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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
HWC icon
201
Hancock Whitney
HWC
$6.15B
$682K 0.17%
+13,782
New +$681K
KW
202
DELISTED
Kennedy-Wilson Holdings
KW
$680K 0.17%
+39,203
New +$738K
UNP icon
203
Union Pacific
UNP
$174B
$680K 0.17%
5,070
-2,176
-30% -$262K
CHD icon
204
Church & Dwight Co
CHD
$23B
$678K 0.17%
+13,517
New +$634K
RL icon
205
Ralph Lauren
RL
$23B
$675K 0.17%
+6,513
New +$601K
SUI icon
206
Sun Communities
SUI
$14.7B
$673K 0.17%
7,255
+4,188
+137% +$384K
ALLE icon
207
Allegion
ALLE
$12B
$671K 0.17%
8,430
+1,760
+26% +$147K
AGO icon
208
Assured Guaranty
AGO
$3.74B
$667K 0.17%
+19,693
New +$714K
LHO
209
DELISTED
LaSalle Hotel Properties
LHO
$666K 0.17%
+23,720
New +$680K
SBCF icon
210
Seacoast Banking Corp of Florida
SBCF
$3.25B
$665K 0.17%
26,371
+10,849
+70% +$271K
CLR
211
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$662K 0.17%
12,504
+5,797
+86% +$254K
DOC
212
DELISTED
PHYSICIANS REALTY TRUST
DOC
$659K 0.17%
36,646
-88,080
-71% -$1.58M
RPM icon
213
RPM International
RPM
$13.7B
$657K 0.17%
+12,539
New +$656K
A icon
214
Agilent Technologies
A
$37.7B
$650K 0.16%
+9,705
New +$655K
UDR icon
215
UDR
UDR
$12.8B
$650K 0.16%
16,868
-7,712
-31% -$300K
SOGO
216
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
$650K 0.16%
+56,146
New +$688K
LYB icon
217
LyondellBasell Industries
LYB
$20.1B
$649K 0.16%
+5,885
New +$610K
H icon
218
Hyatt Hotels
H
$17.6B
$648K 0.16%
+8,816
New +$596K
TPR icon
219
Tapestry
TPR
$29B
$647K 0.16%
+14,620
New +$603K
ULTI
220
DELISTED
Ultimate Software Group Inc
ULTI
$643K 0.16%
+2,947
New +$598K
TSS
221
DELISTED
Total System Services, Inc.
TSS
$643K 0.16%
8,129
-16,093
-66% -$1.17M
SBAC icon
222
SBA Communications
SBAC
$18.9B
$641K 0.16%
3,921
-10,635
-73% -$1.69M
NDAQ icon
223
Nasdaq
NDAQ
$51.4B
$636K 0.16%
+24,843
New +$627K
APD icon
224
Air Products & Chemicals
APD
$66.1B
$635K 0.16%
3,869
+746
+24% +$119K
TROW icon
225
T. Rowe Price
TROW
$24.9B
$633K 0.16%
+6,028
New +$588K
7 8
9
10 11

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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.