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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
TT icon
551
Trane Technologies
TT
$105B
– –
-3,176
Closed -$287K
TTC icon
552
Toro Company
TTC
$9.03B
– –
-6,162
Closed -$425K
ULTA icon
553
Ulta Beauty
ULTA
$20.8B
– –
-1,824
Closed -$522K
VALE icon
554
Vale
VALE
$63.2B
– –
-10,324
Closed -$90K
VIV icon
555
Telefônica Brasil
VIV
$22.4B
– –
-23,691
Closed -$320K
VOYA icon
556
Voya Financial
VOYA
$8.93B
– –
-53,889
Closed -$2.01M
VRE
557
DELISTED
Veris Residential
VRE
– –
-29,755
Closed -$811K
VSH icon
558
Vishay Intertechnology
VSH
$6.12B
– –
-14,235
Closed -$237K
WAL icon
559
Western Alliance Bancorporation
WAL
$9.11B
– –
-10,243
Closed -$506K
WAT icon
560
Waters Corp
WAT
$36.4B
– –
-1,525
Closed -$279K
WDC icon
561
Western Digital
WDC
$192B
– –
-10,141
Closed -$702K
WT icon
562
WisdomTree
WT
$3.05B
– –
-13,090
Closed -$133K
WTS icon
563
Watts Water Technologies
WTS
$11.4B
– –
-3,897
Closed -$243K
YUM icon
564
Yum! Brands
YUM
$40.7B
– –
-2,761
Closed -$203K
ZTS icon
565
Zoetis
ZTS
$31.1B
– –
-13,796
Closed -$862K
ZUMZ icon
566
Zumiez
ZUMZ
$319M
– –
-29,651
Closed -$360K
FLG
567
Flagstar Bank National Association
FLG
$6.2B
– –
-14,197
Closed -$560K
AAMI
568
Acadian Asset Management
AAMI
$2.93B
– –
-17,658
Closed -$264K
NVRO
569
DELISTED
NEVRO CORP.
NVRO
– –
-4,037
Closed -$293K
INFN
570
DELISTED
Infinera Corporation Common Stock
INFN
– –
-15,799
Closed -$172K
SUM
571
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
– –
-16,559
Closed -$459K
SAVE
572
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-48,518
Closed -$2.53M
PXD
573
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-10,459
Closed -$1.66M
SGEN
574
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-6,219
Closed -$331K
ABB
575
DELISTED
ABB Ltd
ABB
– –
-13,116
Closed -$324K
21 22
23
24 25

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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.