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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 | |
|---|---|---|---|---|---|---|
|
AHL
401
DELISTED
ASPEN Insurance Holding Limited
AHL
| $204K | 0.05% |
+5,054
| New | +$234K |
|
402
WEX
WEX
$5.94B
| $203K | 0.05% |
+1,813
| New | +$196K |
|
|
BERY
403
DELISTED
Berry Global Group, Inc.
BERY
| $203K | 0.05% |
3,902
-2,862
| -42% | -$150K |
|
404
SPX Corp
SPXC
$11B
| $202K | 0.05% |
+6,875
| New | +$181K |
|
|
TPH
405
DELISTED
Tri Pointe Homes
TPH
| $202K | 0.05% |
+14,661
| New | +$195K |
|
|
CDR
406
DELISTED
Cedar Realty Trust, Inc
CDR
| $193K | 0.05% |
+5,211
| New | +$177K |
|
|
BKS
407
DELISTED
Barnes & Noble
BKS
| $190K | 0.05% |
+24,976
| New | +$186K |
|
408
J. Jill
JILL
$247M
| $178K | 0.05% |
3,883
-4,221
| -52% | -$199K |
|
409
LG Display
LPL
$3.37B
| $175K | 0.05% |
+13,005
| New | +$186K |
|
|
GNMK
410
DELISTED
GenMark Diagnostics, Inc
GNMK
| $170K | 0.05% |
17,621
+4,474
| +34% | +$46.5K |
|
|
FOLD
411
DELISTED
Amicus Therapeutics
FOLD
| $168K | 0.04% |
11,117
+140
| +1% | +$1.85K |
|
412
Team
TISI
$76.1M
| $168K | 0.04% |
+1,261
| New | +$193K |
|
413
BGC Group
BGC
$5.55B
| $159K | 0.04% |
+17,089
| New | +$143K |
|
414
Itaú Unibanco
ITUB
$92B
| $142K | 0.04% |
+21,423
| New | +$131K |
|
|
IMMU
415
DELISTED
Immunomedics Inc
IMMU
| $142K | 0.04% |
10,192
-3,211
| -24% | -$32K |
|
416
Viavi Solutions
VIAV
$10.3B
| $139K | 0.04% |
14,692
-3,139
| -18% | -$32.7K |
|
|
BRCD
417
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $137K | 0.04% |
11,429
-2,572
| -18% | -$31.8K |
|
418
Constellium
CSTM
$4.08B
| $135K | 0.04% |
+13,211
| New | +$125K |
|
|
VG
419
DELISTED
Vonage Holdings Corporation
VG
| $135K | 0.04% |
16,632
-3,039
| -15% | -$22.9K |
|
|
ALDR
420
DELISTED
Alder Biopharmaceuticals
ALDR
| $132K | 0.04% |
+10,775
| New | +$112K |
|
421
Brookdale Senior Living
BKD
$3.46B
| $128K | 0.03% |
12,119
+679
| +6% | +$8.59K |
|
|
WFT
422
DELISTED
Weatherford International plc
WFT
| $123K | 0.03% |
+26,940
| New | +$111K |
|
423
Laureate Education
LAUR
$5.12B
| $119K | 0.03% |
22,850
-19,948
| -47% | -$313K |
|
424
Kosmos Energy
KOS
$1.63B
| $118K | 0.03% |
+14,762
| New | +$102K |
|
|
VER
425
DELISTED
VEREIT, Inc.
VER
| $117K | 0.03% |
+2,813
| New | +$119K |
|
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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.