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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
INVH icon
76
Invitation Homes
INVH
$17.5B
$1.4M 0.36%
+59,398
New +$1.37M
BKI
77
DELISTED
Black Knight, Inc. Common Stock
BKI
$1.4M 0.35%
+31,694
New +$1.43M
CHSP
78
DELISTED
Chesapeake Lodging Trust
CHSP
$1.4M 0.35%
+51,511
New +$1.45M
BRK.B icon
79
Berkshire Hathaway Class B
BRK.B
$1.06T
$1.39M 0.35%
7,022
+2,320
+49% +$441K
LPLA icon
80
LPL Financial
LPLA
$26.2B
$1.38M 0.35%
24,130
-7,610
-24% -$400K
AIG icon
81
American International
AIG
$41.5B
$1.36M 0.35%
22,822
+3,422
+18% +$210K
LRCX icon
82
Lam Research
LRCX
$399B
$1.36M 0.34%
+73,650
New +$1.45M
FDC
83
DELISTED
First Data Corporation
FDC
$1.34M 0.34%
80,346
-40,642
-34% -$698K
ROST icon
84
Ross Stores
ROST
$76.4B
$1.34M 0.34%
+16,663
New +$1.17M
ASML icon
85
ASML
ASML
$692B
$1.33M 0.34%
7,653
+6,116
+398% +$1.08M
LULU icon
86
lululemon athletica
LULU
$12.9B
$1.32M 0.33%
16,793
-14,712
-47% -$981K
JACK icon
87
Jack in the Box
JACK
$272M
$1.31M 0.33%
13,355
+4,742
+55% +$482K
CCEP icon
88
Coca-Cola Europacific Partners
CCEP
$46.8B
$1.3M 0.33%
32,661
+10,073
+45% +$403K
WTW icon
89
Willis Towers Watson
WTW
$27.1B
$1.28M 0.33%
8,524
-587
-6% -$92.7K
AMAT icon
90
Applied Materials
AMAT
$440B
$1.28M 0.32%
24,970
+5,372
+27% +$291K
JBGS
91
JBG SMITH
JBGS
$837M
$1.26M 0.32%
+36,377
New +$1.2M
AQUA
92
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$1.26M 0.32%
+53,226
New +$1.17M
SU icon
93
Suncor Energy
SU
$76.4B
$1.25M 0.32%
34,003
-7,034
-17% -$244K
MTB icon
94
M&T Bank
MTB
$36.3B
$1.24M 0.31%
7,258
+3,365
+86% +$558K
NEE icon
95
NextEra Energy
NEE
$186B
$1.24M 0.31%
+31,672
New +$1.22M
XLNX
96
DELISTED
Xilinx Inc
XLNX
$1.23M 0.31%
18,241
-4,397
-19% -$312K
STT icon
97
State Street
STT
$50.9B
$1.23M 0.31%
+12,559
New +$1.2M
T icon
98
AT&T
T
$160B
$1.22M 0.31%
41,490
+14,512
+54% +$396K
FISV
99
Fiserv Inc
FISV
$26.8B
$1.21M 0.31%
+18,392
New +$1.19M
ARE icon
100
Alexandria Real Estate Equities
ARE
$8.65B
$1.2M 0.31%
9,210
+3,541
+62% +$446K
2 3
4
5 6

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.