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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
GLOG
851
DELISTED
GASLOG LTD
GLOG
– –
-16,020
Closed -$306K
PRSP
852
DELISTED
Perspecta Inc. Common Stock
PRSP
– –
-14,007
Closed -$288K
GLUU
853
DELISTED
Glu Mobile Inc.
GLUU
– –
-29,691
Closed -$190K
OXFD
854
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
– –
-10,770
Closed -$139K
PE
855
DELISTED
PARSLEY ENERGY INC
PE
– –
-23,571
Closed -$714K
TIF
856
DELISTED
Tiffany & Co.
TIF
– –
-14,690
Closed -$1.93M
HDS
857
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-39,905
Closed -$1.71M
FRAN
858
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-2,124
Closed -$192K
NBL
859
DELISTED
Noble Energy, Inc.
NBL
– –
-28,005
Closed -$988K
AFH
860
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
– –
-10,968
Closed -$96K
BFYT
861
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
– –
-9,585
Closed -$310K
LM
862
DELISTED
Legg Mason, Inc.
LM
– –
-60,601
Closed -$2.1M
PTLA
863
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
-6,200
Closed -$234K
TECD
864
DELISTED
Tech Data Corp
TECD
– –
-2,799
Closed -$230K
WBC
865
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-2,120
Closed -$248K
TSG
866
DELISTED
The Stars Group Inc.
TSG
– –
-6,407
Closed -$233K
CYOU
867
DELISTED
Changyou.com Limited American Depositary Share
CYOU
– –
-14,967
Closed -$249K
AVX
868
DELISTED
AVX Corporation
AVX
– –
-14,518
Closed -$227K
BOLD
869
DELISTED
Audentes Therapeutics, Inc
BOLD
– –
-6,058
Closed -$231K
PVTL
870
DELISTED
Pivotal Software, Inc.
PVTL
– –
-14,201
Closed -$345K
AABA
871
DELISTED
Altaba Inc
AABA
– –
-9,379
Closed -$687K
LLL
872
DELISTED
L3 Technologies, Inc.
LLL
– –
-1,577
Closed -$303K
TVPT
873
DELISTED
Travelport Worldwide Limited
TVPT
– –
-13,462
Closed -$250K
HZNP
874
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-10,375
Closed -$172K
TFCFA
875
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-10,067
Closed -$500K
32 33 34
35
36

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FSCP
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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.