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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 | |
|---|---|---|---|---|---|---|
726
Mid-America Apartment Communities
MAA
$15.5B
| – | – |
-9,439
| Closed | -$950K |
|
727
ManpowerGroup
MAN
$2.32B
| – | – |
-4,285
| Closed | -$369K |
|
728
McDonald's
MCD
$187B
| – | – |
-1,709
| Closed | -$268K |
|
729
Microchip Technology
MCHP
$44.2B
| – | – |
-6,200
| Closed | -$282K |
|
730
Moody's
MCO
$82.5B
| – | – |
-7,363
| Closed | -$1.26M |
|
731
MiMedx Group
MDXG
$615M
| – | – |
-12,878
| Closed | -$82K |
|
732
Mercado Libre
MELI
$91.2B
| – | – |
-989
| Closed | -$296K |
|
733
Magnolia Oil & Gas
MGY
$6.1B
| – | – |
-45,717
| Closed | -$497K |
|
734
Martin Marietta Materials
MLM
$32.8B
| – | – |
-2,520
| Closed | -$563K |
|
735
Monster Beverage
MNST
$91.5B
| – | – |
-26,538
| Closed | -$760K |
|
736
Morgan Stanley
MS
$338B
| – | – |
-15,313
| Closed | -$726K |
|
737
Strategy Inc
MSTR
$34.2B
| – | – |
-32,870
| Closed | -$420K |
|
738
Match Group
MTCH
$8.72B
| – | – |
-5,545
| Closed | -$215K |
|
739
Meritage Homes
MTH
$4.77B
| – | – |
-43,946
| Closed | -$966K |
|
740
MasTec
MTZ
$28.4B
| – | – |
-5,829
| Closed | -$296K |
|
741
Norwegian Cruise Line
NCLH
$8.59B
| – | – |
-8,305
| Closed | -$392K |
|
742
Netflix
NFLX
$287B
| – | – |
-6,170
| Closed | -$242K |
|
743
NetEase
NTES
$76.9B
| – | – |
-12,090
| Closed | -$611K |
|
744
Nutrien
NTR
$32.9B
| – | – |
-5,885
| Closed | -$320K |
|
745
Northern Trust
NTRS
$21.9B
| – | – |
-10,572
| Closed | -$1.09M |
|
746
Nucor
NUE
$54.9B
| – | – |
-12,785
| Closed | -$799K |
|
747
NXP Semiconductors
NXPI
$70B
| – | – |
-1,898
| Closed | -$207K |
|
748
New York Times
NYT
$11.4B
| – | – |
-9,045
| Closed | -$234K |
|
749
Onto Innovation
ONTO
$14.5B
| – | – |
-10,000
| Closed | -$4K |
|
750
Oracle
ORCL
$346B
| – | – |
-23,632
| 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.