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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
ORI icon
751
Old Republic International
ORI
$10.1B
– –
-70,150
Closed -$1.4M
OSK icon
752
Oshkosh
OSK
$9.48B
– –
-22,183
Closed -$1.56M
PAG icon
753
Penske Automotive Group
PAG
$14.2B
– –
-12,674
Closed -$594K
PANW icon
754
Palo Alto Networks
PANW
$265B
– –
-11,586
Closed -$397K
PARA
755
DELISTED
Paramount Global Class B
PARA
– –
-28,681
Closed -$1.61M
PBPB
756
DELISTED
Potbelly
PBPB
– –
-11,265
Closed -$146K
PCH
757
DELISTED
PotlatchDeltic
PCH
– –
-9,106
Closed -$463K
PLCE icon
758
Children's Place
PLCE
$58.7M
– –
-7,176
Closed -$867K
P
759
Everpure Inc
P
$25B
– –
-33,000
Closed -$788K
PWR icon
760
Quanta Services
PWR
$98.1B
– –
-12,505
Closed -$418K
PYPL icon
761
PayPal
PYPL
$49.4B
– –
-6,519
Closed -$543K
PZZA icon
762
Papa John's
PZZA
$999M
– –
-14,198
Closed -$720K
RCI icon
763
Rogers Communications
RCI
$17.6B
– –
-7,874
Closed -$374K
RDN icon
764
Radian Group
RDN
$5.07B
– –
-17,458
Closed -$283K
RES icon
765
RPC Inc
RES
$1.3B
– –
-11,572
Closed -$169K
REXR icon
766
Rexford Industrial Realty
REXR
$8.12B
– –
-10,951
Closed -$344K
ROP icon
767
Roper Technologies
ROP
$35.8B
– –
-1,169
Closed -$323K
ROST icon
768
Ross Stores
ROST
$74.5B
– –
-11,542
Closed -$978K
RRR icon
769
Red Rock Resorts
RRR
$3.67B
– –
-18,126
Closed -$607K
SBCF icon
770
Seacoast Banking Corp of Florida
SBCF
$3.21B
– –
-16,427
Closed -$519K
SBH icon
771
Sally Beauty Holdings
SBH
$1.38B
– –
-22,734
Closed -$364K
SEM
772
DELISTED
Select Medical
SEM
– –
-69,561
Closed -$680K
SGMO
773
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-10,881
Closed -$155K
SLG icon
774
SL Green Realty
SLG
$3.81B
– –
-5,248
Closed -$511K
SPB icon
775
Spectrum Brands
SPB
$2.01B
– –
-3,767
Closed -$307K
29 30
31
32 33

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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.