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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
ATVI
151
DELISTED
Activision Blizzard
ATVI
$881K 0.23%
+13,658
New +$852K
JACK icon
152
Jack in the Box
JACK
$272M
$878K 0.23%
8,613
+1,894
+28% +$181K
PRU icon
153
Prudential Financial
PRU
$41.3B
$878K 0.23%
8,259
-13,949
-63% -$1.49M
REG icon
154
Regency Centers
REG
$15.1B
$877K 0.23%
+14,129
New +$910K
BRK.B icon
155
Berkshire Hathaway Class B
BRK.B
$1.06T
$862K 0.23%
+4,702
New +$831K
MAC icon
156
Macerich
MAC
$7.19B
$860K 0.23%
+15,651
New +$877K
LSTR icon
157
Landstar System
LSTR
$7.13B
$843K 0.22%
8,463
-7,814
-48% -$694K
PNR icon
158
Pentair
PNR
$10.2B
$841K 0.22%
+18,429
New +$792K
UNP icon
159
Union Pacific
UNP
$174B
$840K 0.22%
7,246
-27
-0.4% -$2.9K
TTWO icon
160
Take-Two Interactive
TTWO
$43.4B
$823K 0.22%
8,047
+1,807
+29% +$162K
IBKC
161
DELISTED
IBERIABANK Corp
IBKC
$813K 0.22%
+9,897
New +$777K
CRM icon
162
Salesforce
CRM
$133B
$808K 0.21%
8,651
-16,326
-65% -$1.5M
ESS icon
163
Essex Property Trust
ESS
$18.8B
$807K 0.21%
+3,178
New +$830K
CCK icon
164
Crown Holdings
CCK
$13B
$806K 0.21%
+13,496
New +$800K
DXC icon
165
DXC Technology
DXC
$1.53B
$804K 0.21%
10,827
-638
-6% -$45.3K
GGP
166
DELISTED
GGP Inc.
GGP
$800K 0.21%
38,529
+28,532
+285% +$624K
T icon
167
AT&T
T
$160B
$798K 0.21%
26,978
-6,052
-18% -$172K
FRT icon
168
Federal Realty Investment Trust
FRT
$10.8B
$794K 0.21%
6,392
+2,838
+80% +$365K
BDN
169
Brandywine Realty Trust
BDN
$533M
$792K 0.21%
45,265
+14,674
+48% +$249K
DHR icon
170
Danaher
DHR
$127B
$789K 0.21%
10,380
+1,716
+20% +$127K
VSAT icon
171
Viasat
VSAT
$10.2B
$776K 0.21%
12,060
+2,226
+23% +$141K
UNH icon
172
UnitedHealth
UNH
$392B
$766K 0.2%
3,913
-247
-6% -$47.7K
MSI icon
173
Motorola Solutions
MSI
$67.1B
$763K 0.2%
8,995
+6,351
+240% +$556K
GAP
174
The Gap Inc
GAP
$7.07B
$756K 0.2%
25,600
-83,519
-77% -$2.05M
MHK icon
175
Mohawk Industries
MHK
$6.73B
$753K 0.2%
+3,044
New +$758K
5 6
7
8 9

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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.