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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 | |
|---|---|---|---|---|---|---|
|
GNC
426
DELISTED
GNC Holdings, Inc.
GNC
| $109K | 0.03% |
+12,350
| New | +$111K |
|
|
CMRX
427
DELISTED
Chimerix, Inc.
CMRX
| $105K | 0.03% |
20,086
+6,126
| +44% | +$30.1K |
|
428
Boot Barn
BOOT
$4.44B
| $99K | 0.03% |
+11,094
| New | +$88.1K |
|
|
ASRT
429
DELISTED
Assertio
ASRT
| $86K | 0.02% |
+249
| New | +$117K |
|
|
VRAY
430
DELISTED
ViewRay, Inc.
VRAY
| $78K | 0.02% |
13,531
+2,967
| +28% | +$16.7K |
|
431
Flotek Industries
FTK
$932M
| $75K | 0.02% |
+2,675
| New | +$106K |
|
432
Sunrun
RUN
$2.46B
| $59K | 0.02% |
10,617
-132,458
| -93% | -$903K |
|
|
NPTN
433
DELISTED
NEOPHOTONICS CORP
NPTN
| $56K | 0.01% |
+10,160
| New | +$68.6K |
|
434
Lineage Cell Therapeutics
LCTX
$272M
| $51K | 0.01% |
20,574
| – | – |
|
435
NanoViricides
NNVC
$36.1M
| $11K | ﹤0.01% |
500
| – | – |
|
436
Agilent Technologies
A
$39.2B
| – | – |
-4,931
| Closed | -$290K |
|
437
Advance Auto Parts
AAP
$3.23B
| – | – |
-17,630
| Closed | -$2.05M |
|
438
Accenture
ACN
$84.5B
| – | – |
-12,465
| Closed | -$1.53M |
|
439
Assured Guaranty
AGO
$3.73B
| – | – |
-42,410
| Closed | -$1.79M |
|
|
AIV
440
Aimco
AIV
$378M
| – | – |
-192,077
| Closed | -$1.09M |
|
441
Allison Transmission
ALSN
$9.94B
| – | – |
-9,356
| Closed | -$349K |
|
442
Advanced Micro Devices
AMD
$874B
| – | – |
-22,643
| Closed | -$285K |
|
443
Ametek
AME
$55.1B
| – | – |
-7,083
| Closed | -$430K |
|
444
American Homes 4 Rent
AMH
$12B
| – | – |
-13,019
| Closed | -$291K |
|
445
Abercrombie & Fitch
ANF
$4.06B
| – | – |
-20,030
| Closed | -$250K |
|
446
Artisan Partners
APAM
$2.74B
| – | – |
-28,371
| Closed | -$851K |
|
447
Aramark
ARMK
$15.1B
| – | – |
-16,972
| Closed | -$499K |
|
448
Associated Banc-Corp
ASB
$5.7B
| – | – |
-15,308
| Closed | -$386K |
|
449
Avnet
AVT
$7.35B
| – | – |
-37,906
| Closed | -$1.48M |
|
450
American Water Works
AWK
$26.2B
| – | – |
-4,231
| Closed | -$330K |
|
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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.