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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
BDN
51
Brandywine Realty Trust
BDN
$533M
$1.73M 0.44%
95,138
+49,873
+110% +$883K
CSL icon
52
Carlisle Companies
CSL
$13.3B
$1.72M 0.44%
+15,087
New +$1.65M
NLY icon
53
Annaly Capital Management
NLY
$16.4B
$1.71M 0.43%
+35,863
New +$1.7M
AMTD
54
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.67M 0.42%
+32,593
New +$1.63M
DAL icon
55
Delta Air Lines
DAL
$54.9B
$1.66M 0.42%
29,650
-9,869
-25% -$516K
VMC icon
56
Vulcan Materials
VMC
$36B
$1.65M 0.42%
12,869
-3,645
-22% -$445K
LOW icon
57
Lowe's Companies
LOW
$115B
$1.63M 0.41%
+17,522
New +$1.45M
RVTY icon
58
Revvity
RVTY
$12.3B
$1.62M 0.41%
22,211
+7,094
+47% +$509K
KR icon
59
Kroger
KR
$35.3B
$1.62M 0.41%
+59,098
New +$1.38M
XEC
60
DELISTED
CIMAREX ENERGY CO
XEC
$1.6M 0.41%
13,100
-2,416
-16% -$282K
CMA
61
DELISTED
Comerica
CMA
$1.59M 0.4%
+18,364
New +$1.48M
TNL icon
62
Travel + Leisure Co
TNL
$4.72B
$1.59M 0.4%
30,317
-2,414
-7% -$120K
MRK icon
63
Merck
MRK
$315B
$1.55M 0.39%
28,895
+6,256
+28% +$347K
BALL icon
64
Ball Corp
BALL
$16.6B
$1.54M 0.39%
+40,600
New +$1.65M
VFC icon
65
VF Corp
VFC
$6.74B
$1.53M 0.39%
+21,977
New +$1.45M
APC
66
DELISTED
Anadarko Petroleum
APC
$1.52M 0.39%
28,391
-13,086
-32% -$643K
SHW icon
67
Sherwin-Williams
SHW
$78.9B
$1.52M 0.38%
11,100
-9,075
-45% -$1.19M
LUV icon
68
Southwest Airlines
LUV
$23.3B
$1.51M 0.38%
23,131
-17,139
-43% -$1.01M
TXN icon
69
Texas Instruments
TXN
$268B
$1.51M 0.38%
+14,490
New +$1.41M
PVH icon
70
PVH
PVH
$3.69B
$1.5M 0.38%
10,940
-8,279
-43% -$1.08M
ELV icon
71
Elevance Health
ELV
$84.4B
$1.47M 0.37%
6,532
-4,109
-39% -$875K
DG icon
72
Dollar General
DG
$26.5B
$1.45M 0.37%
15,618
+1,319
+9% +$113K
MS icon
73
Morgan Stanley
MS
$343B
$1.42M 0.36%
+27,103
New +$1.37M
BTI icon
74
British American Tobacco
BTI
$134B
$1.42M 0.36%
21,160
-21,970
-51% -$1.43M
CUZ icon
75
Cousins Properties
CUZ
$5.14B
$1.4M 0.36%
37,944
+22,034
+138% +$814K
1 2
3
4 5

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TMNFIC
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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
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ECM
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RG
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SH
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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.