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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
ZION icon
676
Zions Bancorporation
ZION
$10.2B
– –
-32,452
Closed -$1.53M
GAP
677
The Gap Inc
GAP
$7.07B
– –
-25,600
Closed -$756K
BERY
678
DELISTED
Berry Global Group, Inc.
BERY
– –
-3,902
Closed -$203K
CMRX
679
DELISTED
Chimerix, Inc.
CMRX
– –
-20,086
Closed -$105K
CNSL
680
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
– –
-20,436
Closed -$390K
CTLT
681
DELISTED
CATALENT, INC.
CTLT
– –
-42,926
Closed -$1.71M
MRO
682
DELISTED
Marathon Oil Corporation
MRO
– –
-17,040
Closed -$231K
SWN
683
DELISTED
Southwestern Energy Company
SWN
– –
-42,917
Closed -$262K
VRAY
684
DELISTED
ViewRay, Inc.
VRAY
– –
-13,531
Closed -$78K
GBT
685
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-7,635
Closed -$237K
CTXS
686
DELISTED
Citrix Systems Inc
CTXS
– –
-3,264
Closed -$251K
NPTN
687
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-10,160
Closed -$56K
CDK
688
DELISTED
CDK Global, Inc.
CDK
– –
-8,728
Closed -$551K
ISBC
689
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-194,686
Closed -$2.66M
NUAN
690
DELISTED
Nuance Communications, Inc.
NUAN
– –
-19,031
Closed -$259K
HRC
691
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-4,040
Closed -$299K
STAY
692
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
– –
-36,705
Closed -$734K
GNMK
693
DELISTED
GenMark Diagnostics, Inc
GNMK
– –
-17,621
Closed -$170K
DNKN
694
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-8,033
Closed -$426K
IMMU
695
DELISTED
Immunomedics Inc
IMMU
– –
-10,192
Closed -$142K
NBL
696
DELISTED
Noble Energy, Inc.
NBL
– –
-47,209
Closed -$1.34M
GNC
697
DELISTED
GNC Holdings, Inc.
GNC
– –
-12,350
Closed -$109K
WBC
698
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-2,856
Closed -$423K
VIAB
699
DELISTED
Viacom Inc. Class B
VIAB
– –
-79,376
Closed -$2.21M
BKS
700
DELISTED
Barnes & Noble
BKS
– –
-24,976
Closed -$190K
25 26 27
28
29

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CCM
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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
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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.