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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
FHN icon
26
First Horizon
FHN
$12.2B
$2.15M 0.54%
107,444
+3,100
+3% +$59.7K
STL
27
DELISTED
Sterling Bancorp
STL
$2.15M 0.54%
87,238
-996
-1% -$24.7K
AJG icon
28
Arthur J. Gallagher & Co
AJG
$62.3B
$2.13M 0.54%
33,579
-12,375
-27% -$790K
SWK icon
29
Stanley Black & Decker
SWK
$13.9B
$2.12M 0.54%
12,499
-7,444
-37% -$1.22M
BA icon
30
Boeing
BA
$164B
$2.09M 0.53%
7,099
-3,627
-34% -$982K
IBKC
31
DELISTED
IBERIABANK Corp
IBKC
$2M 0.51%
25,758
+15,861
+160% +$1.22M
AZO icon
32
AutoZone
AZO
$48.5B
$1.98M 0.5%
2,780
-1,459
-34% -$933K
USFD icon
33
US Foods
USFD
$21.2B
$1.96M 0.5%
61,360
-31,672
-34% -$897K
ESRT icon
34
Empire State Realty Trust
ESRT
$936M
$1.93M 0.49%
94,190
+61,131
+185% +$1.25M
TMO icon
35
Thermo Fisher Scientific
TMO
$196B
$1.93M 0.49%
10,182
+7,514
+282% +$1.44M
AXP icon
36
American Express
AXP
$238B
$1.92M 0.49%
19,320
-18,182
-48% -$1.73M
CI icon
37
Cigna
CI
$75.4B
$1.92M 0.49%
9,445
-1,806
-16% -$359K
CSCO icon
38
Cisco
CSCO
$442B
$1.91M 0.48%
+49,751
New +$1.78M
DOC icon
39
Healthpeak Properties
DOC
$15.3B
$1.88M 0.48%
72,165
-6,657
-8% -$177K
PACW
40
DELISTED
PacWest Bancorp
PACW
$1.87M 0.47%
+37,095
New +$1.77M
BAX icon
41
Baxter International
BAX
$11.2B
$1.85M 0.47%
28,654
-4,310
-13% -$277K
HAL icon
42
Halliburton
HAL
$27.6B
$1.81M 0.46%
37,049
+24,638
+199% +$1.09M
KO icon
43
Coca-Cola
KO
$354B
$1.81M 0.46%
39,480
-13,244
-25% -$609K
BRO icon
44
Brown & Brown
BRO
$22.2B
$1.8M 0.46%
70,010
-17,710
-20% -$445K
DLTR icon
45
Dollar Tree
DLTR
$23.5B
$1.79M 0.46%
16,720
-11,165
-40% -$1.09M
DRE
46
DELISTED
Duke Realty Corp.
DRE
$1.79M 0.45%
65,760
-23,332
-26% -$664K
HPP
47
Hudson Pacific Properties
HPP
$783M
$1.78M 0.45%
7,409
-22
-0.3% -$5.29K
COF icon
48
Capital One
COF
$124B
$1.76M 0.45%
+17,672
New +$1.61M
AZN icon
49
AstraZeneca
AZN
$263B
$1.75M 0.45%
25,295
-1,729
-6% -$117K
AMZN icon
50
Amazon
AMZN
$2.63T
$1.74M 0.44%
29,820
+3,940
+15% +$217K
1
2
3 4 5

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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.