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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
YEXT icon
326
Yext
YEXT
$493M
$391K 0.1%
+32,482
New +$407K
ADSK icon
327
Autodesk
ADSK
$43.3B
$386K 0.1%
+3,684
New +$430K
ANF icon
328
Abercrombie & Fitch
ANF
$4.04B
$385K 0.1%
+22,087
New +$335K
CY
329
DELISTED
Cypress Semiconductor
CY
$381K 0.1%
+25,010
New +$397K
EXP icon
330
Eagle Materials
EXP
$6.4B
$377K 0.1%
+3,326
New +$360K
ASH icon
331
Ashland
ASH
$3.05B
$375K 0.1%
+5,270
New +$363K
XYL icon
332
Xylem
XYL
$27.8B
$375K 0.1%
5,498
-1,316
-19% -$87.4K
TTWO icon
333
Take-Two Interactive
TTWO
$42.8B
$371K 0.09%
3,375
-4,672
-58% -$510K
DVN icon
334
Devon Energy
DVN
$52.2B
$369K 0.09%
8,924
-9,000
-50% -$341K
DRH icon
335
Diamondrock Hospitality Co
DRH
$2.59B
$366K 0.09%
+32,455
New +$361K
PAC icon
336
Grupo Aeroportuario del Pacifico
PAC
$12.8B
$364K 0.09%
+3,540
New +$348K
UN
337
DELISTED
Unilever NV New York Registry Shares
UN
$360K 0.09%
+6,390
New +$368K
CIEN icon
338
Ciena
CIEN
$57.7B
$359K 0.09%
+17,153
New +$364K
LNW
339
DELISTED
Light & Wonder
LNW
$357K 0.09%
+6,954
New +$339K
MTN icon
340
Vail Resorts
MTN
$5.13B
$357K 0.09%
+1,679
New +$376K
BBWI icon
341
Bath & Body Works
BBWI
$3.9B
$355K 0.09%
+7,282
New +$294K
NXPI icon
342
NXP Semiconductors
NXPI
$70.1B
$353K 0.09%
3,018
+125
+4% +$14.4K
AAMI
343
Acadian Asset Management
AAMI
$2.86B
$353K 0.09%
+21,084
New +$335K
SLM icon
344
SLM Corp
SLM
$4.56B
$352K 0.09%
+31,139
New +$341K
PRMW
345
DELISTED
Primo Water Corporation
PRMW
$351K 0.09%
21,059
-24,395
-54% -$392K
GWR
346
DELISTED
Genesee & Wyoming Inc.
GWR
$349K 0.09%
+4,439
New +$331K
BURL icon
347
Burlington
BURL
$21.4B
$346K 0.09%
2,815
-3,116
-53% -$317K
FL
348
DELISTED
Foot Locker
FL
$339K 0.09%
+7,226
New +$270K
RLJ icon
349
RLJ Lodging Trust
RLJ
$1.83B
$339K 0.09%
+15,449
New +$336K
AVT icon
350
Avnet
AVT
$7.38B
$338K 0.09%
+8,542
New +$342K
12 13
14
15 16

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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.