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
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
NXTM
876
DELISTED
NxStage Medical Inc.
NXTM
– –
-7,747
Closed -$216K
AHL
877
DELISTED
ASPEN Insurance Holding Limited
AHL
– –
-30,451
Closed -$1.24M
P
878
DELISTED
Pandora Media Inc
P
– –
-26,948
Closed -$212K
WRD
879
DELISTED
WildHorse Resource Development
WRD
– –
-13,335
Closed -$338K
IMPV
880
DELISTED
Imperva, Inc.
IMPV
– –
-11,722
Closed -$566K
AET
881
DELISTED
Aetna Inc
AET
– –
-2,992
Closed -$549K
COL
882
DELISTED
Rockwell Collins
COL
– –
-2,026
Closed -$273K
PF
883
DELISTED
Pinnacle Foods, Inc.
PF
– –
-28,130
Closed -$1.83M
EVHC
884
DELISTED
Envision Healthcare Holdings Inc
EVHC
– –
-11,243
Closed -$495K
ANDV
885
DELISTED
Andeavor
ANDV
– –
-6,806
Closed -$893K
EDR
886
DELISTED
Education Realty Trust Inc
EDR
– –
-9,300
Closed -$386K
SHLM
887
DELISTED
Schulman (A.) Inc
SHLM
– –
-8,925
Closed -$397K
RSPP
888
DELISTED
RSP Permian, Inc.
RSPP
– –
-5,851
Closed -$258K
ZGNX
889
DELISTED
Zogenix, Inc.
ZGNX
– –
-5,415
Closed -$239K
DCT
890
DELISTED
DCT Industrial Trust Inc.
DCT
– –
-22,710
Closed -$1.51M
ESV
891
DELISTED
Ensco Rowan plc
ESV
– –
-5,700
Closed -$166K
ATVI
892
DELISTED
Activision Blizzard
ATVI
– –
-15,669
Closed -$1.2M
NAV.PRD
893
DELISTED
Navistar International Corporation Cumulative Convertible Junior Preference Stock, Series D
NAV.PRD
– –
-5,436
Closed -$221K
CY
894
DELISTED
Cypress Semiconductor
CY
– –
-112,281
Closed -$1.75M
CELG
895
DELISTED
Celgene Corp
CELG
– –
-4,413
Closed -$350K
DO
896
DELISTED
Diamond Offshore Drilling
DO
– –
-13,202
Closed -$275K
CIT
897
DELISTED
CIT Group Inc.
CIT
– –
-52,321
Closed -$2.64M
FNSR
898
DELISTED
Finisar Corp
FNSR
– –
-46,746
Closed -$841K
CZR
899
DELISTED
Caesars Entertainment Corporation
CZR
– –
-17,255
Closed -$185K
BHVN
900
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
– –
-5,183
Closed -$205K
32 33 34 35
36

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.