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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
+5.19%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$378M
AUM Growth
-$15.6M
Cap. Flow
-$31.1M
Cap. Flow %
-8.24%
Top 10 Hldgs %
7.86%
Holding
615
New
185
Increased
116
Reduced
133
Closed
179

Top Buys

Rank Stock Value
1
BTI icon
British American Tobacco
BTI
+$2.78M
2
BA icon
Boeing
BA
+$2.5M
3
KDP icon
Keurig Dr Pepper
KDP
+$2.46M
4
VIAB
Viacom Inc. Class B
VIAB
+$2.45M
5
CCI icon
Crown Castle
CCI
+$2.36M

Top Sells

Rank Stock Value
1
DE icon
Deere & Co
DE
+$3.45M
2
CSX icon
CSX Corp
CSX
+$3.08M
3
HD icon
Home Depot
HD
+$3M
4
TJX icon
TJX Companies
TJX
+$3M
5
DIS icon
Walt Disney
DIS
+$2.86M

Sector Composition

Rank Sector Weight
1 Financials 17.19%
2 Consumer Discretionary 12.83%
3 Industrials 11.51%
4 Real Estate 11.3%
5 Healthcare 10.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RITM icon
251
Rithm Capital
RITM
$5.02B
$456K 0.12%
27,236
-11,382
-29% -$186K
COL
252
DELISTED
Rockwell Collins
COL
$456K 0.12%
3,491
-8,636
-71% -$1.05M
CNOB icon
253
Center Bancorp
CNOB
$1.59B
$454K 0.12%
+18,463
New +$419K
BIO icon
254
Bio-Rad Laboratories Class A
BIO
$8.37B
$449K 0.12%
2,019
-792
-28% -$178K
RCL icon
255
Royal Caribbean
RCL
$76B
$448K 0.12%
3,777
-18,637
-83% -$2.18M
XEL icon
256
Xcel Energy
XEL
$50.3B
$447K 0.12%
9,444
+4,644
+97% +$223K
LW icon
257
Lamb Weston
LW
$6.67B
$446K 0.12%
9,518
-28,844
-75% -$1.29M
BF.B icon
258
Brown-Forman Class B
BF.B
$11.8B
$445K 0.12%
12,808
+1,619
+14% +$52.6K
AVB icon
259
AvalonBay Communities
AVB
$27.1B
$443K 0.12%
+2,482
New +$465K
G icon
260
Genpact
G
$5.08B
$442K 0.12%
15,383
+7,810
+103% +$222K
IT icon
261
Gartner
IT
$8.75B
$440K 0.12%
3,535
+176
+5% +$21.8K
RRGB icon
262
Red Robin
RRGB
$130M
$439K 0.12%
+6,554
New +$398K
CA
263
DELISTED
CA, Inc.
CA
$437K 0.12%
+13,079
New +$433K
NUVA
264
DELISTED
NuVasive, Inc.
NUVA
$431K 0.11%
7,779
+4,533
+140% +$300K
MET icon
265
MetLife
MET
$59.5B
$430K 0.11%
8,281
-49,243
-86% -$2.4M
XYL icon
266
Xylem
XYL
$27.6B
$427K 0.11%
6,814
-9,880
-59% -$591K
DNKN
267
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$426K 0.11%
8,033
-4,388
-35% -$233K
FUL icon
268
H.B. Fuller
FUL
$2.96B
$424K 0.11%
+7,305
New +$382K
PDCO
269
DELISTED
Patterson Companies, Inc.
PDCO
$424K 0.11%
10,982
-2,446
-18% -$97.6K
WBC
270
DELISTED
WABCO HOLDINGS INC.
WBC
$423K 0.11%
2,856
-142
-5% -$19.7K
ASTE icon
271
Astec Industries
ASTE
$1.3B
$422K 0.11%
+7,537
New +$384K
RTX icon
272
RTX Corp
RTX
$282B
$422K 0.11%
5,778
-1,795
-24% -$133K
UCTT
273
Ultra Clean Holdings
UCTT
$4.51B
$422K 0.11%
+21,651
New +$512K
AFL icon
274
Aflac
AFL
$63B
$420K 0.11%
10,328
-25,794
-71% -$1.04M
CMCSA icon
275
Comcast
CMCSA
$80.6B
$413K 0.11%
10,720
+5,326
+99% +$210K
9 10
11
12 13

Similar funds

TMNFIC
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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 2017 Portfolio in Review

As of Q3 2017, Quantitative Systematic Strategies held 615 positions worth $378M, down 4% from $393M the previous quarter. Its ten largest holdings account for 7.9% of the portfolio.

Quantitative Systematic Strategies withdrew a net $31.1M in Q3 2017, closing 179 positions and reducing 133 holdings. Its most notable exit was Deere & Co, an estimated $3.45M position sold in full.

By sector, the portfolio is most concentrated in Financials at 17% of assets, up from 16% a quarter earlier, followed by Consumer Discretionary and Industrials.

Against the trend, Quantitative Systematic Strategies opened a new position in British American Tobacco worth $2.69M.

  • Quantitative Systematic Strategies's largest Q3 2017 buy was British American Tobacco: 43,130 shares worth $2.69M.
  • Quantitative Systematic Strategies added most to Crown Castle in Q3 2017, an estimated $2.36M increase.
  • Quantitative Systematic Strategies's biggest Q3 2017 reduction was American Airlines Group, cutting an estimated $2.64M.
  • Quantitative Systematic Strategies fully exited Deere & Co in Q3 2017, selling an estimated $3.45M.
  • Quantitative Systematic Strategies's ten largest holdings make up 7.9% of its $378M portfolio in Q3 2017.
  • Quantitative Systematic Strategies opened 185 new positions and closed 179 in Q3 2017.
  • Quantitative Systematic Strategies's portfolio value fell 4% quarter-over-quarter to $378M.

Based on Quantitative Systematic Strategies's 13F filing for Q3 2017, filed 18 Oct 2017.