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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
(+19%)
Cap. Flow
+$85.3M
Cap. Flow
% of AUM
18.13%
Top 10 Holdings %
Top 10 Hldgs %
7.3%
Holding
814
New
287
Increased
185
Reduced
138
Closed
203
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Home Depot
HD
|
+$4.02M |
| 2 |
Costco
COST
|
+$2.93M |
| 3 |
Parker-Hannifin
PH
|
+$2.89M |
| 4 |
Carnival Corporation Ltd
CCL
|
+$2.84M |
| 5 |
Wells Fargo
WFC
|
+$2.74M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walt Disney
DIS
|
+$2.17M |
| 2 |
McDonald's
MCD
|
+$1.97M |
| 3 |
FedEx
FDX
|
+$1.95M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
|
KW
376
DELISTED
Kennedy-Wilson Holdings
KW
| $402K | 0.09% |
23,114
-16,089
| -41% | -$276K |
|
377
Old Dominion Freight Line
ODFL
$48.5B
| $402K | 0.09% |
8,211
-3,543
| -30% | -$168K |
|
|
RHT
378
DELISTED
Red Hat Inc
RHT
| $400K | 0.09% |
+2,674
| New | +$371K |
|
379
UGI
UGI
$8B
| $399K | 0.08% |
8,986
+2,359
| +36% | +$106K |
|
380
Chord Energy
CHRD
$7.79B
| $397K | 0.08% |
+48,961
| New | +$414K |
|
|
PRAH
381
DELISTED
PRA Health Sciences, Inc.
PRAH
| $397K | 0.08% |
+4,791
| New | +$426K |
|
382
Kraft Heinz
KHC
$30.4B
| $396K | 0.08% |
+6,357
| New | +$455K |
|
|
PPL
383
PPL Corp
PPL
$27.3B
| $396K | 0.08% |
13,999
-4,500
| -24% | -$134K |
|
|
INXN
384
DELISTED
Interxion Holding N.V.
INXN
| $395K | 0.08% |
6,357
-7,699
| -55% | -$459K |
|
385
Westlake Corp
WLK
$9.46B
| $392K | 0.08% |
+3,524
| New | +$392K |
|
|
EFII
386
DELISTED
Electronics for Imaging
EFII
| $392K | 0.08% |
+14,352
| New | +$412K |
|
387
Brown-Forman Class B
BF.B
$12B
| $391K | 0.08% |
+7,187
| New | +$341K |
|
388
Host Hotels & Resorts
HST
$16.8B
| $391K | 0.08% |
+21,002
| New | +$410K |
|
389
Monster Beverage
MNST
$91.4B
| $391K | 0.08% |
13,680
-2,566
| -16% | -$80.1K |
|
|
ETFC
390
DELISTED
E*Trade Financial Corporation
ETFC
| $389K | 0.08% |
7,023
-12,197
| -63% | -$650K |
|
391
Caesars Entertainment
CZR
$6.1B
| $388K | 0.08% |
11,768
+5,034
| +75% | +$169K |
|
|
TMX
392
DELISTED
Terminix Global Holdings, Inc.
TMX
| $385K | 0.08% |
+11,290
| New | +$393K |
|
|
MOMO
393
Hello Group
MOMO
$869M
| $381K | 0.08% |
+10,195
| New | +$324K |
|
394
NVIDIA
NVDA
$5.01T
| $381K | 0.08% |
+65,880
| New | +$387K |
|
395
Applied Materials
AMAT
$426B
| $378K | 0.08% |
6,789
-18,181
| -73% | -$1.01M |
|
|
RDS.A
396
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $372K | 0.08% |
+5,833
| New | +$384K |
|
|
RTN
397
DELISTED
Raytheon Company
RTN
| $371K | 0.08% |
1,719
-424
| -20% | -$87.7K |
|
398
Greenlight Captial
GLRE
$563M
| $369K | 0.08% |
+23,004
| New | +$418K |
|
|
BMTC
399
DELISTED
Bryn Mawr Bank Corp
BMTC
| $369K | 0.08% |
+8,407
| New | +$379K |
|
|
ALXN
400
DELISTED
Alexion Pharmaceuticals
ALXN
| $369K | 0.08% |
3,314
+861
| +35% | +$103K |
|
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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.