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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
RAD
826
DELISTED
Rite Aid Corporation
RAD
– –
-854
Closed -$30K
QUOT
827
DELISTED
Quotient Technology Inc
QUOT
– –
-16,965
Closed -$222K
BKI
828
DELISTED
Black Knight, Inc. Common Stock
BKI
– –
-4,100
Closed -$220K
PDCE
829
DELISTED
PDC Energy, Inc.
PDCE
– –
-15,121
Closed -$914K
UNVR
830
DELISTED
Univar Solutions Inc.
UNVR
– –
-9,897
Closed -$260K
USX
831
DELISTED
U.S. Xpress Enterprises, Inc. Class A Common Stock
USX
– –
-30,571
Closed -$463K
JNCE
832
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
– –
-10,622
Closed -$81K
AIMC
833
DELISTED
Altra Industrial Motion Corp
AIMC
– –
-5,056
Closed -$218K
EVOP
834
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
– –
-23,738
Closed -$489K
RFP
835
DELISTED
Resolute Forest Products Inc.
RFP
– –
-22,408
Closed -$232K
COUP
836
DELISTED
Coupa Software Incorporated
COUP
– –
-3,389
Closed -$211K
LCI
837
DELISTED
Lannett Company, Inc.
LCI
– –
-7,041
Closed -$383K
STOR
838
DELISTED
STORE Capital Corporation
STOR
– –
-40,197
Closed -$1.1M
FNHC
839
DELISTED
FedNat Holding Company Common Stock
FNHC
– –
-17,110
Closed -$395K
TWTR
840
DELISTED
Twitter, Inc.
TWTR
– –
-11,799
Closed -$515K
Y
841
DELISTED
Alleghany Corp
Y
– –
-1,210
Closed -$696K
GBT
842
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-4,499
Closed -$203K
ACC
843
DELISTED
American Campus Communities, Inc.
ACC
– –
-17,899
Closed -$768K
MIC
844
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-13,002
Closed -$549K
CERN
845
DELISTED
Cerner Corp
CERN
– –
-13,836
Closed -$827K
RDS.A
846
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-37,561
Closed -$2.6M
ADMS
847
DELISTED
Adamas Pharmaceuticals
ADMS
– –
-10,740
Closed -$277K
WRI
848
DELISTED
Weingarten Realty Investors
WRI
– –
-19,841
Closed -$611K
TLND
849
DELISTED
Talend S.A. American Depositary Shares
TLND
– –
-4,532
Closed -$282K
ALXN
850
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-2,464
Closed -$306K
32 33
34
35 36

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GPC
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CBT
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FSCP
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RG
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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.