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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
LCTX icon
601
Lineage Cell Therapeutics
LCTX
$264M
$46K 0.01%
+22,174
New +$46.6K
ENZ
602
DELISTED
Enzo Biochem, Inc.
ENZ
$45K 0.01%
+10,959
New +$49.8K
EPE
603
DELISTED
EP Energy Corporation
EPE
$44K 0.01%
+18,733
New +$39.1K
COOP
604
DELISTED
Mr. Cooper
COOP
$38K 0.01%
+2,303
New +$39.9K
AVP
605
DELISTED
Avon Products, Inc.
AVP
$34K 0.01%
+15,471
New +$28.5K
NNVC icon
606
NanoViricides
NNVC
$35.2M
$4K ﹤0.01%
+500
New +$3.85K
ABBV icon
607
AbbVie
ABBV
$459B
– –
-2,555
Closed -$237K
AEE icon
608
Ameren
AEE
$31.5B
– –
-29,813
Closed -$1.81M
AIT icon
609
Applied Industrial Technologies
AIT
$12.7B
– –
-12,633
Closed -$886K
AJG icon
610
Arthur J. Gallagher & Co
AJG
$62.3B
– –
-46,680
Closed -$3.05M
AKAM icon
611
Akamai
AKAM
$17B
– –
-3,667
Closed -$269K
AL
612
DELISTED
Air Lease Corp
AL
– –
-15,868
Closed -$666K
ALEX
613
DELISTED
Alexander & Baldwin
ALEX
– –
-12,082
Closed -$284K
ALNY icon
614
Alnylam Pharmaceuticals
ALNY
$36B
– –
-5,493
Closed -$541K
OSG
615
Octave Specialty Group
OSG
$250M
– –
-24,043
Closed -$477K
AMC icon
616
AMC Entertainment Holdings
AMC
$2.06B
– –
-1,747
Closed -$278K
AMD icon
617
Advanced Micro Devices
AMD
$856B
– –
-38,010
Closed -$570K
AN icon
618
AutoNation
AN
$6.9B
– –
-17,678
Closed -$859K
APLE icon
619
Apple Hospitality REIT
APLE
$3.95B
– –
-47,978
Closed -$858K
ARWR icon
620
Arrowhead Research
ARWR
$12.2B
– –
-12,424
Closed -$169K
ASB icon
621
Associated Banc-Corp
ASB
$5.79B
– –
-94,632
Closed -$2.58M
AVA icon
622
Avista
AVA
$3.5B
– –
-13,250
Closed -$698K
AXS icon
623
AXIS Capital
AXS
$8.52B
– –
-18,063
Closed -$1M
AXTA icon
624
Axalta
AXTA
$7.03B
– –
-8,217
Closed -$249K
AZO icon
625
AutoZone
AZO
$47.9B
– –
-2,434
Closed -$1.63M
23 24
25
26 27

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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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.