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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
HUM icon
301
Humana
HUM
$46.9B
$448K 0.11%
1,807
-5,231
-74% -$1.29M
BIG
302
DELISTED
Big Lots, Inc.
BIG
$444K 0.11%
7,913
-3,562
-31% -$193K
CHTR icon
303
Charter Communications
CHTR
$15.5B
$440K 0.11%
+1,310
New +$445K
BP icon
304
BP
BP
$114B
$439K 0.11%
+11,420
New +$414K
ATH
305
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$437K 0.11%
8,457
-17,151
-67% -$877K
CBL.PRE
306
DELISTED
CBL & ASSOCIATES PROPERTIES, INC. Depository Shares, each representing a 1/10th fractional Interest
CBL.PRE
$437K 0.11%
+19,814
New +$454K
AR icon
307
Antero Resources
AR
$10.9B
$434K 0.11%
22,824
-43,692
-66% -$838K
KRC icon
308
Kilroy Realty
KRC
$4.51B
$432K 0.11%
5,782
-4,410
-43% -$324K
MRVL icon
309
Marvell Technology
MRVL
$185B
$432K 0.11%
+20,120
New +$410K
ZTO icon
310
ZTO Express
ZTO
$18.2B
$428K 0.11%
26,984
-93,577
-78% -$1.47M
COP icon
311
ConocoPhillips
COP
$148B
$419K 0.11%
7,633
-11,531
-60% -$593K
ICE icon
312
Intercontinental Exchange
ICE
$80.9B
$419K 0.11%
+5,940
New +$408K
AMG icon
313
Affiliated Managers Group
AMG
$9.17B
$414K 0.11%
+2,018
New +$391K
WAL icon
314
Western Alliance Bancorporation
WAL
$9B
$413K 0.1%
+7,301
New +$407K
NGG icon
315
National Grid
NGG
$81.8B
$407K 0.1%
+7,828
New +$418K
PNFP icon
316
Pinnacle Financial Partners Inc
PNFP
$14.7B
$405K 0.1%
+6,102
New +$406K
CNC icon
317
Centene
CNC
$31.5B
$404K 0.1%
+8,012
New +$388K
RTN
318
DELISTED
Raytheon Company
RTN
$403K 0.1%
2,143
-1,732
-45% -$323K
CADE
319
DELISTED
Cadence Bancorporation
CADE
$401K 0.1%
+14,782
New +$356K
RHP icon
320
Ryman Hospitality Properties
RHP
$8.16B
$400K 0.1%
+5,792
New +$387K
VZ icon
321
Verizon
VZ
$183B
$400K 0.1%
7,549
-7,322
-49% -$360K
CHMI
322
Cherry Hill Mortgage Investment Corp
CHMI
$83.4M
$397K 0.1%
22,093
+9,063
+70% +$166K
ETR icon
323
Entergy
ETR
$54B
$397K 0.1%
+9,748
New +$408K
VTRS icon
324
Viatris
VTRS
$19.9B
$396K 0.1%
+9,365
New +$358K
AIT icon
325
Applied Industrial Technologies
AIT
$12.7B
$393K 0.1%
5,771
+1,749
+43% +$111K
11 12
13
14 15

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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.