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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
LII icon
251
Lennox International
LII
$18.5B
$562K 0.14%
2,699
-996
-27% -$194K
ACH
252
Accendra Health
ACH
$240M
$558K 0.14%
+29,548
New +$655K
SHPG
253
DELISTED
Shire pic
SHPG
$557K 0.14%
3,592
-10,433
-74% -$1.55M
AIV
254
Aimco
AIV
$374M
$555K 0.14%
+95,254
New +$561K
SLG icon
255
SL Green Realty
SLG
$3.76B
$555K 0.14%
5,684
+1,907
+50% +$186K
SBT
256
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
$550K 0.14%
+43,281
New +$553K
SRC
257
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$548K 0.14%
14,239
-8,911
-38% -$338K
CFG icon
258
Citizens Financial Group
CFG
$30.1B
$547K 0.14%
+13,035
New +$510K
CTRA
259
DELISTED
Coterra Energy
CTRA
$547K 0.14%
+19,117
New +$525K
CNOB icon
260
Center Bancorp
CNOB
$1.57B
$546K 0.14%
21,191
+2,728
+15% +$71.6K
LH icon
261
Labcorp
LH
$23.7B
$545K 0.14%
+3,979
New +$526K
EOG icon
262
EOG Resources
EOG
$77.9B
$544K 0.14%
+5,039
New +$508K
EGBN icon
263
Eagle Bancorp
EGBN
$813M
$538K 0.14%
+9,300
New +$596K
TRN icon
264
Trinity Industries
TRN
$2.93B
$538K 0.14%
19,939
+2,736
+16% +$68.2K
VRE
265
DELISTED
Veris Residential
VRE
$537K 0.14%
+24,888
New +$561K
LIVN icon
266
LivaNova
LIVN
$4.26B
$527K 0.13%
6,591
+2,535
+63% +$201K
UFCS icon
267
United Fire Group
UFCS
$1.27B
$524K 0.13%
11,507
+6,324
+122% +$296K
EMN icon
268
Eastman Chemical
EMN
$7.76B
$523K 0.13%
+5,641
New +$513K
FAST icon
269
Fastenal
FAST
$52.3B
$521K 0.13%
+38,084
New +$472K
SXT icon
270
Sensient Technologies
SXT
$4.79B
$519K 0.13%
+7,101
New +$541K
NTAP icon
271
NetApp
NTAP
$32.7B
$518K 0.13%
9,358
+962
+11% +$48.3K
DF
272
DELISTED
Dean Foods Company
DF
$516K 0.13%
+44,630
New +$474K
GLW icon
273
Corning
GLW
$136B
$515K 0.13%
+16,091
New +$507K
ODFL icon
274
Old Dominion Freight Line
ODFL
$47.8B
$515K 0.13%
11,754
-2,847
-19% -$114K
MNST icon
275
Monster Beverage
MNST
$91.4B
$514K 0.13%
16,246
+5,818
+56% +$174K
9 10
11
12 13

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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
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
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.