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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 | |
|---|---|---|---|---|---|---|
|
BOBE
301
DELISTED
Bob Evans Farms, Inc.
BOBE
| $352K | 0.09% |
4,546
-7,149
| -61% | -$493K |
|
302
Urban Edge Properties
UE
$2.89B
| $351K | 0.09% |
+14,535
| New | +$361K |
|
|
AD
303
Array Digital Infrastructure
AD
$2.95B
| $350K | 0.09% |
+9,881
| New | +$372K |
|
304
Norfolk Southern
NSC
$78.3B
| $348K | 0.09% |
+2,631
| New | +$320K |
|
305
AutoNation
AN
$6.86B
| $346K | 0.09% |
7,299
-46,973
| -87% | -$2.03M |
|
|
CLDT
306
Chatham Lodging
CLDT
$620M
| $344K | 0.09% |
+16,142
| New | +$329K |
|
307
Insperity
NSP
$1.83B
| $344K | 0.09% |
+7,824
| New | +$310K |
|
|
CLGX
308
DELISTED
Corelogic, Inc.
CLGX
| $337K | 0.09% |
7,284
+1,771
| +32% | +$80.4K |
|
|
SRCL
309
DELISTED
Stericycle Inc
SRCL
| $336K | 0.09% |
+4,695
| New | +$345K |
|
310
Celanese
CE
$5.19B
| $330K | 0.09% |
3,162
+908
| +40% | +$89.2K |
|
|
SCG
311
DELISTED
Scana
SCG
| $329K | 0.09% |
6,792
+519
| +8% | +$31.8K |
|
|
ALXN
312
DELISTED
Alexion Pharmaceuticals
ALXN
| $328K | 0.09% |
2,339
-968
| -29% | -$132K |
|
313
Buckle
BKE
$2.16B
| $327K | 0.09% |
+19,412
| New | +$308K |
|
314
NXP Semiconductors
NXPI
$70B
| $327K | 0.09% |
2,893
-14,094
| -83% | -$1.57M |
|
315
Sony
SONY
$122B
| $326K | 0.09% |
+43,625
| New | +$342K |
|
316
Brighthouse Financial
BHF
$3.6B
| $321K | 0.09% |
+5,279
| New | +$301K |
|
317
Constellation Brands
STZ
$22.1B
| $321K | 0.09% |
+1,609
| New | +$318K |
|
|
AGN
318
DELISTED
Allergan plc
AGN
| $320K | 0.08% |
+1,562
| New | +$363K |
|
|
ENTL
319
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
| $320K | 0.08% |
+17,332
| New | +$300K |
|
320
CME Group
CME
$91.9B
| $318K | 0.08% |
2,346
-8,312
| -78% | -$1.05M |
|
|
FNHC
321
DELISTED
FedNat Holding Company Common Stock
FNHC
| $317K | 0.08% |
+20,277
| New | +$307K |
|
322
Okta
OKTA
$23.7B
| $316K | 0.08% |
+11,199
| New | +$284K |
|
323
Sonoco
SON
$5.57B
| $316K | 0.08% |
6,272
-2,113
| -25% | -$104K |
|
324
BorgWarner
BWA
$13.2B
| $315K | 0.08% |
+6,985
| New | +$285K |
|
|
ZAYO
325
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $313K | 0.08% |
+9,082
| New | +$301K |
|
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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.