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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
OKTA icon
626
Okta
OKTA
$23.8B
– –
-11,199
Closed -$316K
ORCL icon
627
Oracle
ORCL
$362B
– –
-58,753
Closed -$2.84M
OZK icon
628
Bank OZK
OZK
$5.56B
– –
-6,017
Closed -$289K
PAYX icon
629
Paychex
PAYX
$39.4B
– –
-30,685
Closed -$1.84M
PIPR icon
630
Piper Sandler
PIPR
$5.15B
– –
-24,100
Closed -$358K
PNR icon
631
Pentair
PNR
$10.2B
– –
-18,429
Closed -$841K
PNW icon
632
Pinnacle West Capital
PNW
$12.9B
– –
-2,527
Closed -$214K
QCOM icon
633
Qualcomm
QCOM
$185B
– –
-24,099
Closed -$1.25M
RCL icon
634
Royal Caribbean
RCL
$76.7B
– –
-3,777
Closed -$448K
RDN icon
635
Radian Group
RDN
$5.08B
– –
-73,935
Closed -$1.38M
ROP icon
636
Roper Technologies
ROP
$34B
– –
-1,542
Closed -$375K
RRC icon
637
Range Resources
RRC
$9.06B
– –
-82,165
Closed -$1.61M
RRGB icon
638
Red Robin
RRGB
$131M
– –
-6,554
Closed -$439K
RUN icon
639
Sunrun
RUN
$2.61B
– –
-10,617
Closed -$59K
SAM icon
640
Boston Beer
SAM
$1.81B
– –
-1,518
Closed -$237K
SBRA icon
641
Sabra Healthcare REIT
SBRA
$5.54B
– –
-93,456
Closed -$2.05M
SEE
642
DELISTED
Sealed Air
SEE
– –
-11,166
Closed -$477K
SFM icon
643
Sprouts Farmers Market
SFM
$6.95B
– –
-14,411
Closed -$270K
SJM icon
644
J.M. Smucker
SJM
$12.6B
– –
-2,350
Closed -$247K
SO icon
645
Southern Company
SO
$108B
– –
-15,266
Closed -$750K
SON icon
646
Sonoco
SON
$5.45B
– –
-6,272
Closed -$316K
SONY icon
647
Sony
SONY
$123B
– –
-43,625
Closed -$326K
SPR
648
DELISTED
Spirit AeroSystems
SPR
– –
-2,919
Closed -$227K
SPXC icon
649
SPX Corp
SPXC
$11B
– –
-6,875
Closed -$202K
STZ icon
650
Constellation Brands
STZ
$22.6B
– –
-1,609
Closed -$321K
24 25
26
27 28

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.