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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
VFC icon
801
VF Corp
VFC
$6.49B
– –
-7,596
Closed -$583K
VIAV icon
802
Viavi Solutions
VIAV
$10.3B
– –
-162,164
Closed -$1.66M
VLY icon
803
Valley National Bancorp
VLY
$8.01B
– –
-84,595
Closed -$1.03M
VRTX icon
804
Vertex Pharmaceuticals
VRTX
$120B
– –
-1,548
Closed -$263K
VRTS icon
805
Virtus Investment Partners
VRTS
$1.09B
– –
-3,242
Closed -$415K
VZ icon
806
Verizon
VZ
$183B
– –
-33,931
Closed -$1.71M
WDAY icon
807
Workday
WDAY
$31.6B
– –
-2,230
Closed -$270K
WERN icon
808
Werner Enterprises
WERN
$2.63B
– –
-15,795
Closed -$593K
WHR icon
809
Whirlpool
WHR
$2.31B
– –
-3,151
Closed -$461K
WST icon
810
West Pharmaceutical
WST
$25.1B
– –
-5,832
Closed -$579K
ZION icon
811
Zions Bancorporation
ZION
$10.1B
– –
-24,036
Closed -$1.27M
ZWS icon
812
Zurn Elkay Water Solutions
ZWS
$8.05B
– –
-36,351
Closed -$509K
PRKS icon
813
United Parks & Resorts
PRKS
$2.08B
– –
-29,736
Closed -$649K
TECX
814
Tectonic Therapeutic
TECX
$596M
– –
-1,002
Closed -$343K
LGF.A
815
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
– –
-23,051
Closed -$572K
NVRO
816
DELISTED
NEVRO CORP.
NVRO
– –
-2,789
Closed -$223K
SYRS
817
DELISTED
Syros Pharmaceuticals, Inc. Common Stock
SYRS
– –
-2,967
Closed -$303K
SUM
818
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
– –
-12,103
Closed -$312K
LUMO
819
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
– –
-3,101
Closed -$133K
MOR
820
DELISTED
MorphoSys AG American Depositary Shares
MOR
– –
-9,553
Closed -$290K
SIX
821
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-6,839
Closed -$479K
MOTS
822
DELISTED
Motus GI Holdings, Inc. Common Stock
MOTS
– –
-52
Closed -$113K
CPE
823
DELISTED
Callon Petroleum Company
CPE
– –
-2,721
Closed -$292K
MDRX
824
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-29,154
Closed -$350K
PACW
825
DELISTED
PacWest Bancorp
PACW
– –
-23,223
Closed -$1.15M
31 32
33
34 35

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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.