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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 | |
|---|---|---|---|---|---|---|
501
Liberty Global Class A
LBTYA
$3.47B
| – | – |
-7,000
| Closed | -$222K |
|
502
Lennar Class A
LEN
$19.3B
| – | – |
-38,437
| Closed | -$1.93M |
|
503
Labcorp
LH
$24.1B
| – | – |
-8,089
| Closed | -$1.06M |
|
504
Cheniere Energy
LNG
$57.1B
| – | – |
-34,124
| Closed | -$1.67M |
|
505
Lattice Semiconductor
LSCC
$18.8B
| – | – |
-16,164
| Closed | -$107K |
|
506
Las Vegas Sands
LVS
$30.1B
| – | – |
-8,548
| Closed | -$543K |
|
507
Microchip Technology
MCHP
$44.7B
| – | – |
-16,210
| Closed | -$627K |
|
508
McCormick & Company Non-Voting
MKC
$13.7B
| – | – |
-18,774
| Closed | -$896K |
|
|
MRSH
509
Marsh
MRSH
$83.7B
| – | – |
-3,461
| Closed | -$269K |
|
510
Marvell Technology
MRVL
$190B
| – | – |
-17,107
| Closed | -$288K |
|
511
National CineMedia
NCMI
$354M
| – | – |
-2,131
| Closed | -$159K |
|
512
Newmont
NEM
$100B
| – | – |
-54,239
| Closed | -$1.75M |
|
513
ServiceNow
NOW
$101B
| – | – |
-16,745
| Closed | -$354K |
|
514
NetEase
NTES
$77.3B
| – | – |
-6,140
| Closed | -$371K |
|
515
NVIDIA
NVDA
$5.05T
| – | – |
-473,640
| Closed | -$1.74M |
|
516
Owens Corning
OC
$11B
| – | – |
-6,386
| Closed | -$425K |
|
517
OGE Energy
OGE
$10.2B
| – | – |
-8,504
| Closed | -$297K |
|
518
Omnicom Group
OMC
$22.3B
| – | – |
-13,595
| Closed | -$1.13M |
|
|
ACH
519
Accendra Health
ACH
$230M
| – | – |
-27,395
| Closed | -$879K |
|
520
O'Reilly Automotive
ORLY
$71.2B
| – | – |
-175,515
| Closed | -$2.53M |
|
521
Ovintiv
OVV
$17.5B
| – | – |
-2,689
| Closed | -$118K |
|
522
Grupo Aeroportuario del Pacifico
PAC
$12.8B
| – | – |
-1,855
| Closed | -$210K |
|
523
Prosperity Bancshares
PB
$8.58B
| – | – |
-6,740
| Closed | -$435K |
|
524
PG&E
PCG
$39.1B
| – | – |
-8,692
| Closed | -$575K |
|
525
Pfizer
PFE
$142B
| – | – |
-45,213
| Closed | -$1.44M |
|
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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.