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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 | |
|---|---|---|---|---|---|---|
|
AZUL
626
DELISTED
Azul
AZUL
| – | – |
-14,899
| Closed | -$244K |
|
627
Boeing
BA
$167B
| – | – |
-963
| Closed | -$323K |
|
|
628
Bank of America
BAC
$436B
| – | – |
-128,221
| Closed | -$3.62M |
|
629
Booz Allen Hamilton
BAH
$9.09B
| – | – |
-9,657
| Closed | -$422K |
|
630
BBVA Argentina
BBAR
$3.86B
| – | – |
-29,372
| Closed | -$363K |
|
631
Best Buy
BBY
$18.1B
| – | – |
-5,496
| Closed | -$410K |
|
632
Becton Dickinson
BDX
$43B
| – | – |
-2,716
| Closed | -$635K |
|
633
Franklin Resources
BEN
$17B
| – | – |
-14,629
| Closed | -$469K |
|
|
BNY
634
Bank of New York Mellon
BNY
$108B
| – | – |
-12,340
| Closed | -$665K |
|
635
Bruker
BRKR
$9.28B
| – | – |
-11,773
| Closed | -$342K |
|
636
First Busey Corp
BUSE
$2.53B
| – | – |
-10,500
| Closed | -$333K |
|
637
Boston Properties
BXP
$11B
| – | – |
-11,598
| Closed | -$1.46M |
|
638
Cabot Corp
CBT
$4.67B
| – | – |
-8,397
| Closed | -$519K |
|
639
Chemours
CC
$2.62B
| – | – |
-5,565
| Closed | -$247K |
|
640
COPT Defense Properties
CDP
$4.31B
| – | – |
-32,867
| Closed | -$953K |
|
641
Cadiz
CDZI
$262M
| – | – |
-22,533
| Closed | -$295K |
|
642
Celanese
CE
$5.18B
| – | – |
-5,430
| Closed | -$603K |
|
643
Cigna
CI
$76.5B
| – | – |
-2,881
| Closed | -$490K |
|
|
644
Colgate-Palmolive
CL
$72.8B
| – | – |
-73,301
| Closed | -$4.75M |
|
645
Cleveland-Cliffs
CLF
$6.5B
| – | – |
-26,832
| Closed | -$226K |
|
646
Clearwater Paper
CLW
$264M
| – | – |
-12,078
| Closed | -$279K |
|
|
CMA
647
DELISTED
Comerica
CMA
| – | – |
-31,655
| Closed | -$2.88M |
|
648
Canadian Natural Resources
CNQ
$97.1B
| – | – |
-43,105
| Closed | -$761K |
|
649
Costco
COST
$413B
| – | – |
-4,652
| Closed | -$972K |
|
650
Capri Holdings
CPRI
$1.81B
| – | – |
-15,599
| Closed | -$1.04M |
|
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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.