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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
Cap. Flow
-$31.1M
Cap. Flow %
-8.24%
Top 10 Hldgs %
7.86%
Holding
615
New
185
Increased
116
Reduced
133
Closed
179

Top Buys

Rank Stock Value
1
BTI icon
British American Tobacco
BTI
+$2.78M
2
BA icon
Boeing
BA
+$2.5M
3
KDP icon
Keurig Dr Pepper
KDP
+$2.46M
4
VIAB
Viacom Inc. Class B
VIAB
+$2.45M
5
CCI icon
Crown Castle
CCI
+$2.36M

Top Sells

Rank Stock Value
1
DE icon
Deere & Co
DE
+$3.45M
2
CSX icon
CSX Corp
CSX
+$3.08M
3
HD icon
Home Depot
HD
+$3M
4
TJX icon
TJX Companies
TJX
+$3M
5
DIS icon
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
LULU icon
51
lululemon athletica
LULU
$12.9B
$1.96M 0.52%
31,505
+21,363
+211% +$1.29M
CAG icon
52
Conagra Brands
CAG
$7.1B
$1.92M 0.51%
56,981
+49,761
+689% +$1.69M
DAL icon
53
Delta Air Lines
DAL
$54.9B
$1.91M 0.5%
+39,519
New +$1.97M
PAYX icon
54
Paychex
PAYX
$39.4B
$1.84M 0.49%
+30,685
New +$1.75M
AZN icon
55
AstraZeneca
AZN
$263B
$1.83M 0.48%
27,024
+23,729
+720% +$1.5M
NBIS
56
Nebius Group N.V.
NBIS
$55.4B
$1.79M 0.48%
+54,460
New +$1.66M
MUSA icon
57
Murphy USA
MUSA
$11.4B
$1.77M 0.47%
25,634
+21,101
+465% +$1.47M
AON icon
58
Aon
AON
$75.2B
$1.76M 0.47%
+12,080
New +$1.69M
WEN icon
59
Wendy's
WEN
$1.41B
$1.76M 0.47%
113,648
-53,756
-32% -$823K
XEC
60
DELISTED
CIMAREX ENERGY CO
XEC
$1.76M 0.47%
+15,516
New +$1.55M
CB icon
61
Chubb
CB
$133B
$1.75M 0.46%
+12,293
New +$1.78M
HPP
62
Hudson Pacific Properties
HPP
$783M
$1.74M 0.46%
7,431
+4,345
+141% +$989K
HUM icon
63
Humana
HUM
$47.7B
$1.72M 0.45%
7,038
-1,765
-20% -$432K
CTLT
64
DELISTED
CATALENT, INC.
CTLT
$1.71M 0.45%
+42,926
New +$1.59M
QEP
65
DELISTED
QEP RESOURCES, INC.
QEP
$1.7M 0.45%
198,649
+24,992
+14% +$204K
PLNT icon
66
Planet Fitness
PLNT
$4.28B
$1.7M 0.45%
+62,876
New +$1.53M
ZTO icon
67
ZTO Express
ZTO
$18.3B
$1.69M 0.45%
120,561
-9,867
-8% -$142K
MU icon
68
Micron Technology
MU
$1.08T
$1.69M 0.45%
42,974
-24,032
-36% -$760K
PEI
69
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$1.67M 0.44%
10,616
+8,904
+520% +$1.46M
SFLY
70
DELISTED
Shutterfly, Inc.
SFLY
$1.67M 0.44%
34,374
-5,142
-13% -$242K
PM icon
71
Philip Morris
PM
$303B
$1.65M 0.44%
14,895
-6,002
-29% -$699K
LPLA icon
72
LPL Financial
LPLA
$26.2B
$1.64M 0.43%
31,740
+21,986
+225% +$1.01M
XPO icon
73
XPO
XPO
$25.1B
$1.64M 0.43%
+69,827
New +$1.46M
ALB icon
74
Albemarle
ALB
$13.9B
$1.64M 0.43%
+11,996
New +$1.43M
WDR
75
DELISTED
Waddell & Reed Financial, Inc.
WDR
$1.63M 0.43%
+81,041
New +$1.56M
1 2
3
4 5

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.