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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
NNVC icon
526
NanoViricides
NNVC
$36.8M
$9K ﹤0.01%
500
– –
AAL icon
527
American Airlines Group
AAL
$9.06B
– –
-11,002
Closed -$522K
ABR icon
528
Arbor Realty Trust
ABR
$962M
– –
-31,952
Closed -$262K
ACGL icon
529
Arch Capital
ACGL
$34.5B
– –
-19,221
Closed -$631K
ADI icon
530
Analog Devices
ADI
$185B
– –
-13,194
Closed -$1.14M
AEE icon
531
Ameren
AEE
$31.2B
– –
-9,313
Closed -$539K
AEP icon
532
American Electric Power
AEP
$73.1B
– –
-3,434
Closed -$241K
AFL icon
533
Aflac
AFL
$62.8B
– –
-10,328
Closed -$420K
ALB icon
534
Albemarle
ALB
$13.9B
– –
-11,996
Closed -$1.64M
AON icon
535
Aon
AON
$75B
– –
-12,080
Closed -$1.76M
APTV icon
536
Aptiv
APTV
$12.1B
– –
-2,606
Closed -$256K
ASRT
537
DELISTED
Assertio
ASRT
– –
-249
Closed -$86K
ATO icon
538
Atmos Energy
ATO
$29.8B
– –
-2,941
Closed -$247K
AUB icon
539
Atlantic Union Bankshares
AUB
$5.89B
– –
-17,729
Closed -$626K
AVB icon
540
AvalonBay Communities
AVB
$27.1B
– –
-2,482
Closed -$443K
AVGO icon
541
Broadcom
AVGO
$1.88T
– –
-43,350
Closed -$1.05M
AZUL
542
DELISTED
Azul
AZUL
– –
-13,162
Closed -$361K
BABA icon
543
Alibaba
BABA
$276B
– –
-8,719
Closed -$1.51M
BAP icon
544
Credicorp
BAP
$31B
– –
-1,226
Closed -$251K
BDX icon
545
Becton Dickinson
BDX
$42.3B
– –
-4,965
Closed -$949K
BF.B icon
546
Brown-Forman Class B
BF.B
$11.9B
– –
-12,808
Closed -$445K
BGC icon
547
BGC Group
BGC
$5.52B
– –
-17,089
Closed -$159K
BHF icon
548
Brighthouse Financial
BHF
$3.6B
– –
-5,279
Closed -$321K
BIDU icon
549
Baidu
BIDU
$36.5B
– –
-6,252
Closed -$1.55M
BKD icon
550
Brookdale Senior Living
BKD
$3.5B
– –
-12,119
Closed -$128K
20 21
22
23 24

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.