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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
SPG icon
776
Simon Property Group
SPG
$73B
– –
-9,916
Closed -$1.69M
SPOT icon
777
Spotify
SPOT
$96.4B
– –
-3,215
Closed -$541K
SPWH icon
778
Sportsman's Warehouse
SPWH
$44.9M
– –
-23,339
Closed -$119K
SRRK icon
779
Scholar Rock
SRRK
$5.93B
– –
-12,394
Closed -$193K
STC icon
780
Stewart Information Services
STC
$1.95B
– –
-8,648
Closed -$372K
STM icon
781
STMicroelectronics
STM
$47.7B
– –
-61,442
Closed -$1.36M
SUI icon
782
Sun Communities
SUI
$14.8B
– –
-10,097
Closed -$988K
TEL icon
783
TE Connectivity
TEL
$58B
– –
-14,034
Closed -$1.26M
TEX icon
784
Terex
TEX
$7.83B
– –
-9,309
Closed -$393K
TFIN icon
785
Triumph Financial Inc
TFIN
$1.9B
– –
-10,884
Closed -$444K
TGTX icon
786
TG Therapeutics
TGTX
$8.5B
– –
-11,086
Closed -$146K
TKC icon
787
Turkcell
TKC
$4.88B
– –
-18,047
Closed -$118K
TMO icon
788
Thermo Fisher Scientific
TMO
$213B
– –
-2,123
Closed -$440K
TNL icon
789
Travel + Leisure Co
TNL
$4.5B
– –
-9,574
Closed -$424K
TOL icon
790
Toll Brothers
TOL
$13.7B
– –
-43,356
Closed -$1.6M
TRVG
791
trivago
TRVG
$370M
– –
-2,560
Closed -$58K
TTSH
792
DELISTED
Tile Shop Holdings
TTSH
– –
-38,383
Closed -$296K
UAA icon
793
Under Armour
UAA
$2.87B
– –
-20,202
Closed -$454K
UE icon
794
Urban Edge Properties
UE
$2.89B
– –
-35,374
Closed -$809K
UFCS icon
795
United Fire Group
UFCS
$1.27B
– –
-8,744
Closed -$477K
ULTA icon
796
Ulta Beauty
ULTA
$20.5B
– –
-3,644
Closed -$851K
UNH icon
797
UnitedHealth
UNH
$385B
– –
-4,107
Closed -$1.01M
USFD icon
798
US Foods
USFD
$21B
– –
-42,169
Closed -$1.59M
VCEL icon
799
Vericel Corp
VCEL
$2.3B
– –
-11,137
Closed -$108K
VCTR icon
800
Victory Capital Holdings
VCTR
$6.03B
– –
-19,205
Closed -$203K
30 31
32
33 34

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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.