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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
REG icon
276
Regency Centers
REG
$14.9B
$511K 0.13%
7,387
-6,742
-48% -$445K
MU icon
277
Micron Technology
MU
$1.12T
$507K 0.13%
12,320
-30,654
-71% -$1.32M
OPLN
278
Openlane
OPLN
$4.14B
$506K 0.13%
26,486
-13,503
-34% -$250K
URBN icon
279
Urban Outfitters
URBN
$6.05B
$505K 0.13%
+14,414
New +$404K
FANG icon
280
Diamondback Energy
FANG
$58.2B
$503K 0.13%
+3,988
New +$432K
EVHC
281
DELISTED
Envision Healthcare Holdings Inc
EVHC
$495K 0.13%
14,319
+2,169
+18% +$75.9K
IVR icon
282
Invesco Mortgage Capital
IVR
$785M
$494K 0.13%
+2,770
New +$489K
ALK icon
283
Alaska Air
ALK
$4.89B
$493K 0.13%
6,711
-21,552
-76% -$1.53M
KMI icon
284
Kinder Morgan
KMI
$72.6B
$493K 0.13%
+27,268
New +$489K
AMH icon
285
American Homes 4 Rent
AMH
$12B
$492K 0.12%
+22,537
New +$489K
ESGR
286
DELISTED
Enstar Group
ESGR
$492K 0.12%
+2,449
New +$546K
TGT icon
287
Target
TGT
$61.1B
$492K 0.12%
7,542
-4,146
-35% -$250K
AME icon
288
Ametek
AME
$55.3B
$491K 0.12%
+6,780
New +$472K
KSU
289
DELISTED
Kansas City Southern
KSU
$489K 0.12%
+4,645
New +$495K
CXO
290
DELISTED
CONCHO RESOURCES INC.
CXO
$486K 0.12%
+3,233
New +$449K
CDP icon
291
COPT Defense Properties
CDP
$4.25B
$483K 0.12%
+16,556
New +$519K
SLB icon
292
SLB Ltd
SLB
$71.3B
$483K 0.12%
+7,172
New +$465K
MSM icon
293
MSC Industrial Direct
MSM
$7.05B
$479K 0.12%
+4,955
New +$414K
SONC
294
DELISTED
Sonic Corp
SONC
$474K 0.12%
+17,236
New +$444K
SJR
295
DELISTED
Shaw Communications Inc.
SJR
$467K 0.12%
+20,466
New +$461K
OSK icon
296
Oshkosh
OSK
$9.68B
$466K 0.12%
+5,132
New +$450K
MIK
297
DELISTED
Michaels Stores, Inc
MIK
$461K 0.12%
+19,058
New +$394K
GILD icon
298
Gilead Sciences
GILD
$162B
$455K 0.12%
+6,350
New +$482K
NFLX icon
299
Netflix
NFLX
$285B
$449K 0.11%
23,410
-47,550
-67% -$916K
PH icon
300
Parker-Hannifin
PH
$123B
$449K 0.11%
+2,252
New +$419K
10 11
12
13 14

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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 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.