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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 | |
|---|---|---|---|---|---|---|
376
Enovis
ENOV
$1.5B
| $237K | 0.06% |
3,304
-5,775
| -64% | -$402K |
|
377
Boston Beer
SAM
$1.82B
| $237K | 0.06% |
+1,518
| New | +$222K |
|
378
United Fire Group
UFCS
$1.27B
| $237K | 0.06% |
5,183
-1,026
| -17% | -$44.4K |
|
|
GBT
379
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $237K | 0.06% |
+7,635
| New | +$215K |
|
|
CHMI
380
Cherry Hill Mortgage Investment Corp
CHMI
$83M
| $236K | 0.06% |
13,030
-23,681
| -65% | -$442K |
|
381
Edwards Lifesciences
EW
$48.3B
| $236K | 0.06% |
+6,489
| New | +$247K |
|
|
VBTX
382
DELISTED
Veritex Holdings
VBTX
| $236K | 0.06% |
+8,742
| New | +$230K |
|
|
ANDV
383
DELISTED
Andeavor
ANDV
| $236K | 0.06% |
+2,291
| New | +$225K |
|
|
BBL
384
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $236K | 0.06% |
6,665
-5,763
| -46% | -$206K |
|
|
CHL
385
DELISTED
China Mobile Limited
CHL
| $233K | 0.06% |
4,605
-5,516
| -55% | -$294K |
|
386
Atlassian
TEAM
$20.3B
| $232K | 0.06% |
+6,594
| New | +$234K |
|
|
MRO
387
DELISTED
Marathon Oil Corporation
MRO
| $231K | 0.06% |
+17,040
| New | +$202K |
|
|
SPR
388
DELISTED
Spirit AeroSystems
SPR
| $227K | 0.06% |
+2,919
| New | +$202K |
|
389
Designer Brands
DBI
$272M
| $223K | 0.06% |
+10,391
| New | +$191K |
|
390
HSBC
HSBC
$349B
| $221K | 0.06% |
+4,898
| New | +$217K |
|
391
Group 1 Automotive
GPI
$3.89B
| $215K | 0.06% |
+2,973
| New | +$183K |
|
392
Duke Energy
DUK
$101B
| $214K | 0.06% |
+2,547
| New | +$218K |
|
393
Pinnacle West Capital
PNW
$12.8B
| $214K | 0.06% |
+2,527
| New | +$221K |
|
394
Curtiss-Wright
CW
$27.7B
| $212K | 0.06% |
+2,024
| New | +$196K |
|
|
MASI
395
DELISTED
Masimo
MASI
| $211K | 0.06% |
2,434
-57
| -2% | -$5.04K |
|
396
NRG Energy
NRG
$30.2B
| $211K | 0.06% |
+8,257
| New | +$195K |
|
|
RP
397
DELISTED
RealPage, Inc.
RP
| $206K | 0.05% |
5,170
-2,863
| -36% | -$114K |
|
|
AMED
398
DELISTED
Amedisys
AMED
| $205K | 0.05% |
+3,665
| New | +$194K |
|
399
Melco Resorts & Entertainment
MLCO
$2.16B
| $204K | 0.05% |
+8,440
| New | +$183K |
|
400
Westlake Corp
WLK
$9.64B
| $204K | 0.05% |
+2,461
| New | +$181K |
|
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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.