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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
(-4%)
Cap. Flow
-$31.1M
Cap. Flow
% of AUM
-8.24%
Top 10 Holdings %
Top 10 Hldgs %
7.86%
Holding
615
New
185
Increased
116
Reduced
133
Closed
179
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
British American Tobacco
BTI
|
+$2.78M |
| 2 |
Boeing
BA
|
+$2.5M |
| 3 |
Keurig Dr Pepper
KDP
|
+$2.46M |
| 4 |
VIAB
Viacom Inc. Class B
VIAB
|
+$2.45M |
| 5 |
Crown Castle
CCI
|
+$2.36M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Deere & Co
DE
|
+$3.45M |
| 2 |
CSX Corp
CSX
|
+$3.08M |
| 3 |
Home Depot
HD
|
+$3M |
| 4 |
TJX Companies
TJX
|
+$3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
276
Invesco
IVZ
$13.2B
| $413K | 0.11% |
11,782
-486
| -4% | -$16.6K |
|
277
Visteon
VC
$2.67B
| $410K | 0.11% |
+3,311
| New | +$375K |
|
278
Lincoln Electric
LECO
$13.7B
| $402K | 0.11% |
4,390
-499
| -10% | -$44.6K |
|
|
EDR
279
DELISTED
Education Realty Trust Inc
EDR
| $402K | 0.11% |
+11,179
| New | +$428K |
|
280
Peabody Energy
BTU
$2.9B
| $399K | 0.11% |
+13,746
| New | +$388K |
|
|
EFII
281
DELISTED
Electronics for Imaging
EFII
| $398K | 0.11% |
9,317
+4,013
| +76% | +$164K |
|
282
Alliant Energy
LNT
$19.2B
| $396K | 0.1% |
9,516
+3,699
| +64% | +$154K |
|
|
SAFE
283
DELISTED
Safehold Inc.
SAFE
| $396K | 0.1% |
+21,265
| New | +$409K |
|
284
Trinity Industries
TRN
$2.92B
| $395K | 0.1% |
17,203
+6,980
| +68% | +$144K |
|
285
Palo Alto Networks
PANW
$265B
| $391K | 0.1% |
+16,272
| New | +$371K |
|
|
CNSL
286
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $390K | 0.1% |
+20,436
| New | +$385K |
|
287
Casey's General Stores
CASY
$32.4B
| $389K | 0.1% |
+3,558
| New | +$378K |
|
288
Teradata
TDC
$2.6B
| $388K | 0.1% |
+11,481
| New | +$357K |
|
289
Consolidated Edison
ED
$41.6B
| $384K | 0.1% |
+4,757
| New | +$394K |
|
290
NiSource
NI
$22.4B
| $384K | 0.1% |
+15,002
| New | +$395K |
|
291
Timken Company
TKR
$9.79B
| $377K | 0.1% |
7,773
-1,460
| -16% | -$67.3K |
|
292
Vertex Pharmaceuticals
VRTX
$120B
| $377K | 0.1% |
+2,480
| New | +$373K |
|
293
Roper Technologies
ROP
$35.8B
| $375K | 0.1% |
+1,542
| New | +$362K |
|
294
Seacoast Banking Corp of Florida
SBCF
$3.21B
| $371K | 0.1% |
+15,522
| New | +$359K |
|
295
SL Green Realty
SLG
$3.81B
| $370K | 0.1% |
3,777
+235
| +7% | +$22.8K |
|
296
Darling Ingredients
DAR
$10.1B
| $368K | 0.1% |
+20,987
| New | +$355K |
|
297
NetApp
NTAP
$32.3B
| $367K | 0.1% |
+8,396
| New | +$347K |
|
|
AZUL
298
DELISTED
Azul
AZUL
| $361K | 0.1% |
13,162
-3,206
| -20% | -$82.1K |
|
299
Piper Sandler
PIPR
$5.12B
| $358K | 0.09% |
24,100
+9,944
| +70% | +$147K |
|
|
SBNY
300
DELISTED
Signature Bank
SBNY
| $353K | 0.09% |
2,757
-3,800
| -58% | -$499K |
|
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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.