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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
MDP
326
DELISTED
Meredith Corporation
MDP
$310K 0.08%
5,579
-840
-13% -$47.6K
JELD icon
327
JELD-WEN Holding
JELD
$94.8M
$309K 0.08%
8,710
-48,751
-85% -$1.54M
DISH
328
DELISTED
DISH Network Corp.
DISH
$308K 0.08%
5,683
+1,439
+34% +$85.1K
GXP
329
DELISTED
Great Plains Energy Incorporated
GXP
$306K 0.08%
+10,085
New +$309K
NBIX icon
330
Neurocrine Biosciences
NBIX
$17.5B
$305K 0.08%
+4,983
New +$263K
VMI icon
331
Valmont Industries
VMI
$9.49B
$304K 0.08%
+1,924
New +$290K
BNS icon
332
Scotiabank
BNS
$106B
$303K 0.08%
+4,723
New +$294K
FMX icon
333
Fomento Económico Mexicano
FMX
$43.3B
$299K 0.08%
3,127
+225
+8% +$22.4K
HRC
334
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$299K 0.08%
+4,040
New +$311K
META icon
335
Meta Platforms (Facebook)
META
$1.54T
$292K 0.08%
+1,710
New +$285K
OZK icon
336
Bank OZK
OZK
$5.47B
$289K 0.08%
+6,017
New +$268K
MNST icon
337
Monster Beverage
MNST
$91.5B
$288K 0.08%
+10,428
New +$281K
ZWS icon
338
Zurn Elkay Water Solutions
ZWS
$8.05B
$288K 0.08%
+23,565
New +$273K
MGP
339
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$285K 0.08%
+9,424
New +$283K
LIVN icon
340
LivaNova
LIVN
$4.32B
$284K 0.08%
+4,056
New +$257K
CLH icon
341
Clean Harbors
CLH
$16.2B
$282K 0.07%
+4,966
New +$270K
TS icon
342
Tenaris
TS
$29B
$282K 0.07%
+9,954
New +$291K
GES
343
DELISTED
Guess Inc
GES
$281K 0.07%
+16,495
New +$233K
MAA icon
344
Mid-America Apartment Communities
MAA
$15.5B
$279K 0.07%
2,610
-1,012
-28% -$106K
UA icon
345
Under Armour Class C
UA
$2.81B
$279K 0.07%
+18,597
New +$313K
HUBG icon
346
HUB Group
HUBG
$3.01B
$278K 0.07%
+12,950
New +$247K
URI icon
347
United Rentals
URI
$71.4B
$274K 0.07%
+1,978
New +$236K
SNI
348
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$273K 0.07%
+3,180
New +$262K
SFM icon
349
Sprouts Farmers Market
SFM
$6.91B
$270K 0.07%
+14,411
New +$319K
MBFI
350
DELISTED
MB Financial Corp
MBFI
$266K 0.07%
+5,903
New +$244K
12 13
14
15 16

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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.