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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
EA icon
151
Electronic Arts
EA
$52.4B
$891K 0.23%
8,478
-9,029
-52% -$1M
CE icon
152
Celanese
CE
$5.3B
$887K 0.23%
8,287
+5,125
+162% +$545K
SFLY
153
DELISTED
Shutterfly, Inc.
SFLY
$883K 0.22%
17,741
-16,633
-48% -$753K
META icon
154
Meta Platforms (Facebook)
META
$1.59T
$877K 0.22%
4,969
+3,259
+191% +$576K
ECVT icon
155
Ecovyst
ECVT
$1.42B
$874K 0.22%
+53,154
New +$871K
EYE icon
156
National Vision
EYE
$1.59B
$873K 0.22%
+21,502
New +$706K
SC
157
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$871K 0.22%
46,755
-50,283
-52% -$842K
BAC icon
158
Bank of America
BAC
$432B
$869K 0.22%
+29,443
New +$812K
LECO icon
159
Lincoln Electric
LECO
$13.7B
$860K 0.22%
9,393
+5,003
+114% +$457K
ADBE icon
160
Adobe
ADBE
$86.8B
$856K 0.22%
4,887
-2,098
-30% -$361K
ESRX
161
DELISTED
Express Scripts Holding Company
ESRX
$847K 0.21%
11,352
-8,498
-43% -$543K
STWD icon
162
Starwood Property Trust
STWD
$6.11B
$845K 0.21%
+39,587
New +$858K
PGR icon
163
Progressive
PGR
$119B
$839K 0.21%
14,896
-9,661
-39% -$500K
NCLH icon
164
Norwegian Cruise Line
NCLH
$8.87B
$835K 0.21%
15,672
-21,888
-58% -$1.21M
TMUS icon
165
T-Mobile US
TMUS
$207B
$832K 0.21%
+13,099
New +$799K
INXN
166
DELISTED
Interxion Holding N.V.
INXN
$828K 0.21%
14,056
+1,539
+12% +$85.2K
ISRG icon
167
Intuitive Surgical
ISRG
$122B
$825K 0.21%
6,786
-5,391
-44% -$675K
ROK icon
168
Rockwell Automation
ROK
$51B
$824K 0.21%
4,199
+1,036
+33% +$197K
AGN
169
DELISTED
Allergan plc
AGN
$819K 0.21%
5,007
+3,445
+221% +$618K
RSPP
170
DELISTED
RSP Permian, Inc.
RSPP
$815K 0.21%
20,033
-23,098
-54% -$829K
TWX
171
DELISTED
Time Warner Inc
TWX
$811K 0.21%
8,868
+4,223
+91% +$399K
ESNT icon
172
Essent Group
ESNT
$6B
$805K 0.2%
18,539
+4,150
+29% +$181K
LLY icon
173
Eli Lilly
LLY
$1.04T
$805K 0.2%
9,528
-5,876
-38% -$500K
FCE.A
174
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$797K 0.2%
+33,078
New +$819K
HR icon
175
Healthcare Realty
HR
$7.37B
$795K 0.2%
+26,471
New +$801K
5 6
7
8 9

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TMNFIC
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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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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
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RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
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.