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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
WFC icon
126
Wells Fargo
WFC
$262B
$1.05M 0.27%
+17,371
New +$981K
UE icon
127
Urban Edge Properties
UE
$2.92B
$1.04M 0.26%
40,897
+26,362
+181% +$655K
PZZA icon
128
Papa John's
PZZA
$1.05B
$1.04M 0.26%
+18,521
New +$1.15M
AHL
129
DELISTED
ASPEN Insurance Holding Limited
AHL
$1.04M 0.26%
25,576
+20,522
+406% +$849K
AABA
130
DELISTED
Altaba Inc
AABA
$1.04M 0.26%
+14,838
New +$1.03M
DKS icon
131
Dick's Sporting Goods
DKS
$18.8B
$1.03M 0.26%
+35,786
New +$987K
GPMT
132
Granite Point Mortgage Trust
GPMT
$65.6M
$1.02M 0.26%
+57,791
New +$1.05M
CAG icon
133
Conagra Brands
CAG
$7.1B
$1.02M 0.26%
27,144
-29,837
-52% -$1.06M
MGP
134
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$1M 0.26%
34,485
+25,061
+266% +$735K
ADP icon
135
Automatic Data Processing
ADP
$97.2B
$1M 0.25%
+8,530
New +$975K
KEY icon
136
KeyCorp
KEY
$24.8B
$979K 0.25%
48,554
+11,437
+31% +$216K
IVZ icon
137
Invesco
IVZ
$13.5B
$968K 0.25%
26,482
+14,700
+125% +$532K
UL icon
138
Unilever
UL
$133B
$960K 0.24%
+15,420
New +$977K
ZAYO
139
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$959K 0.24%
26,070
+16,988
+187% +$601K
ETFC
140
DELISTED
E*Trade Financial Corporation
ETFC
$953K 0.24%
+19,220
New +$882K
TT icon
141
Trane Technologies
TT
$105B
$950K 0.24%
+10,651
New +$939K
PRU icon
142
Prudential Financial
PRU
$41.3B
$947K 0.24%
8,234
-25
-0.3% -$2.81K
WRB icon
143
W.R. Berkley
WRB
$26.8B
$936K 0.24%
+44,071
New +$901K
RITM icon
144
Rithm Capital
RITM
$5.1B
$934K 0.24%
52,239
+25,003
+92% +$440K
CVX icon
145
Chevron
CVX
$384B
$926K 0.23%
7,396
-17,500
-70% -$2.08M
DE icon
146
Deere & Co
DE
$164B
$922K 0.23%
+5,889
New +$824K
VOYA icon
147
Voya Financial
VOYA
$8.93B
$912K 0.23%
+18,433
New +$792K
EDR
148
DELISTED
Education Realty Trust Inc
EDR
$912K 0.23%
26,115
+14,936
+134% +$538K
CCI icon
149
Crown Castle
CCI
$33.8B
$895K 0.23%
8,061
-24,825
-75% -$2.68M
EMR icon
150
Emerson Electric
EMR
$78.2B
$893K 0.23%
+12,818
New +$831K
4 5
6
7 8

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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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.