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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
HII icon
376
Huntington Ingalls Industries
HII
$11.3B
$310K 0.08%
+1,317
New +$311K
RYTM icon
377
Rhythm Pharmaceuticals
RYTM
$7.04B
$309K 0.08%
+10,632
New +$281K
TV icon
378
Televisa
TV
$1.47B
$308K 0.08%
+16,488
New +$341K
UVE icon
379
Universal Insurance Holdings
UVE
$1.05B
$307K 0.08%
11,224
-44,986
-80% -$1.13M
HUBB icon
380
Hubbell
HUBB
$25.8B
$304K 0.08%
+2,247
New +$280K
INCY icon
381
Incyte
INCY
$23.3B
$303K 0.08%
+3,194
New +$334K
PTEN icon
382
Patterson-UTI
PTEN
$3.93B
$303K 0.08%
+13,169
New +$273K
FNHC
383
DELISTED
FedNat Holding Company Common Stock
FNHC
$303K 0.08%
18,302
-1,975
-10% -$29.3K
BFH icon
384
Bread Financial
BFH
$4.19B
$302K 0.08%
+1,491
New +$276K
CABO icon
385
Cable One
CABO
$211M
$298K 0.08%
+423
New +$298K
TDY icon
386
Teledyne Technologies
TDY
$30.2B
$298K 0.08%
1,647
-2,623
-61% -$461K
HPQ icon
387
HP
HPQ
$22.4B
$297K 0.08%
+14,156
New +$301K
PDCE
388
DELISTED
PDC Energy, Inc.
PDCE
$295K 0.07%
5,729
-21,260
-79% -$1.01M
WY icon
389
Weyerhaeuser
WY
$17B
$294K 0.07%
+8,338
New +$295K
DDS icon
390
Dillards
DDS
$8.76B
$293K 0.07%
+4,882
New +$271K
SCI icon
391
Service Corp International
SCI
$10.9B
$293K 0.07%
+7,856
New +$281K
ALXN
392
DELISTED
Alexion Pharmaceuticals
ALXN
$293K 0.07%
2,453
+114
+5% +$13.9K
DIN icon
393
Dine Brands
DIN
$428M
$292K 0.07%
+5,762
New +$269K
VIAV icon
394
Viavi Solutions
VIAV
$10.3B
$292K 0.07%
33,362
+18,670
+127% +$169K
PDCO
395
DELISTED
Patterson Companies, Inc.
PDCO
$291K 0.07%
8,057
-2,925
-27% -$107K
DCPH
396
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$288K 0.07%
+12,724
New +$249K
BRX icon
397
Brixmor Property Group
BRX
$9.81B
$287K 0.07%
15,389
-17,834
-54% -$326K
CTAS icon
398
Cintas
CTAS
$81.3B
$287K 0.07%
7,364
-50,236
-87% -$1.91M
DBRG icon
399
DigitalBridge
DBRG
$2.93B
$287K 0.07%
+6,283
New +$309K
PTC icon
400
PTC
PTC
$13.1B
$287K 0.07%
4,717
-3,767
-44% -$234K
14 15
16
17 18

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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.