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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 | |
|---|---|---|---|---|---|---|
201
Zoetis
ZTS
$31.3B
| $923K | 0.18% |
10,078
+6,939
| +221% | +$616K |
|
202
Sherwin-Williams
SHW
$76.6B
| $919K | 0.17% |
6,057
-7,071
| -54% | -$1.05M |
|
203
Agree Realty
ADC
$9.59B
| $913K | 0.17% |
17,191
+4,512
| +36% | +$245K |
|
204
Goldman Sachs
GS
$317B
| $908K | 0.17% |
4,048
+2,035
| +101% | +$473K |
|
205
SLB Ltd
SLB
$70.6B
| $908K | 0.17% |
+14,907
| New | +$960K |
|
|
PPL
206
PPL Corp
PPL
$27.3B
| $905K | 0.17% |
+30,915
| New | +$903K |
|
207
American Financial Group
AFG
$11.7B
| $904K | 0.17% |
8,142
-1,835
| -18% | -$204K |
|
|
DATA
208
DELISTED
Tableau Software, Inc.
DATA
| $903K | 0.17% |
8,077
+1,785
| +28% | +$193K |
|
|
AUY
209
DELISTED
Yamana Gold, Inc.
AUY
| $886K | 0.17% |
+355,829
| New | +$988K |
|
210
Lumen
LUMN
$6.73B
| $881K | 0.17% |
+41,540
| New | +$869K |
|
211
Lear
LEA
$7.14B
| $874K | 0.17% |
6,031
-12,095
| -67% | -$2.07M |
|
212
Cheniere Energy
LNG
$57B
| $871K | 0.17% |
12,541
+963
| +8% | +$62.1K |
|
213
Texas Capital Bancshares
TCBI
$4.31B
| $867K | 0.16% |
10,490
+401
| +4% | +$36.4K |
|
214
Southern Company
SO
$109B
| $866K | 0.16% |
+19,868
| New | +$916K |
|
215
Berkshire Hathaway Class B
BRK.B
$1.06T
| $861K | 0.16% |
4,023
-3,663
| -48% | -$752K |
|
216
Kimberly-Clark
KMB
$35.6B
| $852K | 0.16% |
+7,496
| New | +$841K |
|
217
Bath & Body Works
BBWI
$3.9B
| $835K | 0.16% |
+34,097
| New | +$853K |
|
218
RE/MAX Holdings
RMAX
$197M
| $828K | 0.16% |
+18,677
| New | +$930K |
|
219
Lithia Motors
LAD
$7.62B
| $820K | 0.16% |
10,040
+5,562
| +124% | +$490K |
|
220
ICU Medical
ICUI
$3.84B
| $808K | 0.15% |
2,859
+119
| +4% | +$34.9K |
|
221
Cathay General Bancorp
CATY
$4.19B
| $804K | 0.15% |
+19,400
| New | +$815K |
|
|
PGRE
222
DELISTED
Paramount Group
PGRE
| $800K | 0.15% |
+53,006
| New | +$822K |
|
223
Raymond James Financial
RJF
$32.4B
| $796K | 0.15% |
12,975
+2,568
| +25% | +$158K |
|
|
CCT
224
DELISTED
Corporate Capital Trust, Inc.
CCT
| $792K | 0.15% |
51,888
+29,201
| +129% | +$480K |
|
|
FL
225
DELISTED
Foot Locker
FL
| $788K | 0.15% |
15,466
+7,250
| +88% | +$359K |
|
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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.