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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
BSMX
576
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-23,704
Closed -$226K
MYOV
577
DELISTED
Myovant Sciences Ltd.
MYOV
– –
-13,116
Closed -$165K
UMPQ
578
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-25,363
Closed -$467K
CLVS
579
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-3,466
Closed -$319K
TWTR
580
DELISTED
Twitter, Inc.
TWTR
– –
-19,927
Closed -$352K
MTOR
581
DELISTED
MERITOR, Inc.
MTOR
– –
-11,298
Closed -$186K
MXIM
582
DELISTED
Maxim Integrated Products
MXIM
– –
-5,337
Closed -$237K
FLIR
583
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-8,241
Closed -$286K
GWPH
584
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-2,041
Closed -$204K
GSUM
585
DELISTED
Gridsum Holding Inc.
GSUM
– –
-14,934
Closed -$124K
ADSW
586
DELISTED
Advanced Disposal Services Inc
ADSW
– –
-31,875
Closed -$721K
TRQ
587
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-24,992
Closed -$650K
AMTD
588
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-8,472
Closed -$361K
ETFC
589
DELISTED
E*Trade Financial Corporation
ETFC
– –
-6,574
Closed -$249K
LOGM
590
DELISTED
LogMein, Inc.
LOGM
– –
-4,329
Closed -$455K
AKS
591
DELISTED
AK Steel Holding Corp
AKS
– –
-11,558
Closed -$78K
CRZO
592
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-12,312
Closed -$202K
WP
593
DELISTED
Worldpay, Inc.
WP
– –
-6,115
Closed -$387K
ARRY
594
DELISTED
Array Biopharma Inc
ARRY
– –
-12,568
Closed -$106K
NXTM
595
DELISTED
NxStage Medical Inc.
NXTM
– –
-8,236
Closed -$203K
FINL
596
DELISTED
Finish Line
FINL
– –
-14,353
Closed -$208K
LQ
597
DELISTED
La Quinta Holdings Inc.
LQ
– –
-10,234
Closed -$153K
MSCC
598
DELISTED
Microsemi Corp
MSCC
– –
-4,686
Closed -$219K
LVNTA
599
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-5,069
Closed -$263K
ABCO
600
DELISTED
Advisory Board Co
ABCO
– –
-33,658
Closed -$1.72M
21 22 23
24
25

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GPC
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CBT
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FSCP
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RG
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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.