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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 | |
|---|---|---|---|---|---|---|
|
SYNT
476
DELISTED
Syntel Inc
SYNT
| $221K | 0.06% |
+9,631
| New | +$228K |
|
477
Acuity Brands
AYI
$9.79B
| $219K | 0.06% |
+1,244
| New | +$207K |
|
|
NXEO
478
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
| $218K | 0.06% |
23,993
-9,438
| -28% | -$74.6K |
|
479
MasTec
MTZ
$28.4B
| $217K | 0.06% |
+4,426
| New | +$197K |
|
480
Alcoa
AA
$11.9B
| $215K | 0.05% |
3,984
-28,161
| -88% | -$1.29M |
|
481
NETGEAR
NTGR
$672M
| $215K | 0.05% |
+3,661
| New | +$187K |
|
|
POT
482
DELISTED
Potash Corp Of Saskatchewan
POT
| $215K | 0.05% |
+10,423
| New | +$202K |
|
483
General Dynamics
GD
$103B
| $213K | 0.05% |
1,046
-2,188
| -68% | -$447K |
|
484
Perrigo
PRGO
$1.4B
| $213K | 0.05% |
+2,442
| New | +$210K |
|
|
FLG
485
Flagstar Bank National Association
FLG
$6.13B
| $211K | 0.05% |
+5,411
| New | +$209K |
|
486
CarGurus
CARG
$2.97B
| $210K | 0.05% |
+7,002
| New | +$209K |
|
487
Restaurant Brands International
QSR
$25.1B
| $209K | 0.05% |
+3,397
| New | +$218K |
|
|
VMW
488
DELISTED
VMware, Inc
VMW
| $209K | 0.05% |
+1,664
| New | +$200K |
|
|
RP
489
DELISTED
RealPage, Inc.
RP
| $209K | 0.05% |
4,720
-450
| -9% | -$19.6K |
|
|
CAA
490
DELISTED
CalAtlantic Group, Inc.
CAA
| $209K | 0.05% |
+3,700
| New | +$181K |
|
|
VVC
491
DELISTED
Vectren Corporation
VVC
| $208K | 0.05% |
+3,197
| New | +$215K |
|
|
NLSN
492
DELISTED
Nielsen Holdings plc
NLSN
| $208K | 0.05% |
+5,703
| New | +$217K |
|
493
Advance Auto Parts
AAP
$3.22B
| $207K | 0.05% |
+2,072
| New | +$191K |
|
|
FINL
494
DELISTED
Finish Line
FINL
| $207K | 0.05% |
+14,236
| New | +$153K |
|
|
HSKA
495
DELISTED
Heska Corp
HSKA
| $206K | 0.05% |
+2,566
| New | +$226K |
|
496
Veeco
VECO
$3.33B
| $205K | 0.05% |
+13,825
| New | +$238K |
|
|
GOOS
497
Canada Goose Holdings
GOOS
$896M
| $204K | 0.05% |
6,466
-18,677
| -74% | -$459K |
|
498
Henry Schein
HSIC
$9.63B
| $202K | 0.05% |
3,680
-15,009
| -80% | -$871K |
|
|
STI
499
DELISTED
SunTrust Banks, Inc.
STI
| $202K | 0.05% |
+3,130
| New | +$191K |
|
500
iRhythm Holdings
IRTC
$3.54B
| $201K | 0.05% |
3,589
-1,021
| -22% | -$53.4K |
|
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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.