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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
WBMD
601
DELISTED
WebMD Health Corp.
WBMD
– –
-3,662
Closed -$214K
DFT
602
DELISTED
DuPont Fabros Technology Inc.
DFT
– –
-4,383
Closed -$268K
DD
603
DELISTED
Du Pont De Nemours E I
DD
– –
-8,464
Closed -$681K
WFM
604
DELISTED
Whole Foods Market Inc
WFM
– –
-33,021
Closed -$1.39M
RAI
605
DELISTED
Reynolds American Inc
RAI
– –
-31,076
Closed -$2.02M
TACO
606
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
– –
-19,305
Closed -$266K
XL
607
DELISTED
XL Group Ltd.
XL
– –
-9,512
Closed -$419K
MBT
608
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-18,084
Closed -$150K
TRCO
609
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
– –
-46,595
Closed -$1.9M
BCR
610
DELISTED
CR Bard Inc.
BCR
– –
-5,876
Closed -$1.85M
FCH
611
DELISTED
Felcor Lodging Trust
FCH
– –
-45,206
Closed -$329K
KNGT
612
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
– –
-6,925
Closed -$258K
FNSR
613
DELISTED
Finisar Corp
FNSR
– –
-7,714
Closed -$202K
SWFT
614
DELISTED
Swift Transportation Company
SWFT
– –
-14,936
Closed -$399K
21 22 23 24
25

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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
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.