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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 | |
|---|---|---|---|---|---|---|
401
Hanover Insurance
THG
$7.63B
| $368K | 0.08% |
3,118
+775
| +33% | +$87.1K |
|
402
Micron Technology
MU
$1.04T
| $367K | 0.08% |
7,045
-5,275
| -43% | -$253K |
|
403
Eagle Bancorp
EGBN
$867M
| $365K | 0.08% |
6,091
-3,209
| -35% | -$199K |
|
404
Hubbell
HUBB
$25.7B
| $365K | 0.08% |
3,001
+754
| +34% | +$99.2K |
|
405
Liberty Global Class C
LBTYK
$3.25B
| $364K | 0.08% |
+11,947
| New | +$396K |
|
406
Palo Alto Networks
PANW
$264B
| $364K | 0.08% |
12,024
+798
| +7% | +$22.2K |
|
407
TIM SA
TIMB
$10.2B
| $363K | 0.08% |
16,756
+2,471
| +17% | +$52.1K |
|
408
Cardinal Health
CAH
$53.4B
| $362K | 0.08% |
+5,771
| New | +$396K |
|
|
RDS.B
409
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $361K | 0.08% |
+5,510
| New | +$371K |
|
410
RenaissanceRe
RNR
$13.8B
| $359K | 0.08% |
+2,590
| New | +$336K |
|
411
Smith & Nephew
SNN
$12.9B
| $358K | 0.08% |
+9,389
| New | +$340K |
|
412
American Water Works
AWK
$26.3B
| $355K | 0.08% |
+4,321
| New | +$353K |
|
|
BMS
413
DELISTED
Bemis
BMS
| $353K | 0.08% |
+8,105
| New | +$370K |
|
414
Broadcom
AVGO
$1.82T
| $352K | 0.07% |
+14,950
| New | +$376K |
|
415
ING
ING
$93.8B
| $348K | 0.07% |
+20,567
| New | +$381K |
|
416
DaVita
DVA
$15.1B
| $345K | 0.07% |
5,227
+1,496
| +40% | +$110K |
|
417
Wynn Resorts
WYNN
$10.1B
| $345K | 0.07% |
+1,893
| New | +$327K |
|
418
State Street
STT
$50.9B
| $344K | 0.07% |
3,452
-9,107
| -73% | -$954K |
|
419
Corpay
CPAY
$24.2B
| $344K | 0.07% |
+1,701
| New | +$345K |
|
420
RLJ Lodging Trust
RLJ
$1.87B
| $342K | 0.07% |
17,594
+2,145
| +14% | +$45.6K |
|
421
Solid Biosciences
SLDB
$771M
| $341K | 0.07% |
+3,028
| New | +$1.02M |
|
422
Ingersoll Rand
IR
$33B
| $338K | 0.07% |
+11,004
| New | +$367K |
|
423
Zurn Elkay Water Solutions
ZWS
$8.07B
| $338K | 0.07% |
23,633
-1,348
| -5% | -$18.5K |
|
424
Allegion
ALLE
$13B
| $336K | 0.07% |
3,935
-4,495
| -53% | -$377K |
|
425
Assured Guaranty
AGO
$3.78B
| $334K | 0.07% |
9,223
-10,470
| -53% | -$369K |
|
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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.