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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
WPX
451
DELISTED
WPX Energy, Inc.
WPX
$246K 0.06%
+17,457
New +$211K
TCF
452
DELISTED
TCF Financial Corporation Common Stock
TCF
$244K 0.06%
+4,568
New +$246K
EAT icon
453
Brinker International
EAT
$7.93B
$240K 0.06%
+6,184
New +$213K
CIT
454
DELISTED
CIT Group Inc.
CIT
$240K 0.06%
+4,878
New +$237K
AZPN
455
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$240K 0.06%
+3,626
New +$240K
CELG
456
DELISTED
Celgene Corp
CELG
$238K 0.06%
+2,285
New +$258K
URI icon
457
United Rentals
URI
$71.4B
$237K 0.06%
1,380
-598
-30% -$91K
FLEX icon
458
Flex
FLEX
$46.9B
$236K 0.06%
+17,372
New +$235K
EDU icon
459
New Oriental
EDU
$7.85B
$235K 0.06%
+2,504
New +$222K
MPC icon
460
Marathon Petroleum
MPC
$91.2B
$235K 0.06%
+3,565
New +$218K
CRZO
461
DELISTED
Carrizo Oil & Gas Inc
CRZO
$235K 0.06%
+11,039
New +$204K
CAL icon
462
Caleres
CAL
$392M
$234K 0.06%
+7,004
New +$213K
AMED
463
DELISTED
Amedisys
AMED
$231K 0.06%
4,384
+719
+20% +$37.9K
ORA icon
464
Ormat Technologies
ORA
$6.38B
$230K 0.06%
+3,601
New +$228K
EFX icon
465
Equifax
EFX
$19.6B
$229K 0.06%
+1,940
New +$218K
TFX icon
466
Teleflex
TFX
$5.81B
$228K 0.06%
+917
New +$230K
OCLR
467
DELISTED
Oclaro Inc.
OCLR
$228K 0.06%
+33,774
New +$249K
SIVB
468
DELISTED
SVB Financial Group
SIVB
$226K 0.06%
+968
New +$206K
LNG icon
469
Cheniere Energy
LNG
$57B
$225K 0.06%
+4,174
New +$201K
LHCG
470
DELISTED
LHC Group LLC
LHCG
$225K 0.06%
3,669
+290
+9% +$19.2K
CZR icon
471
Caesars Entertainment
CZR
$6.09B
$223K 0.06%
+6,734
New +$196K
GOLF icon
472
Acushnet Holdings
GOLF
$6.17B
$223K 0.06%
+10,587
New +$201K
CLGX
473
DELISTED
Corelogic, Inc.
CLGX
$223K 0.06%
4,835
-2,449
-34% -$113K
QEP
474
DELISTED
QEP RESOURCES, INC.
QEP
$222K 0.06%
23,161
-175,488
-88% -$1.59M
OC icon
475
Owens Corning
OC
$11.2B
$221K 0.06%
+2,404
New +$203K
17 18
19
20 21

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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.