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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
Cap. Flow
-$32.3M
Cap. Flow %
-6.13%
Top 10 Hldgs %
7.7%
Holding
900
New
294
Increased
160
Reduced
152
Closed
294

Top Buys

Rank Stock Value
1
DEI icon
Douglas Emmett
DEI
+$3.71M
2
SNV
Synovus
SNV
+$3.52M
3
PLD icon
Prologis
PLD
+$3.16M
4
PG icon
Procter & Gamble
PG
+$3.05M
5
TSS
Total System Services, Inc.
TSS
+$2.85M

Top Sells

Rank Stock Value
1
CL icon
Colgate-Palmolive
CL
+$4.75M
2
FIS icon
Fidelity National Information Services
FIS
+$4.15M
3
BAC icon
Bank of America
BAC
+$3.62M
4
AJG icon
Arthur J. Gallagher & Co
AJG
+$3.05M
5
ALL icon
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
MRTX
501
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$221K 0.04%
4,696
+351
+8% +$19.5K
ANF icon
502
Abercrombie & Fitch
ANF
$4.19B
$220K 0.04%
+10,406
New +$252K
SNDR icon
503
Schneider National
SNDR
$6.7B
$220K 0.04%
+8,809
New +$236K
TOWN icon
504
Towne Bank
TOWN
$3.34B
$220K 0.04%
+7,128
New +$230K
FG
505
DELISTED
FGL Holdings Ordinary Shares
FG
$220K 0.04%
24,629
-13,114
-35% -$117K
HCC icon
506
Warrior Met Coal
HCC
$4.25B
$219K 0.04%
8,109
+228
+3% +$5.83K
KDMN
507
DELISTED
Kadmon Holdings, Inc.
KDMN
$218K 0.04%
65,343
+42,345
+184% +$150K
TYL icon
508
Tyler Technologies
TYL
$12.2B
$217K 0.04%
+884
New +$210K
GAP
509
The Gap Inc
GAP
$6.9B
$217K 0.04%
+7,534
New +$226K
ALG icon
510
Alamo Group
ALG
$2.01B
$215K 0.04%
+2,346
New +$221K
MGLN
511
DELISTED
Magellan Health Services, Inc.
MGLN
$214K 0.04%
+2,970
New +$239K
ZTO icon
512
ZTO Express
ZTO
$18.3B
$213K 0.04%
12,842
-48,877
-79% -$941K
CNH
513
CNH Industrial
CNH
$13.7B
$212K 0.04%
+20,275
New +$202K
TECK icon
514
Teck Resources
TECK
$29.9B
$210K 0.04%
8,714
-5,001
-36% -$120K
AMWD
515
DELISTED
American Woodmark
AMWD
$209K 0.04%
+2,661
New +$227K
CBIO
516
Crescent Biopharma
CBIO
$620M
$209K 0.04%
145
-19
-12% -$28.7K
TARO
517
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$209K 0.04%
+2,122
New +$230K
AXGN icon
518
Axogen
AXGN
$2.15B
$207K 0.04%
5,607
+1,489
+36% +$65K
SNN icon
519
Smith & Nephew
SNN
$12.8B
$206K 0.04%
+5,553
New +$200K
ANAB icon
520
AnaptysBio
ANAB
$1.59B
$205K 0.04%
2,051
-915
-31% -$75.9K
SGEN
521
DELISTED
Seagen Inc. Common Stock
SGEN
$205K 0.04%
+2,662
New +$196K
SMTA
522
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$205K 0.04%
17,809
-15,391
-46% -$164K
EAT icon
523
Brinker International
EAT
$8.07B
$204K 0.04%
+4,357
New +$203K
RGNX icon
524
Regenxbio
RGNX
$625M
$204K 0.04%
+2,696
New +$194K
GRUB
525
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$204K 0.04%
+735
New +$190K
19 20
21
22 23

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GPC
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FSCP
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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.