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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 | |
|---|---|---|---|---|---|---|
|
MON
476
DELISTED
Monsanto Co
MON
| $277K | 0.06% |
2,370
-3,485
| -60% | -$419K |
|
|
477
FedEx
FDX
$74.5B
| $276K | 0.06% |
1,150
-7,726
| -87% | -$1.95M |
|
478
GoDaddy
GDDY
$12.3B
| $275K | 0.06% |
+4,471
| New | +$253K |
|
479
Sysco
SYY
$39.7B
| $273K | 0.06% |
+4,548
| New | +$275K |
|
480
Brookfield
BN
$102B
| $272K | 0.06% |
+19,518
| New | +$283K |
|
|
MRSN
481
DELISTED
Mersana Therapeutics
MRSN
| $271K | 0.06% |
+687
| New | +$271K |
|
482
Integra LifeSciences
IART
$1.54B
| $270K | 0.06% |
+4,871
| New | +$255K |
|
483
Illumina
ILMN
$29.4B
| $270K | 0.06% |
+1,175
| New | +$269K |
|
|
ACH
484
Accendra Health
ACH
$240M
| $270K | 0.06% |
17,386
-12,162
| -41% | -$217K |
|
485
Grupo Aeroportuario del Pacifico
PAC
$12.9B
| $270K | 0.06% |
2,712
-828
| -23% | -$84.1K |
|
486
Red Rock Resorts
RRR
$3.74B
| $270K | 0.06% |
+9,237
| New | +$304K |
|
487
Banc of California
BANC
$3.28B
| $269K | 0.06% |
+13,936
| New | +$283K |
|
488
Las Vegas Sands
LVS
$30.5B
| $269K | 0.06% |
3,735
-123
| -3% | -$9.02K |
|
|
ITG
489
DELISTED
Investment Technology Group Inc
ITG
| $267K | 0.06% |
+13,514
| New | +$274K |
|
|
PCH
490
DELISTED
PotlatchDeltic
PCH
| $266K | 0.06% |
+5,118
| New | +$266K |
|
491
DigitalBridge
DBRG
$2.94B
| $265K | 0.06% |
11,805
+5,522
| +88% | +$180K |
|
492
MongoDB
MDB
$24B
| $264K | 0.06% |
+6,072
| New | +$196K |
|
|
EVHC
493
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $264K | 0.06% |
6,870
-7,449
| -52% | -$278K |
|
494
Cognizant
CTSH
$21.5B
| $262K | 0.06% |
+3,253
| New | +$257K |
|
|
NVO
495
Novo Nordisk
NVO
$216B
| $262K | 0.06% |
+10,648
| New | +$280K |
|
496
Sarepta Therapeutics
SRPT
$1.66B
| $261K | 0.06% |
+3,529
| New | +$235K |
|
497
Brinker International
EAT
$8.02B
| $260K | 0.06% |
7,200
+1,016
| +16% | +$36.9K |
|
|
PR
498
Permian Resources
PR
$17.9B
| $260K | 0.06% |
+14,189
| New | +$274K |
|
499
Asbury Automotive
ABG
$4.19B
| $259K | 0.06% |
+3,844
| New | +$266K |
|
500
The Mosaic Company
MOS
$7.09B
| $259K | 0.06% |
+10,662
| New | +$280K |
|
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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.