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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
ADI icon
126
Analog Devices
ADI
$188B
$1.14M 0.3%
13,194
+3,467
+36% +$280K
PNC icon
127
PNC Financial Services
PNC
$101B
$1.12M 0.3%
+8,297
New +$1.06M
PEP icon
128
PepsiCo
PEP
$185B
$1.11M 0.29%
+9,968
New +$1.15M
WSO icon
129
Watsco Inc
WSO
$14.9B
$1.11M 0.29%
6,879
-708
-9% -$107K
EQIX icon
130
Equinix
EQIX
$101B
$1.1M 0.29%
+2,457
New +$1.1M
COST icon
131
Costco
COST
$411B
$1.08M 0.29%
+6,569
New +$1.03M
AVGO icon
132
Broadcom
AVGO
$1.89T
$1.05M 0.28%
43,350
+33,680
+348% +$833K
RVTY icon
133
Revvity
RVTY
$12.3B
$1.04M 0.28%
+15,117
New +$1.01M
ADBE icon
134
Adobe
ADBE
$86.8B
$1.04M 0.28%
6,985
-965
-12% -$144K
NTB icon
135
Bank of N.T. Butterfield & Son
NTB
$2.4B
$1.03M 0.27%
+28,016
New +$956K
AMAT icon
136
Applied Materials
AMAT
$440B
$1.02M 0.27%
19,598
-1,805
-8% -$81.6K
FITB
137
Fifth Third Bancorp
FITB
$52.3B
$1.01M 0.27%
36,156
-78,892
-69% -$2.09M
AET
138
DELISTED
Aetna Inc
AET
$990K 0.26%
+6,229
New +$973K
CPT icon
139
Camden Property Trust
CPT
$11.1B
$989K 0.26%
+10,815
New +$972K
DCT
140
DELISTED
DCT Industrial Trust Inc.
DCT
$976K 0.26%
16,854
-1,092
-6% -$62K
VNO icon
141
Vornado Realty Trust
VNO
$7.24B
$972K 0.26%
12,644
+3,081
+32% +$235K
COP icon
142
ConocoPhillips
COP
$145B
$959K 0.25%
19,164
+9,046
+89% +$406K
BDX icon
143
Becton Dickinson
BDX
$42.2B
$949K 0.25%
4,965
+10
+0.2% +$1.94K
CCEP icon
144
Coca-Cola Europacific Partners
CCEP
$46.8B
$940K 0.25%
22,588
-35,176
-61% -$1.49M
UDR icon
145
UDR
UDR
$12.8B
$935K 0.25%
24,580
+5,244
+27% +$203K
CAT icon
146
Caterpillar
CAT
$410B
$910K 0.24%
7,294
-710
-9% -$81.8K
COR icon
147
Cencora
COR
$58.5B
$906K 0.24%
+10,946
New +$929K
MON
148
DELISTED
Monsanto Co
MON
$903K 0.24%
7,535
-14,855
-66% -$1.75M
CHRD icon
149
Chord Energy
CHRD
$7.74B
$897K 0.24%
+98,366
New +$771K
SRC
150
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$890K 0.24%
23,150
+19,291
+500% +$712K
4 5
6
7 8

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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.