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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
PK icon
526
Park Hotels & Resorts
PK
$3.03B
– –
-16,909
Closed -$456K
PLAY icon
527
Dave & Buster's
PLAY
$355M
– –
-4,061
Closed -$270K
PSX icon
528
Phillips 66
PSX
$84.8B
– –
-7,696
Closed -$630K
QGEN icon
529
Qiagen
QGEN
$8.37B
– –
-5,918
Closed -$211K
ROST icon
530
Ross Stores
ROST
$76.4B
– –
-32,934
Closed -$1.89M
RPM icon
531
RPM International
RPM
$13.7B
– –
-10,152
Closed -$551K
RUSHA icon
532
Rush Enterprises Class A
RUSHA
$5.93B
– –
-26,354
Closed -$432K
RYN icon
533
Rayonier
RYN
$6.48B
– –
-8,468
Closed -$219K
SEIC icon
534
SEI Investments
SEIC
$11.9B
– –
-6,931
Closed -$372K
SKM icon
535
SK Telecom
SKM
$13B
– –
-9,743
Closed -$408K
SLM icon
536
SLM Corp
SLM
$4.76B
– –
-33,879
Closed -$389K
SNDR icon
537
Schneider National
SNDR
$6.7B
– –
-34,625
Closed -$766K
SNV
538
DELISTED
Synovus
SNV
– –
-11,025
Closed -$489K
SPG icon
539
Simon Property Group
SPG
$73.4B
– –
-10,308
Closed -$1.68M
SPGI icon
540
S&P Global
SPGI
$127B
– –
-2,921
Closed -$427K
SPWH icon
541
Sportsman's Warehouse
SPWH
$44.9M
– –
-15,634
Closed -$86K
TAP icon
542
Molson Coors Class B
TAP
$7.7B
– –
-3,176
Closed -$275K
TECH icon
543
Bio-Techne
TECH
$11.2B
– –
-9,236
Closed -$271K
TFC icon
544
Truist Financial
TFC
$63.2B
– –
-25,494
Closed -$1.16M
THG icon
545
Hanover Insurance
THG
$7.45B
– –
-9,801
Closed -$872K
TJX icon
546
TJX Companies
TJX
$172B
– –
-83,650
Closed -$3M
TKC icon
547
Turkcell
TKC
$5.11B
– –
-33,776
Closed -$275K
TMUS icon
548
T-Mobile US
TMUS
$207B
– –
-31,861
Closed -$1.92M
TROW icon
549
T. Rowe Price
TROW
$24.9B
– –
-10,709
Closed -$793K
TRV icon
550
Travelers Companies
TRV
$77.6B
– –
-5,017
Closed -$634K
20 21
22
23 24

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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.