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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 | |
|---|---|---|---|---|---|---|
451
Axalta
AXTA
$6.89B
| – | – |
-9,735
| Closed | -$312K |
|
452
Bank of America
BAC
$427B
| – | – |
-69,419
| Closed | -$1.69M |
|
453
Banc of California
BANC
$3.22B
| – | – |
-16,102
| Closed | -$348K |
|
454
Biogen
BIIB
$30B
| – | – |
-1,056
| Closed | -$287K |
|
455
Bloomin' Brands
BLMN
$693M
| – | – |
-113,503
| Closed | -$2.41M |
|
456
First Busey Corp
BUSE
$2.47B
| – | – |
-11,108
| Closed | -$330K |
|
|
CADE
457
DELISTED
Cadence Bank
CADE
| – | – |
-16,706
| Closed | -$514K |
|
458
Cheesecake Factory
CAKE
$4.23B
| – | – |
-7,792
| Closed | -$395K |
|
459
Carnival Corporation Ltd
CCL
$34.7B
| – | – |
-10,345
| Closed | -$674K |
|
460
Church & Dwight Co
CHD
$22.8B
| – | – |
-3,920
| Closed | -$203K |
|
461
Check Point Software Technologies
CHKP
$13.1B
| – | – |
-1,879
| Closed | -$206K |
|
|
CMA
462
DELISTED
Comerica
CMA
| – | – |
-5,776
| Closed | -$422K |
|
463
CenterPoint Energy
CNP
$28.9B
| – | – |
-8,033
| Closed | -$220K |
|
464
Capital One
COF
$121B
| – | – |
-23,720
| Closed | -$1.94M |
|
465
Coherent
COHR
$61.5B
| – | – |
-6,832
| Closed | -$232K |
|
466
Canadian Pacific Kansas City
CP
$81.9B
| – | – |
-18,475
| Closed | -$593K |
|
|
467
CSX Corp
CSX
$97.8B
| – | – |
-171,444
| Closed | -$3.08M |
|
|
CTRA
468
DELISTED
Coterra Energy
CTRA
| – | – |
-82,325
| Closed | -$2.04M |
|
469
DuPont de Nemours
DD
$18.5B
| – | – |
-11,354
| Closed | -$1.8M |
|
|
470
Deere & Co
DE
$165B
| – | – |
-28,302
| Closed | -$3.45M |
|
471
D.R. Horton
DHI
$39.3B
| – | – |
-5,959
| Closed | -$202K |
|
|
472
Walt Disney
DIS
$161B
| – | – |
-27,034
| Closed | -$2.86M |
|
473
Dover
DOV
$26.6B
| – | – |
-6,679
| Closed | -$425K |
|
474
Eastman Chemical
EMN
$7.78B
| – | – |
-2,758
| Closed | -$230K |
|
475
EOG Resources
EOG
$78.1B
| – | – |
-25,050
| Closed | -$2.25M |
|
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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.