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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
LSTR icon
176
Landstar System
LSTR
$7.13B
$793K 0.2%
7,619
-844
-10% -$84.8K
DAN icon
177
Dana Inc
DAN
$3.02B
$792K 0.2%
24,745
-58,260
-70% -$1.79M
DXC icon
178
DXC Technology
DXC
$1.53B
$791K 0.2%
9,631
-1,196
-11% -$96.6K
TEL icon
179
TE Connectivity
TEL
$58.5B
$787K 0.2%
8,277
+2,716
+49% +$250K
CINF icon
180
Cincinnati Financial
CINF
$27.7B
$785K 0.2%
+10,473
New +$780K
RPAI
181
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$781K 0.2%
58,144
-126,552
-69% -$1.65M
SNPS icon
182
Synopsys
SNPS
$72.3B
$775K 0.2%
+9,088
New +$786K
BG icon
183
Bunge Global
BG
$24B
$772K 0.2%
11,515
+3,346
+41% +$227K
GNL icon
184
Global Net Lease
GNL
$1.93B
$772K 0.2%
+37,514
New +$808K
MA icon
185
Mastercard
MA
$470B
$766K 0.19%
5,063
-4,470
-47% -$665K
UMPQ
186
DELISTED
Umpqua Holdings Corp
UMPQ
$766K 0.19%
+36,828
New +$761K
GGP
187
DELISTED
GGP Inc.
GGP
$765K 0.19%
32,722
-5,807
-15% -$129K
PARA
188
DELISTED
Paramount Global Class B
PARA
$757K 0.19%
+12,827
New +$738K
FR icon
189
First Industrial Realty Trust
FR
$8.98B
$741K 0.19%
+23,537
New +$743K
MIC
190
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$737K 0.19%
+11,479
New +$777K
ANDV
191
DELISTED
Andeavor
ANDV
$737K 0.19%
6,443
+4,152
+181% +$446K
GSK icon
192
GSK
GSK
$102B
$726K 0.18%
+16,378
New +$757K
WBA
193
DELISTED
Walgreens Boots Alliance
WBA
$724K 0.18%
+9,976
New +$703K
TXNM
194
TXNM Energy Inc
TXNM
$6.45B
$719K 0.18%
+17,784
New +$763K
Y
195
DELISTED
Alleghany Corp
Y
$715K 0.18%
+1,199
New +$684K
FIS icon
196
Fidelity National Information Services
FIS
$21B
$706K 0.18%
7,500
-7,877
-51% -$740K
YELP icon
197
Yelp
YELP
$1.36B
$706K 0.18%
16,833
-15,676
-48% -$697K
DISH
198
DELISTED
DISH Network Corp.
DISH
$698K 0.18%
14,621
+8,938
+157% +$445K
NNN icon
199
NNN REIT
NNN
$9.32B
$687K 0.17%
+15,921
New +$668K
MON
200
DELISTED
Monsanto Co
MON
$684K 0.17%
5,855
-1,680
-22% -$200K
6 7
8
9 10

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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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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.