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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
THO icon
76
Thor Industries
THO
$4.04B
$1.62M 0.43%
+12,837
New +$1.38M
RRC icon
77
Range Resources
RRC
$9.13B
$1.61M 0.43%
82,165
+71,254
+653% +$1.38M
ABT icon
78
Abbott
ABT
$175B
$1.61M 0.43%
30,091
-3,972
-12% -$199K
XLNX
79
DELISTED
Xilinx Inc
XLNX
$1.6M 0.42%
+22,638
New +$1.48M
TSS
80
DELISTED
Total System Services, Inc.
TSS
$1.59M 0.42%
24,222
+18,574
+329% +$1.2M
TNL icon
81
Travel + Leisure Co
TNL
$4.72B
$1.56M 0.41%
+32,731
New +$1.49M
BIDU icon
82
Baidu
BIDU
$36.6B
$1.55M 0.41%
+6,252
New +$1.36M
ZION icon
83
Zions Bancorporation
ZION
$10.3B
$1.53M 0.41%
32,452
+20,238
+166% +$901K
BABA icon
84
Alibaba
BABA
$279B
$1.51M 0.4%
8,719
-5,096
-37% -$826K
CL icon
85
Colgate-Palmolive
CL
$73.3B
$1.5M 0.4%
20,663
+15,712
+317% +$1.13M
VLY icon
86
Valley National Bancorp
VLY
$8.05B
$1.5M 0.4%
124,934
+44,241
+55% +$510K
AA icon
87
Alcoa
AA
$12.2B
$1.5M 0.4%
+32,145
New +$1.29M
RSPP
88
DELISTED
RSP Permian, Inc.
RSPP
$1.49M 0.4%
43,131
-13,260
-24% -$426K
SC
89
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$1.49M 0.39%
97,038
+79,088
+441% +$1.08M
SU icon
90
Suncor Energy
SU
$76.4B
$1.44M 0.38%
41,037
+25,834
+170% +$825K
FIS icon
91
Fidelity National Information Services
FIS
$21B
$1.44M 0.38%
15,377
+2,853
+23% +$259K
PF
92
DELISTED
Pinnacle Foods, Inc.
PF
$1.43M 0.38%
25,054
-18,929
-43% -$1.12M
ISRG icon
93
Intuitive Surgical
ISRG
$121B
$1.42M 0.37%
12,177
+909
+8% +$99K
PE
94
DELISTED
PARSLEY ENERGY INC
PE
$1.41M 0.37%
53,485
-17,041
-24% -$450K
YELP icon
95
Yelp
YELP
$1.36B
$1.41M 0.37%
32,509
-28,285
-47% -$1.09M
WTW icon
96
Willis Towers Watson
WTW
$27.1B
$1.41M 0.37%
+9,111
New +$1.36M
EXPR
97
DELISTED
Express, Inc.
EXPR
$1.39M 0.37%
+10,298
New +$1.3M
C icon
98
Citigroup
C
$222B
$1.38M 0.37%
19,031
-22,127
-54% -$1.51M
MRK icon
99
Merck
MRK
$315B
$1.38M 0.37%
22,639
-15,946
-41% -$967K
RDN icon
100
Radian Group
RDN
$5.08B
$1.38M 0.37%
73,935
-40,700
-36% -$706K
2 3
4
5 6

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TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
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.