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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
ROK icon
226
Rockwell Automation
ROK
$51.1B
$564K 0.15%
3,163
+70
+2% +$11.6K
TIF
227
DELISTED
Tiffany & Co.
TIF
$564K 0.15%
+6,150
New +$563K
CDK
228
DELISTED
CDK Global, Inc.
CDK
$551K 0.15%
8,728
+1,871
+27% +$118K
LEN.B icon
229
Lennar Class B
LEN.B
$19B
$548K 0.15%
+13,051
New +$538K
HR
230
DELISTED
Healthcare Realty Trust Incorporated
HR
$547K 0.14%
+16,921
New +$559K
MCD icon
231
McDonald's
MCD
$186B
$546K 0.14%
3,483
-7,111
-67% -$1.11M
EVHC
232
DELISTED
Envision Healthcare Holdings Inc
EVHC
$546K 0.14%
12,150
+8,288
+215% +$442K
AEE icon
233
Ameren
AEE
$31.2B
$539K 0.14%
9,313
+1,710
+22% +$98.8K
ODFL icon
234
Old Dominion Freight Line
ODFL
$47.8B
$536K 0.14%
14,601
-3,597
-20% -$119K
CTSH icon
235
Cognizant
CTSH
$20.1B
$532K 0.14%
+7,334
New +$515K
AAL icon
236
American Airlines Group
AAL
$8.96B
$522K 0.14%
11,002
-54,664
-83% -$2.64M
GOOS
237
Canada Goose Holdings
GOOS
$903M
$517K 0.14%
25,143
+4,321
+21% +$82.1K
WSM icon
238
Williams-Sonoma
WSM
$25.6B
$512K 0.14%
+20,546
New +$478K
TMO icon
239
Thermo Fisher Scientific
TMO
$212B
$505K 0.13%
2,668
-2,912
-52% -$527K
FTV icon
240
Fortive
FTV
$18.5B
$492K 0.13%
11,016
-6,611
-38% -$275K
GPT
241
DELISTED
Gramercy Property Trust
GPT
$491K 0.13%
16,233
+4,400
+37% +$132K
KHC icon
242
Kraft Heinz
KHC
$30.2B
$490K 0.13%
6,317
-9,190
-59% -$769K
MDT icon
243
Medtronic
MDT
$105B
$488K 0.13%
6,279
+1,460
+30% +$121K
AMT icon
244
American Tower
AMT
$77.7B
$486K 0.13%
3,553
+345
+11% +$48K
PTC icon
245
PTC
PTC
$13.1B
$477K 0.13%
8,484
+2,720
+47% +$151K
SEE
246
DELISTED
Sealed Air
SEE
$477K 0.13%
11,166
+6,684
+149% +$296K
TWX
247
DELISTED
Time Warner Inc
TWX
$476K 0.13%
4,645
-19,954
-81% -$2.02M
NTRS icon
248
Northern Trust
NTRS
$21.8B
$475K 0.13%
5,168
-8,277
-62% -$748K
APD icon
249
Air Products & Chemicals
APD
$65.7B
$472K 0.13%
3,123
-1,398
-31% -$205K
TEL icon
250
TE Connectivity
TEL
$58.3B
$462K 0.12%
5,561
-7,445
-57% -$599K
8 9
10
11 12

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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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.