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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
+6.12%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$394M
AUM Growth
+$16.6M
Cap. Flow
-$1.78M
Cap. Flow %
-0.45%
Top 10 Hldgs %
7.12%
Holding
724
New
288
Increased
103
Reduced
134
Closed
197

Top Buys

Rank Stock Value
1
CXP
COLUMBIA PROPERTY TRUST, INC.
CXP
+$2.53M
2
RTX icon
RTX Corp
RTX
+$2.27M
3
CL icon
Colgate-Palmolive
CL
+$2.22M
4
AMT icon
American Tower
AMT
+$2.12M
5
DIS icon
Walt Disney
DIS
+$2.08M

Top Sells

Rank Stock Value
1
ORCL icon
Oracle
ORCL
+$2.84M
2
CCI icon
Crown Castle
CCI
+$2.68M
3
ISBC
Investors Bancorp, Inc.
ISBC
+$2.66M
4
CRI icon
Carter's
CRI
+$2.55M
5
KDP icon
Keurig Dr Pepper
KDP
+$2.4M

Sector Composition

Rank Sector Weight
1 Financials 20.94%
2 Real Estate 13.48%
3 Industrials 11.69%
4 Consumer Discretionary 10.56%
5 Healthcare 9.34%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SBNY
226
DELISTED
Signature Bank
SBNY
$633K 0.16%
4,612
+1,855
+67% +$244K
NBIS
227
Nebius Group N.V.
NBIS
$55.8B
$624K 0.16%
19,048
-35,412
-65% -$1.16M
CDR
228
DELISTED
Cedar Realty Trust, Inc
CDR
$618K 0.16%
15,401
+10,190
+196% +$395K
AN icon
229
AutoNation
AN
$6.84B
$617K 0.16%
12,030
+4,731
+65% +$240K
CDW icon
230
CDW
CDW
$16.7B
$617K 0.16%
+8,882
New +$611K
CMCSA icon
231
Comcast
CMCSA
$82.4B
$617K 0.16%
15,409
+4,689
+44% +$176K
NUVA
232
DELISTED
NuVasive, Inc.
NUVA
$614K 0.16%
10,497
+2,718
+35% +$154K
RHI icon
233
Robert Half
RHI
$4.1B
$609K 0.15%
+10,962
New +$583K
MFA
234
MFA Financial
MFA
$928M
$608K 0.15%
+19,193
New +$633K
AAT
235
American Assets Trust
AAT
$1.5B
$604K 0.15%
+15,785
New +$621K
TKR icon
236
Timken Company
TKR
$9.82B
$603K 0.15%
12,264
+4,491
+58% +$217K
PEG icon
237
Public Service Enterprise Group
PEG
$39.8B
$601K 0.15%
+11,669
New +$588K
DCT
238
DELISTED
DCT Industrial Trust Inc.
DCT
$601K 0.15%
10,217
-6,637
-39% -$393K
ACC
239
DELISTED
American Campus Communities, Inc.
ACC
$599K 0.15%
+14,599
New +$624K
MHK icon
240
Mohawk Industries
MHK
$6.55B
$592K 0.15%
2,146
-898
-30% -$241K
LKQ icon
241
LKQ Corp
LKQ
$6.4B
$586K 0.15%
+14,415
New +$552K
CMI icon
242
Cummins
CMI
$92.2B
$585K 0.15%
3,309
-1,087
-25% -$186K
ASTE icon
243
Astec Industries
ASTE
$1.3B
$584K 0.15%
9,990
+2,453
+33% +$132K
PE
244
DELISTED
PARSLEY ENERGY INC
PE
$584K 0.15%
19,850
-33,635
-63% -$898K
EQIX icon
245
Equinix
EQIX
$103B
$581K 0.15%
1,282
-1,175
-48% -$544K
OCFC icon
246
OceanFirst Financial
OCFC
$1.67B
$576K 0.15%
+21,954
New +$598K
DCH
247
Dauch Corp
DCH
$1.31B
$574K 0.15%
+33,719
New +$597K
PPL
248
PPL Corp
PPL
$27.3B
$573K 0.15%
+18,499
New +$664K
AXS icon
249
AXIS Capital
AXS
$8.39B
$572K 0.15%
+11,376
New +$606K
UAL icon
250
United Airlines
UAL
$37B
$568K 0.14%
+8,423
New +$525K
8 9
10
11 12

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TMNFIC
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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
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ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

Quantitative Systematic Strategies's Q4 2017 Portfolio in Review

As of Q4 2017, Quantitative Systematic Strategies held 724 positions worth $394M, up 4.4% from $378M the previous quarter. Its ten largest holdings account for 7.1% of the portfolio.

Quantitative Systematic Strategies's Q4 2017 filing shows 288 new, 103 increased, 134 reduced and 197 closed positions. Its largest new stake was COLUMBIA PROPERTY TRUST, INC.: 114,133 shares worth $2.62M. The largest sale was Oracle, an estimated $2.84M.

By sector, the portfolio is most concentrated in Financials at 21% of assets, up from 17% a quarter earlier, followed by Real Estate and Industrials.

  • Quantitative Systematic Strategies's largest Q4 2017 buy was COLUMBIA PROPERTY TRUST, INC.: 114,133 shares worth $2.62M.
  • Quantitative Systematic Strategies added most to RTX Corp in Q4 2017, an estimated $2.27M increase.
  • Quantitative Systematic Strategies's biggest Q4 2017 reduction was Crown Castle, cutting an estimated $2.68M.
  • Quantitative Systematic Strategies fully exited Oracle in Q4 2017, selling an estimated $2.84M.
  • Quantitative Systematic Strategies's ten largest holdings make up 7.1% of its $394M portfolio in Q4 2017.
  • Quantitative Systematic Strategies opened 288 new positions and closed 197 in Q4 2017.
  • Quantitative Systematic Strategies's portfolio value rose 4.4% quarter-over-quarter to $394M.

Based on Quantitative Systematic Strategies's 13F filing for Q4 2017, filed 1 Feb 2018.