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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
OVV icon
551
Ovintiv
OVV
$17.8B
$149K 0.03%
2,273
-207
-8% -$13.4K
VRAY
552
DELISTED
ViewRay, Inc.
VRAY
$148K 0.03%
15,806
-21,634
-58% -$213K
VNTR
553
DELISTED
Venator Materials PLC
VNTR
$145K 0.03%
+16,097
New +$208K
HMHC
554
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$145K 0.03%
+20,770
New +$140K
SWCH
555
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$142K 0.03%
+13,118
New +$158K
GNK icon
556
Genco Shipping & Trading
GNK
$1.14B
$141K 0.03%
+10,094
New +$143K
ELF icon
557
e.l.f. Beauty
ELF
$4.54B
$132K 0.03%
+10,334
New +$142K
IPI icon
558
Intrepid Potash
IPI
$455M
$132K 0.03%
+3,681
New +$135K
TCRT icon
559
Alaunos Therapeutics
TCRT
$4.69M
$129K 0.02%
+269
New +$115K
PVLA
560
Palvella Therapeutics
PVLA
$2B
$129K 0.02%
+289
New +$126K
SGYP
561
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$127K 0.02%
+74,991
New +$134K
EZPW icon
562
Ezcorp Inc
EZPW
$1.87B
$126K 0.02%
11,757
-29,472
-71% -$336K
LOMA
563
Loma Negra
LOMA
$1.36B
$122K 0.02%
+13,785
New +$131K
INWK
564
DELISTED
InnerWorkings, Inc.
INWK
$115K 0.02%
+14,506
New +$114K
KOS icon
565
Kosmos Energy
KOS
$1.58B
$114K 0.02%
12,188
-6,546
-35% -$55.3K
IMGN
566
DELISTED
Immunogen Inc
IMGN
$112K 0.02%
11,799
-1,705
-13% -$16.4K
BDSI
567
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$107K 0.02%
38,340
+19,167
+100% +$53.8K
TXMD icon
568
TherapeuticsMD
TXMD
$24.2M
$106K 0.02%
+323
New +$99K
DFRG
569
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$103K 0.02%
+12,467
New +$124K
PDS
570
Precision Drilling
PDS
$1.1B
$102K 0.02%
+1,475
New +$108K
RLGT icon
571
Radiant Logistics
RLGT
$415M
$99K 0.02%
+16,700
New +$73.5K
BVH
572
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$99K 0.02%
+2,669
New +$107K
NG icon
573
NovaGold Resources
NG
$2.63B
$98K 0.02%
+26,496
New +$107K
ZNGA
574
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$97K 0.02%
+24,269
New +$97.7K
HBM icon
575
Hudbay
HBM
$10.1B
$96K 0.02%
18,975
-21,823
-53% -$108K
21 22
23
24 25

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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.