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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 | |
|---|---|---|---|---|---|---|
476
Equity Residential
EQR
$25.6B
| – | – |
-6,410
| Closed | -$425K |
|
477
EQT Corp
EQT
$33.6B
| – | – |
-7,388
| Closed | -$237K |
|
478
Ericsson
ERIC
$30.6B
| – | – |
-26,455
| Closed | -$189K |
|
479
East-West Bancorp
EWBC
$17.8B
| – | – |
-10,354
| Closed | -$606K |
|
480
Expedia Group
EXPE
$30.6B
| – | – |
-1,419
| Closed | -$210K |
|
481
First Citizens BancShares
FCNCA
$25.6B
| – | – |
-1,026
| Closed | -$384K |
|
482
Federated Hermes
FHI
$4.34B
| – | – |
-26,893
| Closed | -$749K |
|
|
FISV
483
Fiserv Inc
FISV
$26.6B
| – | – |
-16,270
| Closed | -$989K |
|
484
Five Below
FIVE
$11.1B
| – | – |
-11,695
| Closed | -$562K |
|
|
FL
485
DELISTED
Foot Locker
FL
| – | – |
-35,864
| Closed | -$1.75M |
|
486
FMC
FMC
$1.45B
| – | – |
-28,080
| Closed | -$1.79M |
|
487
Fabrinet
FN
$18.6B
| – | – |
-39,455
| Closed | -$1.7M |
|
488
CGI
GIB
$13.3B
| – | – |
-3,953
| Closed | -$202K |
|
489
Gilead Sciences
GILD
$162B
| – | – |
-29,979
| Closed | -$2.12M |
|
490
GameStop
GME
$9.6B
| – | – |
-376,928
| Closed | -$2.04M |
|
|
GRMN
491
Garmin
GRMN
$46.2B
| – | – |
-50,220
| Closed | -$2.56M |
|
492
Hyatt Hotels
H
$17.2B
| – | – |
-17,498
| Closed | -$988K |
|
|
493
Home Depot
HD
$323B
| – | – |
-19,718
| Closed | -$3M |
|
494
Hartford Financial Services
HIG
$39B
| – | – |
-41,560
| Closed | -$2.19M |
|
495
ICU Medical
ICUI
$3.83B
| – | – |
-1,349
| Closed | -$233K |
|
496
International Flavors & Fragrances
IFF
$18.6B
| – | – |
-1,555
| Closed | -$208K |
|
|
JNPR
497
DELISTED
Juniper Networks
JNPR
| – | – |
-18,300
| Closed | -$509K |
|
498
Kimberly-Clark
KMB
$35.5B
| – | – |
-6,418
| Closed | -$828K |
|
499
Kinder Morgan
KMI
$72.6B
| – | – |
-102,188
| Closed | -$1.95M |
|
500
Kohl's
KSS
$2.04B
| – | – |
-60,738
| Closed | -$2.31M |
|
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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.