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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
FE icon
401
FirstEnergy
FE
$28.6B
$285K 0.07%
+9,320
New +$303K
LEG icon
402
Leggett & Platt
LEG
$1.45B
$285K 0.07%
+5,967
New +$282K
VR
403
DELISTED
Validus Hold Ltd
VR
$285K 0.07%
+6,067
New +$300K
CLX icon
404
Clorox
CLX
$11.3B
$284K 0.07%
+1,911
New +$260K
DST
405
DELISTED
DST Systems Inc.
DST
$284K 0.07%
+4,581
New +$272K
HBAN icon
406
Huntington Bancshares
HBAN
$35.3B
$282K 0.07%
+19,394
New +$272K
NRE
407
DELISTED
NorthStar Realty Europe Corp.
NRE
$282K 0.07%
+20,967
New +$290K
WDR
408
DELISTED
Waddell & Reed Financial, Inc.
WDR
$279K 0.07%
12,497
-68,544
-85% -$1.39M
KNX icon
409
Knight Transportation
KNX
$11.8B
$278K 0.07%
+6,359
New +$261K
SKX
410
DELISTED
Skechers
SKX
$277K 0.07%
+7,320
New +$237K
TIMB icon
411
TIM SA
TIMB
$10.1B
$276K 0.07%
+14,285
New +$265K
HPE icon
412
Hewlett Packard
HPE
$63.1B
$275K 0.07%
+19,151
New +$272K
PSX icon
413
Phillips 66
PSX
$83B
$275K 0.07%
+2,723
New +$259K
ETN icon
414
Eaton
ETN
$161B
$273K 0.07%
+3,454
New +$268K
UNH icon
415
UnitedHealth
UNH
$385B
$273K 0.07%
1,239
-2,674
-68% -$567K
INFY icon
416
Infosys
INFY
$43.2B
$271K 0.07%
+33,416
New +$254K
O icon
417
Realty Income
O
$60.4B
$271K 0.07%
+4,897
New +$266K
PANW icon
418
Palo Alto Networks
PANW
$265B
$271K 0.07%
11,226
-5,046
-31% -$123K
ARR
419
Armour Residential REIT
ARR
$2B
$270K 0.07%
+2,096
New +$270K
DVA icon
420
DaVita
DVA
$15B
$270K 0.07%
+3,731
New +$230K
FRT icon
421
Federal Realty Investment Trust
FRT
$10.8B
$270K 0.07%
2,036
-4,356
-68% -$562K
LBRDK icon
422
Liberty Broadband Class C
LBRDK
$4.26B
$270K 0.07%
+3,174
New +$283K
SAIC icon
423
Saic
SAIC
$4.93B
$270K 0.07%
+3,523
New +$255K
UPS icon
424
United Parcel Service
UPS
$97B
$270K 0.07%
2,268
-2,695
-54% -$317K
ASND icon
425
Ascendis Pharma A/S
ASND
$16.6B
$269K 0.07%
+6,714
New +$244K
15 16
17
18 19

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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CBT
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FSCP
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ECM
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RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
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.