We are live on
!
Find out more
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
(-3.4%)
Cap. Flow
-$32.3M
Cap. Flow
% of AUM
-6.13%
Top 10 Holdings %
Top 10 Hldgs %
7.7%
Holding
900
New
294
Increased
160
Reduced
152
Closed
294
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Douglas Emmett
DEI
|
+$3.71M |
| 2 |
SNV
Synovus
SNV
|
+$3.52M |
| 3 |
Prologis
PLD
|
+$3.16M |
| 4 |
Procter & Gamble
PG
|
+$3.05M |
| 5 |
TSS
Total System Services, Inc.
TSS
|
+$2.85M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Colgate-Palmolive
CL
|
+$4.75M |
| 2 |
Fidelity National Information Services
FIS
|
+$4.15M |
| 3 |
Bank of America
BAC
|
+$3.62M |
| 4 |
Arthur J. Gallagher & Co
AJG
|
+$3.05M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
MNDT
251
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $695K | 0.13% |
+40,892
| New | +$654K |
|
252
Vodafone
VOD
$35.1B
| $693K | 0.13% |
+31,925
| New | +$742K |
|
253
Manulife Financial
MFC
$71.6B
| $688K | 0.13% |
38,460
-19,738
| -34% | -$359K |
|
254
Digital Realty Trust
DLR
$66.4B
| $682K | 0.13% |
+6,039
| New | +$723K |
|
255
Yelp
YELP
$1.35B
| $682K | 0.13% |
13,870
-11,044
| -44% | -$482K |
|
256
Trimble
TRMB
$11.7B
| $681K | 0.13% |
+15,677
| New | +$613K |
|
257
Centene
CNC
$31.5B
| $670K | 0.13% |
9,250
+3,824
| +70% | +$265K |
|
|
WMGI
258
DELISTED
Wright Medical Group Inc
WMGI
| $669K | 0.13% |
+23,042
| New | +$621K |
|
259
Kennametal
KMT
$2.66B
| $657K | 0.12% |
+15,084
| New | +$598K |
|
260
JB Hunt Transport Services
JBHT
$27.2B
| $656K | 0.12% |
+5,516
| New | +$671K |
|
261
Walker & Dunlop
WD
$1.61B
| $654K | 0.12% |
+12,373
| New | +$687K |
|
262
ScottsMiracle-Gro
SMG
$3.93B
| $649K | 0.12% |
8,242
+4,629
| +128% | +$364K |
|
263
Fluor
FLR
$7.44B
| $647K | 0.12% |
+11,130
| New | +$606K |
|
|
XIFR
264
XPLR Infrastructure LP
XIFR
$1.18B
| $647K | 0.12% |
13,334
+4,619
| +53% | +$219K |
|
265
Teradata
TDC
$2.6B
| $645K | 0.12% |
17,116
-21,049
| -55% | -$849K |
|
|
SFLY
266
DELISTED
Shutterfly, Inc.
SFLY
| $645K | 0.12% |
9,785
+1,232
| +14% | +$97.5K |
|
|
BIG
267
DELISTED
Big Lots, Inc.
BIG
| $643K | 0.12% |
+15,386
| New | +$679K |
|
268
Incyte
INCY
$23.3B
| $637K | 0.12% |
+9,228
| New | +$633K |
|
269
NRG Energy
NRG
$30.2B
| $629K | 0.12% |
16,817
-1,501
| -8% | -$50.3K |
|
270
Tapestry
TPR
$28.1B
| $625K | 0.12% |
12,430
+2,088
| +20% | +$102K |
|
271
Applied Materials
AMAT
$447B
| $624K | 0.12% |
16,132
-10,318
| -39% | -$456K |
|
|
CPLG
272
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
| $621K | 0.12% |
+31,927
| New | +$738K |
|
273
Pinnacle Financial Partners Inc
PNFP
$15.1B
| $619K | 0.12% |
10,294
+4,578
| +80% | +$290K |
|
274
MSCI
MSCI
$40.2B
| $618K | 0.12% |
+3,484
| New | +$605K |
|
|
CLDT
275
Chatham Lodging
CLDT
$620M
| $615K | 0.12% |
29,427
+19
| +0.1% | +$406 |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.