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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
ELGX
576
DELISTED
Endologix Inc
ELGX
$95K 0.02%
4,991
+3,629
+266% +$129K
UMC icon
577
United Microelectronic
UMC
$48.9B
$94K 0.02%
+36,255
New +$99K
S
578
DELISTED
Sprint Corporation
S
$92K 0.02%
14,087
-2,233
-14% -$13.3K
ACHN
579
DELISTED
Achillion Pharmaceuticals
ACHN
$89K 0.02%
+24,059
New +$71.7K
PVG
580
DELISTED
PRETIUM RESOURCES INC.
PVG
$86K 0.02%
11,255
-12,864
-53% -$106K
BTE icon
581
Baytex Energy
BTE
$3.08B
$83K 0.02%
+28,441
New +$87.2K
JE
582
DELISTED
Just Energy Group Inc
JE
$83K 0.02%
+810
New +$89.5K
BBD icon
583
Banco Bradesco
BBD
$38.1B
$82K 0.02%
18,575
-23,962
-56% -$110K
CALA
584
DELISTED
Calithera Biosciences, Inc
CALA
$80K 0.02%
+764
New +$72.8K
ORC
585
Orchid Island Capital
ORC
$1.31B
$76K 0.01%
+2,101
New +$82.4K
HPR
586
DELISTED
HighPoint Resources Corporation
HPR
$71K 0.01%
+290
New +$82.8K
NEOS
587
DELISTED
Neos Therapeutics, Inc
NEOS
$69K 0.01%
14,265
+534
+4% +$3.03K
ADVM
588
DELISTED
Adverum Biotechnologies
ADVM
$68K 0.01%
+1,128
New +$63.4K
CSLT
589
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$67K 0.01%
+24,712
New +$87.3K
HBIO icon
590
Harvard Bioscience
HBIO
$27.1M
$66K 0.01%
+1,267
New +$71.1K
SBBP
591
DELISTED
Strongbridge Biopharma plc.
SBBP
$65K 0.01%
+13,368
New +$68.4K
ATHX
592
DELISTED
Athersys, Inc. Common Stock
ATHX
$62K 0.01%
+1,184
New +$58.7K
SENS icon
593
Senseonics Holdings Inc
SENS
$254M
$61K 0.01%
+636
New +$52.1K
TTPH
594
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$59K 0.01%
+1,073
New +$68.5K
RRD
595
DELISTED
RR Donnelley & Sons Co.
RRD
$58K 0.01%
+10,709
New +$57.7K
AVDL
596
DELISTED
Avadel Pharmaceuticals
AVDL
$57K 0.01%
12,985
-12,296
-49% -$66.4K
SVM
597
Silvercorp Metals
SVM
$2.13B
$48K 0.01%
+19,412
New +$51.5K
SRGA
598
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$47K 0.01%
+345
New +$47.6K
AMR
599
DELISTED
Alta Mesa Resources Inc
AMR
$47K 0.01%
11,331
-3,574
-24% -$19.6K
IMDZ
600
DELISTED
Immune Design Corp.
IMDZ
$47K 0.01%
+13,716
New +$51.5K
22 23
24
25 26

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GPC
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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.