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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
EBAY icon
576
eBay
EBAY
$49.3B
– –
-6,721
Closed -$258K
ED icon
577
Consolidated Edison
ED
$41.3B
– –
-4,757
Closed -$384K
ENOV icon
578
Enovis
ENOV
$1.53B
– –
-3,304
Closed -$237K
ESS icon
579
Essex Property Trust
ESS
$18.8B
– –
-3,178
Closed -$807K
EW icon
580
Edwards Lifesciences
EW
$48.6B
– –
-6,489
Closed -$236K
F icon
581
Ford
F
$57.5B
– –
-101,110
Closed -$1.21M
FMX icon
582
Fomento Económico Mexicano
FMX
$44.6B
– –
-3,127
Closed -$299K
FOLD
583
DELISTED
Amicus Therapeutics
FOLD
– –
-11,117
Closed -$168K
FTK icon
584
Flotek Industries
FTK
$985M
– –
-2,675
Closed -$75K
FTV icon
585
Fortive
FTV
$18.4B
– –
-11,016
Closed -$492K
FUL icon
586
H.B. Fuller
FUL
$3.03B
– –
-7,305
Closed -$424K
G icon
587
Genpact
G
$5.09B
– –
-15,383
Closed -$442K
GES
588
DELISTED
Guess Inc
GES
– –
-16,495
Closed -$281K
GIS icon
589
General Mills
GIS
$19.7B
– –
-23,934
Closed -$1.24M
GOOG icon
590
Alphabet (Google) Class C
GOOG
$4.17T
– –
-28,160
Closed -$1.35M
GPI icon
591
Group 1 Automotive
GPI
$3.9B
– –
-2,973
Closed -$215K
HIW icon
592
Highwoods Properties
HIW
$3.58B
– –
-4,877
Closed -$254K
HON icon
593
Honeywell
HON
$73.8B
– –
-9,876
Closed -$1.26M
HSBC icon
594
HSBC
HSBC
$354B
– –
-4,898
Closed -$221K
HST icon
595
Host Hotels & Resorts
HST
$16.8B
– –
-14,061
Closed -$260K
HUBG icon
596
HUB Group
HUBG
$3.11B
– –
-12,950
Closed -$278K
IART icon
597
Integra LifeSciences
IART
$1.46B
– –
-5,231
Closed -$264K
IPG
598
DELISTED
Interpublic Group of Companies
IPG
– –
-32,753
Closed -$681K
IR icon
599
Ingersoll Rand
IR
$32.7B
– –
-22,534
Closed -$620K
IT icon
600
Gartner
IT
$8.84B
– –
-3,535
Closed -$440K
22 23
24
25 26

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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.