04% |
9,390
-58,260
| -86% | -$1.31M |
|
|
TCDA
487
DELISTED
Tricida, Inc. Common Stock
TCDA
| $232K | 0.04% |
+7,601
| New | +$223K |
|
|
NAV
488
DELISTED
Navistar International
NAV
| $232K | 0.04% |
+6,033
| New | +$252K |
|
489
Alphabet (Google) Class C
GOOG
$3.9T
| $229K | 0.04% |
3,840
-4,140
| -52% | -$248K |
|
490
SunCoke Energy
SXC
$762M
| $229K | 0.04% |
+19,749
| New | +$235K |
|
491
Terreno Realty
TRNO
$7.7B
| $228K | 0.04% |
+6,036
| New | +$226K |
|
492
Pricesmart
PSMT
$5.72B
| $227K | 0.04% |
+2,809
| New | +$235K |
|
|
ALDR
493
DELISTED
Alder Biopharmaceuticals
ALDR
| $227K | 0.04% |
13,653
+538
| +4% | +$9.72K |
|
|
CHMI
494
Cherry Hill Mortgage Investment Corp
CHMI
$83.4M
| $226K | 0.04% |
12,468
-5,727
| -31% | -$105K |
|
495
Graham Holdings Company
GHC
$4.95B
| $225K | 0.04% |
+388
| New | +$220K |
|
|
RDUS
496
DELISTED
Radius Recycling
RDUS
| $225K | 0.04% |
+8,318
| New | +$249K |
|
497
Stellantis
STLA
$16.5B
| $225K | 0.04% |
+12,853
| New | +$227K |
|
|
ABMD
498
DELISTED
Abiomed Inc
ABMD
| $224K | 0.04% |
+498
| New | +$196K |
|
|
NRE
499
DELISTED
NorthStar Realty Europe Corp.
NRE
| $223K | 0.04% |
15,764
-12,423
| -44% | -$169K |
|
500
Mercer International
MERC
$45M
| $222K | 0.04% |
+13,227
| New | +$230K |
|
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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.