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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
CVLT icon
651
Commault Systems
CVLT
$5.85B
– –
-8,437
Closed -$556K
CZR icon
652
Caesars Entertainment
CZR
$6.09B
– –
-9,082
Closed -$355K
D icon
653
Dominion Energy
D
$62.8B
– –
-22,795
Closed -$1.55M
DE icon
654
Deere & Co
DE
$165B
– –
-3,691
Closed -$516K
DEA
655
Easterly Government Properties
DEA
$1.17B
– –
-12,022
Closed -$594K
DG icon
656
Dollar General
DG
$25.4B
– –
-22,399
Closed -$2.21M
DLTR icon
657
Dollar Tree
DLTR
$22.6B
– –
-15,140
Closed -$1.29M
DOC icon
658
Healthpeak Properties
DOC
$15.2B
– –
-41,032
Closed -$1.06M
DUK icon
659
Duke Energy
DUK
$101B
– –
-13,113
Closed -$1.04M
DVN icon
660
Devon Energy
DVN
$52.2B
– –
-19,115
Closed -$840K
DY icon
661
Dycom Industries
DY
$13.2B
– –
-6,255
Closed -$591K
EA icon
662
Electronic Arts
EA
$52.4B
– –
-12,960
Closed -$1.83M
EDU icon
663
New Oriental
EDU
$7.85B
– –
-7,936
Closed -$751K
EG icon
664
Everest Group
EG
$14.9B
– –
-2,522
Closed -$581K
EIX icon
665
Edison International
EIX
$30.6B
– –
-4,724
Closed -$299K
EL icon
666
Estee Lauder
EL
$28.9B
– –
-1,596
Closed -$228K
EQH icon
667
Equitable Holdings
EQH
$12.9B
– –
-54,720
Closed -$1.13M
EQR icon
668
Equity Residential
EQR
$25.6B
– –
-17,683
Closed -$1.13M
EQT icon
669
EQT Corp
EQT
$33.4B
– –
-25,334
Closed -$761K
ESGR
670
DELISTED
Enstar Group
ESGR
– –
-2,186
Closed -$453K
EWBC icon
671
East-West Bancorp
EWBC
$17.9B
– –
-13,926
Closed -$908K
FATE icon
672
Fate Therapeutics
FATE
$294M
– –
-11,350
Closed -$129K
FBIN icon
673
Fortune Brands Innovations
FBIN
$5.94B
– –
-18,191
Closed -$835K
FBK icon
674
FB Financial Corp
FBK
$2.91B
– –
-8,416
Closed -$343K
FFIV icon
675
F5
FFIV
$21.9B
– –
-1,954
Closed -$337K
25 26
27
28 29

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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.