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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
CL icon
1
Colgate-Palmolive
CL
$73.3B
$3.85M 0.98%
51,056
+30,393
+147% +$2.22M
V icon
2
Visa
V
$672B
$3.21M 0.81%
28,116
+8,354
+42% +$923K
RTX icon
3
RTX Corp
RTX
$262B
$2.87M 0.73%
35,729
+29,951
+518% +$2.27M
MSFT icon
4
Microsoft
MSFT
$2.9T
$2.7M 0.68%
31,541
+2,627
+9% +$215K
PEP icon
5
PepsiCo
PEP
$185B
$2.65M 0.67%
22,086
+12,118
+122% +$1.38M
AMT icon
6
American Tower
AMT
$77.4B
$2.62M 0.67%
18,395
+14,842
+418% +$2.12M
CXP
7
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$2.62M 0.66%
+114,133
New +$2.53M
PM icon
8
Philip Morris
PM
$303B
$2.55M 0.65%
24,168
+9,273
+62% +$988K
GOOGL icon
9
Alphabet (Google) Class A
GOOGL
$4.17T
$2.51M 0.64%
47,600
+34,120
+253% +$1.76M
ABT icon
10
Abbott
ABT
$175B
$2.48M 0.63%
43,540
+13,449
+45% +$745K
BSX icon
11
Boston Scientific
BSX
$63.9B
$2.47M 0.63%
99,704
+31,390
+46% +$866K
FITB
12
Fifth Third Bancorp
FITB
$52.3B
$2.46M 0.62%
81,010
+44,854
+124% +$1.31M
ORI icon
13
Old Republic International
ORI
$10.1B
$2.44M 0.62%
114,379
-54,458
-32% -$1.11M
EL icon
14
Estee Lauder
EL
$29.9B
$2.42M 0.61%
19,018
+12,585
+196% +$1.51M
MDLZ icon
15
Mondelez International
MDLZ
$78.1B
$2.41M 0.61%
56,265
-6,604
-11% -$277K
CAT icon
16
Caterpillar
CAT
$410B
$2.35M 0.6%
14,894
+7,600
+104% +$1.05M
MCD icon
17
McDonald's
MCD
$187B
$2.31M 0.59%
13,430
+9,947
+286% +$1.67M
BMY icon
18
Bristol-Myers Squibb
BMY
$124B
$2.29M 0.58%
37,405
-1,731
-4% -$108K
NSC icon
19
Norfolk Southern
NSC
$74.3B
$2.24M 0.57%
15,457
+12,826
+487% +$1.72M
VLY icon
20
Valley National Bancorp
VLY
$8.05B
$2.23M 0.57%
199,062
+74,128
+59% +$859K
FDX icon
21
FedEx
FDX
$76.6B
$2.21M 0.56%
8,876
+5,950
+203% +$1.36M
GM icon
22
General Motors
GM
$74.1B
$2.19M 0.56%
53,559
-4,201
-7% -$182K
LEA icon
23
Lear
LEA
$7.2B
$2.18M 0.55%
12,337
+8,426
+215% +$1.48M
DIS icon
24
Walt Disney
DIS
$166B
$2.17M 0.55%
+20,148
New +$2.08M
RF icon
25
Regions Financial
RF
$26.3B
$2.15M 0.55%
+124,699
New +$1.99M
1
2 3 4 5

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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.