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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
-1.12%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$471M
AUM Growth
+$76.4M
Cap. Flow
+$85.3M
Cap. Flow %
18.13%
Top 10 Hldgs %
7.3%
Holding
814
New
287
Increased
185
Reduced
138
Closed
203

Top Buys

Rank Stock Value
1
HD icon
Home Depot
HD
+$4.02M
2
COST icon
Costco
COST
+$2.93M
3
PH icon
Parker-Hannifin
PH
+$2.89M
4
CCL icon
Carnival Corporation Ltd
CCL
+$2.84M
5
WFC icon
Wells Fargo
WFC
+$2.74M

Top Sells

Rank Stock Value
1
DIS icon
Walt Disney
DIS
+$2.17M
2
MCD icon
McDonald's
MCD
+$1.97M
3
FDX icon
FedEx
FDX
+$1.95M
4
DLTR icon
Dollar Tree
DLTR
+$1.79M
5
CXP
COLUMBIA PROPERTY TRUST, INC.
CXP
+$1.72M

Sector Composition

Rank Sector Weight
1 Financials 19.17%
2 Consumer Discretionary 12.47%
3 Real Estate 11.53%
4 Industrials 10.89%
5 Healthcare 9.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NINE
251
DELISTED
Nine Energy Service
NINE
$639K 0.14%
+26,239
New +$672K
NFLX icon
252
Netflix
NFLX
$291B
$637K 0.14%
21,580
-1,830
-8% -$49.8K
GE icon
253
GE Aerospace
GE
$370B
$635K 0.13%
9,829
+5,851
+147% +$434K
LILAK icon
254
Liberty Latin America Class C
LILAK
$1.51B
$634K 0.13%
+38,799
New +$714K
DE icon
255
Deere & Co
DE
$167B
$629K 0.13%
4,050
-1,839
-31% -$298K
BG icon
256
Bunge Global
BG
$23.7B
$622K 0.13%
8,409
-3,106
-27% -$235K
CPE
257
DELISTED
Callon Petroleum Company
CPE
$618K 0.13%
4,670
+3,350
+254% +$393K
CFG icon
258
Citizens Financial Group
CFG
$30.5B
$616K 0.13%
14,669
+1,634
+13% +$73.4K
RPAI
259
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$614K 0.13%
52,678
-5,466
-9% -$65.8K
SFLY
260
DELISTED
Shutterfly, Inc.
SFLY
$614K 0.13%
7,558
-10,183
-57% -$710K
MRVL icon
261
Marvell Technology
MRVL
$177B
$610K 0.13%
29,070
+8,950
+44% +$205K
FDC
262
DELISTED
First Data Corporation
FDC
$599K 0.13%
37,464
-42,882
-53% -$710K
MTD icon
263
Mettler-Toledo International
MTD
$26.8B
$596K 0.13%
+1,036
New +$651K
UPS icon
264
United Parcel Service
UPS
$97.6B
$596K 0.13%
5,693
+3,425
+151% +$396K
MDC
265
DELISTED
M.D.C. Holdings, Inc.
MDC
$596K 0.13%
24,890
+15,394
+162% +$407K
INTC icon
266
Intel
INTC
$488B
$595K 0.13%
+11,425
New +$543K
HUBG icon
267
HUB Group
HUBG
$3B
$594K 0.13%
+28,390
New +$662K
CDNS icon
268
Cadence Design Systems
CDNS
$91.8B
$592K 0.13%
+16,101
New +$657K
PRMW
269
DELISTED
Primo Water Corporation
PRMW
$592K 0.13%
40,223
+19,164
+91% +$304K
TM icon
270
Toyota
TM
$212B
$591K 0.13%
+4,533
New +$608K
RL icon
271
Ralph Lauren
RL
$22.5B
$590K 0.13%
5,273
-1,240
-19% -$134K
FUL icon
272
H.B. Fuller
FUL
$3.01B
$589K 0.13%
+11,834
New +$613K
CNH
273
CNH Industrial
CNH
$13.7B
$588K 0.12%
54,480
+32,801
+151% +$396K
IBOC icon
274
International Bancshares
IBOC
$4.78B
$587K 0.12%
15,095
-12,362
-45% -$501K
NBL
275
DELISTED
Noble Energy, Inc.
NBL
$587K 0.12%
+19,358
New +$583K
9 10
11
12 13

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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 Q1 2018 Portfolio in Review

As of Q1 2018, Quantitative Systematic Strategies held 814 positions worth $471M, up 19% from $394M the previous quarter. Its ten largest holdings account for 7.3% of the portfolio.

Quantitative Systematic Strategies deployed $85.3M of net new capital in Q1 2018, opening 287 new positions and adding to 185 existing holdings. Its largest new stake was Home Depot: 21,450 shares worth $3.82M.

By sector, the portfolio is most concentrated in Financials at 19% of assets, down from 21% a quarter earlier, followed by Consumer Discretionary and Real Estate.

On the sell side, the largest reduction was McDonald's, an estimated $1.97M trimmed.

  • Quantitative Systematic Strategies's largest Q1 2018 buy was Home Depot: 21,450 shares worth $3.82M.
  • Quantitative Systematic Strategies added most to Parker-Hannifin in Q1 2018, an estimated $2.89M increase.
  • Quantitative Systematic Strategies's biggest Q1 2018 reduction was McDonald's, cutting an estimated $1.97M.
  • Quantitative Systematic Strategies fully exited Walt Disney in Q1 2018, selling an estimated $2.17M.
  • Quantitative Systematic Strategies's ten largest holdings make up 7.3% of its $471M portfolio in Q1 2018.
  • Quantitative Systematic Strategies opened 287 new positions and closed 203 in Q1 2018.
  • Quantitative Systematic Strategies's portfolio value rose 19% quarter-over-quarter to $471M.

Based on Quantitative Systematic Strategies's 13F filing for Q1 2018, filed 4 May 2018.