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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
LUV icon
26
Southwest Airlines
LUV
$23.3B
$2.25M 0.6%
+40,270
New +$2.26M
DOC
27
DELISTED
PHYSICIANS REALTY TRUST
DOC
$2.21M 0.59%
124,726
+85,329
+217% +$1.57M
VIAB
28
DELISTED
Viacom Inc. Class B
VIAB
$2.21M 0.59%
+79,376
New +$2.45M
DOC icon
29
Healthpeak Properties
DOC
$15.3B
$2.19M 0.58%
78,822
+55,372
+236% +$1.67M
FDC
30
DELISTED
First Data Corporation
FDC
$2.18M 0.58%
120,988
+15,004
+14% +$274K
STL
31
DELISTED
Sterling Bancorp
STL
$2.17M 0.58%
88,234
+56,763
+180% +$1.29M
ALK icon
32
Alaska Air
ALK
$4.94B
$2.16M 0.57%
28,263
-1,813
-6% -$148K
MSFT icon
33
Microsoft
MSFT
$2.9T
$2.15M 0.57%
28,914
+12,641
+78% +$923K
SHPG
34
DELISTED
Shire pic
SHPG
$2.15M 0.57%
14,025
+11,418
+438% +$1.79M
BRO icon
35
Brown & Brown
BRO
$22.2B
$2.11M 0.56%
87,720
+47,516
+118% +$1.07M
TSN icon
36
Tyson Foods
TSN
$20.1B
$2.11M 0.56%
29,971
-7,416
-20% -$474K
CI icon
37
Cigna
CI
$75.4B
$2.1M 0.56%
11,251
-2,704
-19% -$481K
SBAC icon
38
SBA Communications
SBAC
$18.9B
$2.1M 0.56%
+14,556
New +$2.07M
V icon
39
Visa
V
$672B
$2.08M 0.55%
19,762
-672
-3% -$68.2K
CTAS icon
40
Cintas
CTAS
$80.6B
$2.08M 0.55%
57,600
-14,428
-20% -$481K
BAX icon
41
Baxter International
BAX
$11.2B
$2.07M 0.55%
32,964
-8,715
-21% -$538K
EA icon
42
Electronic Arts
EA
$52.4B
$2.07M 0.55%
17,507
-4,578
-21% -$530K
SBRA icon
43
Sabra Healthcare REIT
SBRA
$5.54B
$2.05M 0.54%
+93,456
New +$2.11M
NCLH icon
44
Norwegian Cruise Line
NCLH
$8.87B
$2.03M 0.54%
+37,560
New +$2.1M
APC
45
DELISTED
Anadarko Petroleum
APC
$2.03M 0.54%
41,477
+2,390
+6% +$105K
ELV icon
46
Elevance Health
ELV
$84.4B
$2.02M 0.54%
10,641
-1,410
-12% -$268K
FHN icon
47
First Horizon
FHN
$12.2B
$2M 0.53%
+104,344
New +$1.83M
BSX icon
48
Boston Scientific
BSX
$63.9B
$1.99M 0.53%
68,314
-17,195
-20% -$475K
BWLD
49
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$1.98M 0.52%
+18,694
New +$2.08M
VMC icon
50
Vulcan Materials
VMC
$36B
$1.98M 0.52%
16,514
+10,576
+178% +$1.27M
1
2
3 4 5

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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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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.