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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
LII icon
201
Lennox International
LII
$18.5B
$661K 0.18%
+3,695
New +$636K
FDX icon
202
FedEx
FDX
$74.6B
$660K 0.17%
2,926
+83
+3% +$17.7K
AIZ icon
203
Assurant
AIZ
$13.5B
$658K 0.17%
6,892
+3,558
+107% +$355K
DVN icon
204
Devon Energy
DVN
$52.9B
$658K 0.17%
17,924
+2,047
+13% +$66.3K
GOOGL icon
205
Alphabet (Google) Class A
GOOGL
$3.86T
$656K 0.17%
13,480
-47,580
-78% -$2.26M
KMX icon
206
CarMax
KMX
$8.22B
$643K 0.17%
8,482
+2,571
+43% +$171K
INXN
207
DELISTED
Interxion Holding N.V.
INXN
$637K 0.17%
12,517
-4,554
-27% -$222K
ACGL icon
208
Arch Capital
ACGL
$34.9B
$631K 0.17%
+19,221
New +$620K
JPM icon
209
JPMorgan Chase
JPM
$923B
$631K 0.17%
6,607
+2,967
+82% +$274K
MTB icon
210
M&T Bank
MTB
$35.5B
$627K 0.17%
+3,893
New +$612K
AUB icon
211
Atlantic Union Bankshares
AUB
$5.9B
$626K 0.17%
+17,729
New +$571K
BRX icon
212
Brixmor Property Group
BRX
$9.81B
$625K 0.17%
33,223
+20,994
+172% +$399K
IR icon
213
Ingersoll Rand
IR
$32.9B
$620K 0.16%
22,534
-57,681
-72% -$1.36M
BIG
214
DELISTED
Big Lots, Inc.
BIG
$615K 0.16%
+11,475
New +$565K
CUBE icon
215
CubeSmart
CUBE
$9.31B
$611K 0.16%
23,536
-35,573
-60% -$880K
GRA
216
DELISTED
W.R. Grace & Co.
GRA
$611K 0.16%
8,475
+5,202
+159% +$367K
DFS
217
DELISTED
Discover Financial Services
DFS
$602K 0.16%
9,330
+214
+2% +$13K
UPS icon
218
United Parcel Service
UPS
$97.4B
$596K 0.16%
+4,963
New +$564K
CUZ icon
219
Cousins Properties
CUZ
$5.17B
$594K 0.16%
15,910
-9,711
-38% -$354K
ESNT icon
220
Essent Group
ESNT
$5.93B
$583K 0.15%
14,389
-3,996
-22% -$155K
D icon
221
Dominion Energy
D
$63.1B
$578K 0.15%
7,513
+3,007
+67% +$234K
ALLE icon
222
Allegion
ALLE
$13.3B
$577K 0.15%
6,670
-2,088
-24% -$169K
HAL icon
223
Halliburton
HAL
$28B
$571K 0.15%
12,411
-34,052
-73% -$1.43M
BG icon
224
Bunge Global
BG
$24.1B
$567K 0.15%
+8,169
New +$618K
BURL icon
225
Burlington
BURL
$21.7B
$566K 0.15%
5,931
+1,426
+32% +$125K
7 8
9
10 11

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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.