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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 | |
|---|---|---|---|---|---|---|
701
International Bancshares
IBOC
$4.71B
| – | – |
-5,810
| Closed | -$249K |
|
702
IMAX
IMAX
$2.41B
| – | – |
-19,416
| Closed | -$430K |
|
703
Immunic
IMUX
$195M
| – | – |
-51
| Closed | -$139K |
|
704
First Internet Bancorp
INBK
$227M
| – | – |
-6,894
| Closed | -$235K |
|
705
Infosys
INFY
$43.2B
| – | – |
-39,806
| Closed | -$387K |
|
706
Intel
INTC
$504B
| – | – |
-15,703
| Closed | -$781K |
|
707
Ingersoll Rand
IR
$33B
| – | – |
-19,771
| Closed | -$581K |
|
708
ITT
ITT
$17.5B
| – | – |
-4,295
| Closed | -$224K |
|
709
JPMorgan Chase
JPM
$930B
| – | – |
-25,763
| Closed | -$2.69M |
|
710
KeyCorp
KEY
$24.4B
| – | – |
-129,757
| Closed | -$2.54M |
|
711
Kiniksa Pharmaceuticals
KNSA
$4.85B
| – | – |
-20,055
| Closed | -$348K |
|
712
Knight Transportation
KNX
$11.8B
| – | – |
-42,386
| Closed | -$1.62M |
|
713
Kroger
KR
$34.2B
| – | – |
-52,866
| Closed | -$1.5M |
|
|
LADR
714
Ladder Capital
LADR
$1.22B
| – | – |
-37,946
| Closed | -$593K |
|
715
Lennar Class A
LEN
$19.8B
| – | – |
-29,917
| Closed | -$1.52M |
|
716
Labcorp
LH
$23.9B
| – | – |
-5,626
| Closed | -$868K |
|
717
LKQ Corp
LKQ
$6.32B
| – | – |
-34,565
| Closed | -$1.1M |
|
718
Eli Lilly
LLY
$1.06T
| – | – |
-8,749
| Closed | -$747K |
|
719
Lantheus
LNTH
$6.75B
| – | – |
-24,994
| Closed | -$364K |
|
720
Logitech
LOGI
$14.8B
| – | – |
-11,003
| Closed | -$483K |
|
721
Lowe's Companies
LOW
$113B
| – | – |
-8,706
| Closed | -$832K |
|
722
Louisiana-Pacific
LPX
$5.04B
| – | – |
-20,817
| Closed | -$567K |
|
723
Stride
LRN
$3.66B
| – | – |
-10,471
| Closed | -$171K |
|
724
Lattice Semiconductor
LSCC
$18.9B
| – | – |
-10,305
| Closed | -$68K |
|
725
Lamb Weston
LW
$6.79B
| – | – |
-22,401
| Closed | -$1.53M |
|
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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.