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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
ITUB icon
601
Itaú Unibanco
ITUB
$93.5B
– –
-21,423
Closed -$142K
JELD icon
602
JELD-WEN Holding
JELD
$101M
– –
-8,710
Closed -$309K
JILL icon
603
J. Jill
JILL
$250M
– –
-3,883
Closed -$178K
KDP icon
604
Keurig Dr Pepper
KDP
$41.1B
– –
-27,139
Closed -$2.4M
KHC icon
605
Kraft Heinz
KHC
$30.8B
– –
-6,317
Closed -$490K
KOS icon
606
Kosmos Energy
KOS
$1.57B
– –
-14,762
Closed -$118K
LAUR icon
607
Laureate Education
LAUR
$5.05B
– –
-22,850
Closed -$119K
LEN.B icon
608
Lennar Class B
LEN.B
$19.4B
– –
-13,051
Closed -$548K
LNT icon
609
Alliant Energy
LNT
$19.1B
– –
-9,516
Closed -$396K
LPL icon
610
LG Display
LPL
$3.29B
– –
-13,005
Closed -$175K
LW icon
611
Lamb Weston
LW
$6.63B
– –
-9,518
Closed -$446K
MAC icon
612
Macerich
MAC
$7.19B
– –
-15,651
Closed -$860K
MASI
613
DELISTED
Masimo
MASI
– –
-2,434
Closed -$211K
MDT icon
614
Medtronic
MDT
$105B
– –
-6,279
Closed -$488K
MET icon
615
MetLife
MET
$60B
– –
-8,281
Closed -$430K
MLCO icon
616
Melco Resorts & Entertainment
MLCO
$2.12B
– –
-8,440
Closed -$204K
MTG icon
617
MGIC Investment
MTG
$6.14B
– –
-107,227
Closed -$1.34M
MUSA icon
618
Murphy USA
MUSA
$11.4B
– –
-25,634
Closed -$1.77M
NBIX icon
619
Neurocrine Biosciences
NBIX
$17.4B
– –
-4,983
Closed -$305K
NDSN icon
620
Nordson
NDSN
$16.2B
– –
-5,885
Closed -$697K
NI icon
621
NiSource
NI
$22.3B
– –
-15,002
Closed -$384K
NOC icon
622
Northrop Grumman
NOC
$74.6B
– –
-2,365
Closed -$680K
NRG icon
623
NRG Energy
NRG
$29.5B
– –
-8,257
Closed -$211K
NSP icon
624
Insperity
NSP
$1.86B
– –
-7,824
Closed -$344K
NTB icon
625
Bank of N.T. Butterfield & Son
NTB
$2.4B
– –
-28,016
Closed -$1.03M
23 24
25
26 27

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.