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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
(+4.4%)
Cap. Flow
-$1.78M
Cap. Flow
% of AUM
-0.45%
Top 10 Holdings %
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 Corp
RTX
|
+$2.27M |
| 3 |
Colgate-Palmolive
CL
|
+$2.22M |
| 4 |
American Tower
AMT
|
+$2.12M |
| 5 |
Walt Disney
DIS
|
+$2.08M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oracle
ORCL
|
+$2.84M |
| 2 |
Crown Castle
CCI
|
+$2.68M |
| 3 |
ISBC
Investors Bancorp, Inc.
ISBC
|
+$2.66M |
| 4 |
Carter's
CRI
|
+$2.55M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
426
Camping World
CWH
$358M
| $269K | 0.07% |
+6,003
| New | +$261K |
|
427
Newell Brands
NWL
$2.14B
| $269K | 0.07% |
+8,701
| New | +$300K |
|
|
TCO
428
DELISTED
Taubman Centers Inc.
TCO
| $269K | 0.07% |
+4,113
| New | +$226K |
|
429
Las Vegas Sands
LVS
$30.5B
| $268K | 0.07% |
+3,858
| New | +$257K |
|
430
Ollie's Bargain Outlet
OLLI
$3.94B
| $268K | 0.07% |
+5,037
| New | +$238K |
|
431
ResMed
RMD
$27.8B
| $268K | 0.07% |
+3,165
| New | +$261K |
|
432
H&R Block
HRB
$5.06B
| $266K | 0.07% |
+10,162
| New | +$264K |
|
|
MDP
433
DELISTED
Meredith Corporation
MDP
| $266K | 0.07% |
4,033
-1,546
| -28% | -$93.2K |
|
|
VER
434
DELISTED
VEREIT, Inc.
VER
| $265K | 0.07% |
6,803
+3,990
| +142% | +$160K |
|
435
EQT Corp
EQT
$33.4B
| $263K | 0.07% |
+8,503
| New | +$279K |
|
436
Strategy Inc
MSTR
$34.2B
| $263K | 0.07% |
+20,010
| New | +$269K |
|
437
Old National Bancorp
ONB
$9.99B
| $260K | 0.07% |
+14,888
| New | +$268K |
|
|
MDC
438
DELISTED
M.D.C. Holdings, Inc.
MDC
| $260K | 0.07% |
+9,496
| New | +$262K |
|
|
GCP
439
DELISTED
GCP Applied Technologies Inc.
GCP
| $258K | 0.07% |
+8,088
| New | +$249K |
|
440
IQVIA
IQV
$34.6B
| $256K | 0.06% |
+2,615
| New | +$266K |
|
|
ATVI
441
DELISTED
Activision Blizzard
ATVI
| $255K | 0.06% |
4,024
-9,634
| -71% | -$609K |
|
442
Etsy
ETSY
$7.68B
| $253K | 0.06% |
+12,368
| New | +$218K |
|
443
Hanover Insurance
THG
$7.49B
| $253K | 0.06% |
+2,343
| New | +$242K |
|
|
CNH
444
CNH Industrial
CNH
$13.2B
| $253K | 0.06% |
+21,679
| New | +$240K |
|
445
OneMain Financial
OMF
$6.79B
| $251K | 0.06% |
+9,671
| New | +$267K |
|
446
Bloomin' Brands
BLMN
$701M
| $249K | 0.06% |
+11,652
| New | +$223K |
|
447
Telefônica Brasil
VIV
$21.9B
| $249K | 0.06% |
+16,758
| New | +$258K |
|
|
EXPR
448
DELISTED
Express, Inc.
EXPR
| $248K | 0.06% |
1,222
-9,076
| -88% | -$1.49M |
|
449
Popular Inc
BPOP
$11B
| $247K | 0.06% |
+6,970
| New | +$241K |
|
450
SITE Centers
SITC
$224M
| $246K | 0.06% |
21,335
-38,457
| -64% | -$410K |
|
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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.