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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
LEXEA
701
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
– –
-4,832
Closed -$257K
WFT
702
DELISTED
Weatherford International plc
WFT
– –
-26,940
Closed -$123K
MBFI
703
DELISTED
MB Financial Corp
MBFI
– –
-5,903
Closed -$266K
SCG
704
DELISTED
Scana
SCG
– –
-6,792
Closed -$329K
OA
705
DELISTED
Orbital ATK, Inc.
OA
– –
-1,847
Closed -$246K
GXP
706
DELISTED
Great Plains Energy Incorporated
GXP
– –
-10,085
Closed -$306K
SNI
707
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
– –
-3,180
Closed -$273K
ENTL
708
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
– –
-17,332
Closed -$320K
BWLD
709
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-18,694
Closed -$1.98M
VWR
710
DELISTED
VWR Corporation
VWR
– –
-7,192
Closed -$238K
BRCD
711
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-11,429
Closed -$137K
LVLT
712
DELISTED
Level 3 Communications Inc
LVLT
– –
-4,770
Closed -$254K
SFR
713
DELISTED
Starwood Waypoint Homes
SFR
– –
-19,236
Closed -$700K
CA
714
DELISTED
CA, Inc.
CA
– –
-13,079
Closed -$437K
PEI
715
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
– –
-10,616
Closed -$1.67M
BBL
716
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-6,665
Closed -$236K
GRA
717
DELISTED
W.R. Grace & Co.
GRA
– –
-8,475
Closed -$611K
EFII
718
DELISTED
Electronics for Imaging
EFII
– –
-9,317
Closed -$398K
BOBE
719
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-4,546
Closed -$352K
VG
720
DELISTED
Vonage Holdings Corporation
VG
– –
-16,632
Closed -$135K
SAFE
721
DELISTED
Safehold Inc.
SAFE
– –
-21,265
Closed -$396K
HR
722
DELISTED
Healthcare Realty Trust Incorporated
HR
– –
-16,921
Closed -$547K
25 26 27 28
29

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GPC
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CBT
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FSCP
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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.