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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
SO icon
176
Southern Company
SO
$109B
$750K 0.2%
15,266
-1,595
-9% -$77.3K
CVS icon
177
CVS Health
CVS
$137B
$743K 0.2%
9,136
-179
-2% -$14.2K
CMI icon
178
Cummins
CMI
$91.8B
$739K 0.2%
4,396
+2,263
+106% +$366K
VZ icon
179
Verizon
VZ
$185B
$736K 0.19%
14,871
-24,522
-62% -$1.15M
STAY
180
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$734K 0.19%
36,705
-97,387
-73% -$1.89M
ZBH icon
181
Zimmer Biomet
ZBH
$17.4B
$729K 0.19%
+6,417
New +$741K
KRC icon
182
Kilroy Realty
KRC
$4.51B
$725K 0.19%
10,192
+395
+4% +$27.8K
OPLN
183
Openlane
OPLN
$4.08B
$723K 0.19%
39,989
-2,526
-6% -$41.7K
RTN
184
DELISTED
Raytheon Company
RTN
$723K 0.19%
3,875
+1,199
+45% +$211K
WDAY icon
185
Workday
WDAY
$31.8B
$707K 0.19%
+6,711
New +$692K
SITC icon
186
SITE Centers
SITC
$222M
$706K 0.19%
59,792
+51,926
+660% +$651K
SFR
187
DELISTED
Starwood Waypoint Homes
SFR
$700K 0.19%
19,236
+4,738
+33% +$169K
KEY icon
188
KeyCorp
KEY
$24.2B
$699K 0.19%
37,117
-3,349
-8% -$60.6K
NDSN icon
189
Nordson
NDSN
$16.3B
$697K 0.18%
5,885
+12
+0.2% +$1.43K
EL icon
190
Estee Lauder
EL
$28.6B
$694K 0.18%
6,433
-1,982
-24% -$203K
TGT icon
191
Target
TGT
$61.3B
$690K 0.18%
+11,688
New +$655K
FAF icon
192
First American
FAF
$7.06B
$684K 0.18%
13,681
+1,502
+12% +$71.7K
PRMW
193
DELISTED
Primo Water Corporation
PRMW
$682K 0.18%
+45,454
New +$687K
IPG
194
DELISTED
Interpublic Group of Companies
IPG
$681K 0.18%
+32,753
New +$712K
NOC icon
195
Northrop Grumman
NOC
$76.5B
$680K 0.18%
2,365
+995
+73% +$268K
TDY icon
196
Teledyne Technologies
TDY
$30.3B
$680K 0.18%
+4,270
New +$620K
ESRT icon
197
Empire State Realty Trust
ESRT
$941M
$679K 0.18%
+33,059
New +$677K
LEA icon
198
Lear
LEA
$7.09B
$677K 0.18%
3,911
+207
+6% +$31.3K
ARE icon
199
Alexandria Real Estate Equities
ARE
$8.74B
$674K 0.18%
5,669
-15
-0.3% -$1.8K
GD icon
200
General Dynamics
GD
$104B
$665K 0.18%
+3,234
New +$648K
6 7
8
9 10

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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.