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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
AIT icon
351
Applied Industrial Technologies
AIT
$12.7B
$265K 0.07%
4,022
+147
+4% +$8.53K
IART icon
352
Integra LifeSciences
IART
$1.44B
$264K 0.07%
+5,231
New +$269K
ASML icon
353
ASML
ASML
$693B
$263K 0.07%
1,537
-5,756
-79% -$882K
SUI icon
354
Sun Communities
SUI
$14.8B
$263K 0.07%
3,067
-4,763
-61% -$421K
ABR icon
355
Arbor Realty Trust
ABR
$966M
$262K 0.07%
31,952
-8,477
-21% -$69.1K
SWN
356
DELISTED
Southwestern Energy Company
SWN
$262K 0.07%
+42,917
New +$243K
HST icon
357
Host Hotels & Resorts
HST
$16.4B
$260K 0.07%
14,061
+3,472
+33% +$63.2K
CLR
358
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$259K 0.07%
+6,707
New +$228K
NUAN
359
DELISTED
Nuance Communications, Inc.
NUAN
$259K 0.07%
19,031
+5,970
+46% +$85.2K
EBAY icon
360
eBay
EBAY
$48.5B
$258K 0.07%
6,721
-4,208
-39% -$153K
LEXEA
361
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$257K 0.07%
+4,832
New +$261K
APTV icon
362
Aptiv
APTV
$11.9B
$256K 0.07%
2,606
-19,778
-88% -$1.87M
HIW icon
363
Highwoods Properties
HIW
$3.61B
$254K 0.07%
4,877
-3,581
-42% -$183K
LVLT
364
DELISTED
Level 3 Communications Inc
LVLT
$254K 0.07%
4,770
+1,003
+27% +$55.9K
BAP icon
365
Credicorp
BAP
$30.8B
$251K 0.07%
+1,226
New +$241K
CTXS
366
DELISTED
Citrix Systems Inc
CTXS
$251K 0.07%
+3,264
New +$254K
XRAY icon
367
Dentsply Sirona
XRAY
$2.55B
$249K 0.07%
4,171
-1,879
-31% -$112K
ATO icon
368
Atmos Energy
ATO
$29.7B
$247K 0.07%
+2,941
New +$254K
SJM icon
369
J.M. Smucker
SJM
$12.4B
$247K 0.07%
2,350
-551
-19% -$62.9K
OA
370
DELISTED
Orbital ATK, Inc.
OA
$246K 0.07%
+1,847
New +$203K
NXEO
371
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$244K 0.06%
33,431
+17,554
+111% +$134K
AEP icon
372
American Electric Power
AEP
$73.4B
$241K 0.06%
+3,434
New +$245K
LHCG
373
DELISTED
LHC Group LLC
LHCG
$240K 0.06%
+3,379
New +$217K
IRTC icon
374
iRhythm Holdings
IRTC
$3.54B
$239K 0.06%
4,610
-1,590
-26% -$72K
VWR
375
DELISTED
VWR Corporation
VWR
$238K 0.06%
7,192
-1,104
-13% -$36.5K
13 14
15
16 17

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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.