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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
FFWM
676
DELISTED
First Foundation Inc
FFWM
– –
-14,721
Closed -$273K
FIS icon
677
Fidelity National Information Services
FIS
$20.7B
– –
-39,149
Closed -$4.15M
FLEX icon
678
Flex
FLEX
$46.9B
– –
-43,504
Closed -$463K
FMC icon
679
FMC
FMC
$1.46B
– –
-9,661
Closed -$747K
FNKO icon
680
Funko
FNKO
$319M
– –
-14,032
Closed -$176K
FOLD
681
DELISTED
Amicus Therapeutics
FOLD
– –
-11,478
Closed -$179K
FRT icon
682
Federal Realty Investment Trust
FRT
$10.8B
– –
-7,735
Closed -$979K
FUL icon
683
H.B. Fuller
FUL
$2.96B
– –
-23,306
Closed -$1.25M
GDDY icon
684
GoDaddy
GDDY
$11.6B
– –
-10,504
Closed -$742K
GLW icon
685
Corning
GLW
$134B
– –
-42,258
Closed -$1.16M
GM icon
686
General Motors
GM
$73B
– –
-30,969
Closed -$1.22M
GME icon
687
GameStop
GME
$9.58B
– –
-41,528
Closed -$151K
GPI icon
688
Group 1 Automotive
GPI
$3.89B
– –
-6,144
Closed -$387K
GPMT
689
Granite Point Mortgage Trust
GPMT
$64.2M
– –
-13,003
Closed -$239K
GTLS
690
DELISTED
Chart Industries
GTLS
– –
-8,491
Closed -$524K
GYRE icon
691
Gyre Therapeutics
GYRE
$670M
– –
-1,372
Closed -$120K
HCSG icon
692
Healthcare Services Group
HCSG
$1.54B
– –
-5,854
Closed -$253K
HD icon
693
Home Depot
HD
$324B
– –
-9,645
Closed -$1.88M
HELE icon
694
Helen of Troy
HELE
$625M
– –
-3,442
Closed -$339K
HLT icon
695
Hilton Worldwide
HLT
$72.9B
– –
-33,636
Closed -$2.66M
MCHB
696
Mechanics Bancorp
MCHB
$3.53B
– –
-15,667
Closed -$422K
HPQ icon
697
HP
HPQ
$22.4B
– –
-61,818
Closed -$1.4M
HRTG icon
698
Heritage Insurance Holdings
HRTG
$796M
– –
-14,687
Closed -$245K
HTGC icon
699
Hercules Capital
HTGC
$2.93B
– –
-13,323
Closed -$169K
IBM icon
700
IBM
IBM
$195B
– –
-1,975
Closed -$264K
26 27
28
29 30

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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.