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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
ACIA
501
DELISTED
Acacia Communications Inc
ACIA
$201K 0.05%
+5,551
New +$227K
CAFD
502
DELISTED
8point3 Energy Partners LP
CAFD
$195K 0.05%
+12,830
New +$193K
DAR icon
503
Darling Ingredients
DAR
$10.1B
$191K 0.05%
10,535
-10,452
-50% -$181K
TRUE
504
DELISTED
TrueCar
TRUE
$190K 0.05%
+16,955
New +$223K
MDRX
505
DELISTED
Veradigm Inc. Common Stock
MDRX
$182K 0.05%
+12,524
New +$174K
ARRY
506
DELISTED
Array Biopharma Inc
ARRY
$169K 0.04%
+13,238
New +$151K
FNKO icon
507
Funko
FNKO
$319M
$164K 0.04%
+24,621
New +$190K
ALDR
508
DELISTED
Alder Biopharmaceuticals
ALDR
$161K 0.04%
14,028
+3,253
+30% +$36.3K
CPE
509
DELISTED
Callon Petroleum Company
CPE
$160K 0.04%
1,320
-10,875
-89% -$1.2M
BBD icon
510
Banco Bradesco
BBD
$38.7B
$151K 0.04%
+25,844
New +$155K
FBP icon
511
First Bancorp
FBP
$4.4B
$145K 0.04%
+28,355
New +$141K
FRE
512
DELISTED
FREDDIE MAC D/B/A VOTING
FRE
$142K 0.04%
+56,404
New +$142K
EVTC icon
513
Evertec
EVTC
$1.79B
$141K 0.04%
+10,361
New +$147K
ELGX
514
DELISTED
Endologix Inc
ELGX
$139K 0.04%
+2,602
New +$137K
TRQ
515
DELISTED
Turquoise Hill Resources Ltd
TRQ
$137K 0.03%
+3,981
New +$125K
BTG icon
516
B2Gold
BTG
$5.12B
$117K 0.03%
+37,830
New +$102K
LXRX icon
517
Lexicon Pharmaceuticals
LXRX
$1.02B
$117K 0.03%
+11,875
New +$123K
NOK icon
518
Nokia
NOK
$54.3B
$116K 0.03%
+24,907
New +$128K
AMKR icon
519
Amkor Technology
AMKR
$16.2B
$107K 0.03%
+10,692
New +$114K
GSUM
520
DELISTED
Gridsum Holding Inc.
GSUM
$104K 0.03%
+11,360
New +$101K
LSCC icon
521
Lattice Semiconductor
LSCC
$18.9B
$89K 0.02%
+15,349
New +$90K
WPG
522
DELISTED
Washington Prime Group Inc.
WPG
$84K 0.02%
+1,311
New +$89K
GFI icon
523
Gold Fields
GFI
$28.9B
$59K 0.02%
13,808
-274,359
-95% -$1.11M
ONDK
524
DELISTED
On Deck Capital, Inc.
ONDK
$59K 0.02%
+10,202
New +$52.3K
LCTX icon
525
Lineage Cell Therapeutics
LCTX
$267M
$39K 0.01%
20,574
– –
19 20
21
22 23

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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.