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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
ATH
101
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$1.38M 0.37%
25,608
-12,356
-33% -$639K
CPE
102
DELISTED
Callon Petroleum Company
CPE
$1.37M 0.36%
+12,195
New +$1.3M
GOOG icon
103
Alphabet (Google) Class C
GOOG
$4.17T
$1.35M 0.36%
28,160
+20,860
+286% +$972K
MA icon
104
Mastercard
MA
$470B
$1.35M 0.36%
+9,533
New +$1.26M
MTG icon
105
MGIC Investment
MTG
$6.14B
$1.34M 0.36%
+107,227
New +$1.25M
NBL
106
DELISTED
Noble Energy, Inc.
NBL
$1.34M 0.35%
47,209
-20,030
-30% -$528K
PX
107
DELISTED
Praxair Inc
PX
$1.33M 0.35%
9,549
-3,676
-28% -$490K
AR icon
108
Antero Resources
AR
$10.9B
$1.32M 0.35%
66,516
-11,835
-15% -$238K
PDCE
109
DELISTED
PDC Energy, Inc.
PDCE
$1.32M 0.35%
+26,989
New +$1.16M
LLY icon
110
Eli Lilly
LLY
$1.04T
$1.32M 0.35%
15,404
-5,089
-25% -$417K
VOD icon
111
Vodafone
VOD
$35.7B
$1.32M 0.35%
+46,249
New +$1.34M
UVE icon
112
Universal Insurance Holdings
UVE
$1.06B
$1.29M 0.34%
+56,210
New +$1.28M
NFLX icon
113
Netflix
NFLX
$285B
$1.29M 0.34%
+70,960
New +$1.24M
HON icon
114
Honeywell
HON
$73.8B
$1.26M 0.33%
9,876
-1,258
-11% -$156K
ESRX
115
DELISTED
Express Scripts Holding Company
ESRX
$1.26M 0.33%
19,850
-5,075
-20% -$315K
QCOM icon
116
Qualcomm
QCOM
$185B
$1.25M 0.33%
24,099
+13,555
+129% +$717K
AMZN icon
117
Amazon
AMZN
$2.63T
$1.24M 0.33%
25,880
+19,900
+333% +$978K
GFI icon
118
Gold Fields
GFI
$30.1B
$1.24M 0.33%
+288,167
New +$1.18M
GIS icon
119
General Mills
GIS
$19.7B
$1.24M 0.33%
23,934
+11,145
+87% +$611K
F icon
120
Ford
F
$57.5B
$1.21M 0.32%
+101,110
New +$1.14M
HSIC icon
121
Henry Schein
HSIC
$9.66B
$1.2M 0.32%
18,689
+12,707
+212% +$867K
AIG icon
122
American International
AIG
$41.5B
$1.19M 0.32%
19,400
+6,120
+46% +$381K
PGR icon
123
Progressive
PGR
$119B
$1.19M 0.31%
24,557
+10,170
+71% +$476K
DG icon
124
Dollar General
DG
$26.5B
$1.16M 0.31%
14,299
-372
-3% -$27.9K
XOM icon
125
ExxonMobil
XOM
$640B
$1.15M 0.3%
+14,018
New +$1.11M
3 4
5
6 7

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.