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 | |
|---|---|---|---|---|---|---|
526
Globant
GLOB
$1.37B
| $203K | 0.04% |
+3,445
| New | +$202K |
|
527
Newmark Group
NMRK
$2.76B
| $203K | 0.04% |
+18,140
| New | +$236K |
|
528
Akebia Therapeutics
AKBA
$325M
| $202K | 0.04% |
+22,925
| New | +$205K |
|
|
AYX
529
DELISTED
Alteryx Inc
AYX
| $202K | 0.04% |
+3,532
| New | +$180K |
|
|
AMRN
530
Amarin Corp
AMRN
$285M
| $201K | 0.04% |
+619
| New | +$46.8K |
|
531
Molina Healthcare
MOH
$10.3B
| $200K | 0.04% |
+1,348
| New | +$172K |
|
|
TPH
532
DELISTED
Tri Pointe Homes
TPH
| $198K | 0.04% |
+15,998
| New | +$237K |
|
533
Ericsson
ERIC
$30.9B
| $196K | 0.04% |
22,303
-178,600
| -89% | -$1.46M |
|
|
TRQ
534
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $190K | 0.04% |
8,986
+4,781
| +114% | +$119K |
|
535
IAMGOLD
IAG
$8.61B
| $189K | 0.04% |
+51,459
| New | +$245K |
|
|
DRNA
536
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
| $187K | 0.04% |
12,273
+1,002
| +9% | +$14.6K |
|
|
JCP
537
DELISTED
J.C. Penney Company, Inc.
JCP
| $182K | 0.03% |
+109,593
| New | +$232K |
|
|
ODP
538
DELISTED
ODP
ODP
| $176K | 0.03% |
+5,470
| New | +$164K |
|
539
TIM SA
TIMB
$10.3B
| $175K | 0.03% |
+12,071
| New | +$188K |
|
540
Griffon
GFF
$4.21B
| $173K | 0.03% |
+10,686
| New | +$191K |
|
541
Companhia Siderúrgica Nacional
SID
$1.41B
| $170K | 0.03% |
+74,599
| New | +$164K |
|
|
MNR
542
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $170K | 0.03% |
+10,143
| New | +$171K |
|
|
CEPU
543
Central Puerto
CEPU
$2.27B
| $164K | 0.03% |
+15,954
| New | +$167K |
|
544
Accuray
ARAY
$27.5M
| $162K | 0.03% |
+35,907
| New | +$142K |
|
|
RJET
545
Republic Airways Holdings
RJET
$812M
| $162K | 0.03% |
+779
| New | +$159K |
|
|
KG
546
Kestrel Group
KG
$72.4M
| $162K | 0.03% |
+2,834
| New | +$307K |
|
547
Bausch Health
BHC
$1.67B
| $159K | 0.03% |
+10,745
| New | +$246K |
|
|
EPZM
548
DELISTED
Epizyme, Inc
EPZM
| $155K | 0.03% |
+14,661
| New | +$167K |
|
549
Gerdau
GGB
$9.46B
| $153K | 0.03% |
+45,742
| New | +$147K |
|
|
ONDK
550
DELISTED
On Deck Capital, Inc.
ONDK
| $151K | 0.03% |
+19,971
| New | +$155K |
|
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.