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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
AXP icon
1
American Express
AXP
$238B
$3.39M 0.9%
37,502
+12,895
+52% +$1.11M
ORI icon
2
Old Republic International
ORI
$10.1B
$3.32M 0.88%
168,837
+27,367
+19% +$530K
CCI icon
3
Crown Castle
CCI
$33.8B
$3.29M 0.87%
32,886
+23,078
+235% +$2.36M
SWK icon
4
Stanley Black & Decker
SWK
$13.9B
$3.01M 0.8%
19,943
-1,055
-5% -$152K
CVX icon
5
Chevron
CVX
$384B
$2.92M 0.77%
24,896
-369
-1% -$40.3K
ORCL icon
6
Oracle
ORCL
$362B
$2.84M 0.75%
58,753
-25,167
-30% -$1.25M
AJG icon
7
Arthur J. Gallagher & Co
AJG
$62.3B
$2.83M 0.75%
45,954
+36,813
+403% +$2.17M
BA icon
8
Boeing
BA
$164B
$2.73M 0.72%
+10,726
New +$2.5M
BTI icon
9
British American Tobacco
BTI
$134B
$2.69M 0.71%
+43,130
New +$2.78M
ISBC
10
DELISTED
Investors Bancorp, Inc.
ISBC
$2.66M 0.7%
194,686
+152,404
+360% +$2.01M
DRE
11
DELISTED
Duke Realty Corp.
DRE
$2.57M 0.68%
89,092
+47,260
+113% +$1.36M
MDLZ icon
12
Mondelez International
MDLZ
$78.1B
$2.56M 0.68%
62,869
+35,615
+131% +$1.51M
CRI icon
13
Carter's
CRI
$1.41B
$2.55M 0.68%
+25,820
New +$2.3M
AZO icon
14
AutoZone
AZO
$48.5B
$2.52M 0.67%
4,239
-348
-8% -$185K
BMY icon
15
Bristol-Myers Squibb
BMY
$124B
$2.5M 0.66%
39,136
-6,315
-14% -$369K
USFD icon
16
US Foods
USFD
$21.2B
$2.48M 0.66%
93,032
+5,827
+7% +$160K
USB icon
17
US Bancorp
USB
$100B
$2.47M 0.65%
46,034
+18,462
+67% +$966K
RPAI
18
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$2.42M 0.64%
184,696
+167,652
+984% +$2.2M
PVH icon
19
PVH
PVH
$3.69B
$2.42M 0.64%
19,219
-5,591
-23% -$681K
DLTR icon
20
Dollar Tree
DLTR
$23.5B
$2.42M 0.64%
27,885
-11,130
-29% -$849K
SHW icon
21
Sherwin-Williams
SHW
$78.9B
$2.41M 0.64%
20,175
+261
+1% +$29.9K
KDP icon
22
Keurig Dr Pepper
KDP
$41.1B
$2.4M 0.64%
+27,139
New +$2.46M
KO icon
23
Coca-Cola
KO
$354B
$2.37M 0.63%
52,724
-35,002
-40% -$1.59M
GM icon
24
General Motors
GM
$74.1B
$2.33M 0.62%
57,760
+9,688
+20% +$354K
DAN icon
25
Dana Inc
DAN
$3.02B
$2.32M 0.61%
83,005
+46,879
+130% +$1.14M
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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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.