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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
BKE icon
551
Buckle
BKE
$2.19B
– –
-19,412
Closed -$327K
BNS icon
552
Scotiabank
BNS
$105B
– –
-4,723
Closed -$303K
BOOT icon
553
Boot Barn
BOOT
$4.45B
– –
-11,094
Closed -$99K
BTU icon
554
Peabody Energy
BTU
$2.9B
– –
-13,746
Closed -$399K
BWA icon
555
BorgWarner
BWA
$13.1B
– –
-6,985
Closed -$315K
C icon
556
Citigroup
C
$221B
– –
-19,031
Closed -$1.38M
CASY icon
557
Casey's General Stores
CASY
$32.1B
– –
-3,558
Closed -$389K
CCK icon
558
Crown Holdings
CCK
$12.4B
– –
-13,496
Closed -$806K
CHRD icon
559
Chord Energy
CHRD
$7.82B
– –
-98,366
Closed -$897K
CLDT
560
Chatham Lodging
CLDT
$612M
– –
-16,142
Closed -$344K
CLH icon
561
Clean Harbors
CLH
$16.2B
– –
-4,966
Closed -$282K
CME icon
562
CME Group
CME
$91.2B
– –
-2,346
Closed -$318K
COR icon
563
Cencora
COR
$59B
– –
-10,946
Closed -$906K
COST icon
564
Costco
COST
$408B
– –
-6,569
Closed -$1.08M
CRI icon
565
Carter's
CRI
$1.37B
– –
-25,820
Closed -$2.55M
CRM icon
566
Salesforce
CRM
$129B
– –
-8,651
Closed -$808K
CSTM icon
567
Constellium
CSTM
$4.08B
– –
-13,211
Closed -$135K
CTSH icon
568
Cognizant
CTSH
$20.1B
– –
-7,334
Closed -$532K
CUBE icon
569
CubeSmart
CUBE
$9.3B
– –
-23,536
Closed -$611K
CVS icon
570
CVS Health
CVS
$136B
– –
-9,136
Closed -$743K
CW icon
571
Curtiss-Wright
CW
$27.8B
– –
-2,024
Closed -$212K
D icon
572
Dominion Energy
D
$62.6B
– –
-7,513
Closed -$578K
DFS
573
DELISTED
Discover Financial Services
DFS
– –
-9,330
Closed -$602K
DHR icon
574
Danaher
DHR
$134B
– –
-10,380
Closed -$789K
DUK icon
575
Duke Energy
DUK
$100B
– –
-2,547
Closed -$214K
21 22
23
24 25

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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.