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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
PNC icon
101
PNC Financial Services
PNC
$101B
$1.2M 0.31%
8,336
+39
+0.5% +$5.39K
SPGI icon
102
S&P Global
SPGI
$127B
$1.18M 0.3%
+6,967
New +$1.14M
WSO icon
103
Watsco Inc
WSO
$14.9B
$1.17M 0.3%
6,904
+25
+0.4% +$4.13K
PF
104
DELISTED
Pinnacle Foods, Inc.
PF
$1.16M 0.3%
19,562
-5,492
-22% -$310K
CMS icon
105
CMS Energy
CMS
$22.9B
$1.16M 0.29%
+24,429
New +$1.18M
CHL
106
DELISTED
China Mobile Limited
CHL
$1.15M 0.29%
22,761
+18,156
+394% +$914K
AET
107
DELISTED
Aetna Inc
AET
$1.15M 0.29%
6,360
+131
+2% +$22.5K
DD icon
108
DuPont de Nemours
DD
$18.9B
$1.14M 0.29%
+6,328
New +$1.14M
NTRS icon
109
Northern Trust
NTRS
$21.9B
$1.14M 0.29%
11,413
+6,245
+121% +$595K
CPT icon
110
Camden Property Trust
CPT
$11.1B
$1.13M 0.29%
12,319
+1,504
+14% +$139K
TRV icon
111
Travelers Companies
TRV
$77.6B
$1.12M 0.28%
+8,276
New +$1.09M
TSN icon
112
Tyson Foods
TSN
$20.1B
$1.12M 0.28%
13,858
-16,113
-54% -$1.23M
EG icon
113
Everest Group
EG
$14.8B
$1.12M 0.28%
+5,065
New +$1.14M
USB icon
114
US Bancorp
USB
$100B
$1.12M 0.28%
20,856
-25,178
-55% -$1.35M
PX
115
DELISTED
Praxair Inc
PX
$1.12M 0.28%
7,213
-2,336
-24% -$347K
AIZ icon
116
Assurant
AIZ
$13.5B
$1.11M 0.28%
11,011
+4,119
+60% +$407K
BIO icon
117
Bio-Rad Laboratories Class A
BIO
$8.19B
$1.09M 0.28%
4,587
+2,568
+127% +$622K
IBOC icon
118
International Bancshares
IBOC
$4.72B
$1.09M 0.28%
+27,457
New +$1.11M
VNO icon
119
Vornado Realty Trust
VNO
$7.24B
$1.09M 0.28%
13,901
+1,257
+10% +$96.2K
PFG icon
120
Principal Financial Group
PFG
$23.4B
$1.09M 0.28%
+15,396
New +$1.06M
MSI icon
121
Motorola Solutions
MSI
$67.1B
$1.08M 0.28%
12,012
+3,017
+34% +$275K
GPT
122
DELISTED
Gramercy Property Trust
GPT
$1.08M 0.27%
40,544
+24,311
+150% +$706K
CB icon
123
Chubb
CB
$133B
$1.08M 0.27%
7,389
-4,904
-40% -$733K
JPM icon
124
JPMorgan Chase
JPM
$926B
$1.07M 0.27%
9,973
+3,366
+51% +$341K
AL
125
DELISTED
Air Lease Corp
AL
$1.06M 0.27%
+22,042
New +$968K
3 4
5
6 7

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.