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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
TDC icon
651
Teradata
TDC
$2.65B
– –
-11,481
Closed -$388K
TEAM icon
652
Atlassian
TEAM
$21.7B
– –
-6,594
Closed -$232K
THO icon
653
Thor Industries
THO
$3.98B
– –
-12,837
Closed -$1.62M
TISI icon
654
Team
TISI
$75.4M
– –
-1,261
Closed -$168K
TPH
655
DELISTED
Tri Pointe Homes
TPH
– –
-14,661
Closed -$202K
TS icon
656
Tenaris
TS
$29.6B
– –
-9,954
Closed -$282K
UA icon
657
Under Armour Class C
UA
$2.87B
– –
-18,597
Closed -$279K
UCTT
658
Ultra Clean Holdings
UCTT
$4.61B
– –
-21,651
Closed -$422K
AD
659
Array Digital Infrastructure
AD
$2.97B
– –
-9,881
Closed -$350K
VBTX
660
DELISTED
Veritex Holdings
VBTX
– –
-8,742
Closed -$236K
VC icon
661
Visteon
VC
$2.64B
– –
-3,311
Closed -$410K
VMI icon
662
Valmont Industries
VMI
$9.36B
– –
-1,924
Closed -$304K
VOD icon
663
Vodafone
VOD
$35.7B
– –
-46,249
Closed -$1.32M
VRTX icon
664
Vertex Pharmaceuticals
VRTX
$119B
– –
-2,480
Closed -$377K
VSAT icon
665
Viasat
VSAT
$10.1B
– –
-12,060
Closed -$776K
WDAY icon
666
Workday
WDAY
$32.9B
– –
-6,711
Closed -$707K
WEN icon
667
Wendy's
WEN
$1.39B
– –
-113,648
Closed -$1.76M
WEX icon
668
WEX
WEX
$5.55B
– –
-1,813
Closed -$203K
WLK icon
669
Westlake Corp
WLK
$9.98B
– –
-2,461
Closed -$204K
WSM icon
670
Williams-Sonoma
WSM
$25.7B
– –
-20,546
Closed -$512K
XEL icon
671
Xcel Energy
XEL
$50B
– –
-9,444
Closed -$447K
XOM icon
672
ExxonMobil
XOM
$652B
– –
-14,018
Closed -$1.15M
XPO icon
673
XPO
XPO
$24.9B
– –
-69,827
Closed -$1.64M
XRAY icon
674
Dentsply Sirona
XRAY
$2.62B
– –
-4,171
Closed -$249K
ZBH icon
675
Zimmer Biomet
ZBH
$17.2B
– –
-6,417
Closed -$729K
25 26
27
28 29

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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.