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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 | |
|---|---|---|---|---|---|---|
501
Waste Management
WM
$95.9B
| $257K | 0.05% |
+3,054
| New | +$262K |
|
|
MRSH
502
Marsh
MRSH
$86.3B
| $254K | 0.05% |
+3,073
| New | +$255K |
|
|
MNTA
503
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $254K | 0.05% |
+13,993
| New | +$233K |
|
504
EQT Corp
EQT
$33.2B
| $253K | 0.05% |
9,799
+1,296
| +15% | +$37.2K |
|
|
LLL
505
DELISTED
L3 Technologies, Inc.
LLL
| $253K | 0.05% |
+1,214
| New | +$252K |
|
506
Boot Barn
BOOT
$4.55B
| $251K | 0.05% |
+14,164
| New | +$255K |
|
507
Liberty Global Class A
LBTYA
$3.28B
| $251K | 0.05% |
+8,008
| New | +$277K |
|
508
Travelers Companies
TRV
$80.8B
| $249K | 0.05% |
1,790
-6,486
| -78% | -$906K |
|
|
NRE
509
DELISTED
NorthStar Realty Europe Corp.
NRE
| $249K | 0.05% |
19,098
-1,869
| -9% | -$22K |
|
|
AABA
510
DELISTED
Altaba Inc
AABA
| $248K | 0.05% |
3,349
-11,489
| -77% | -$866K |
|
511
MasTec
MTZ
$26.7B
| $245K | 0.05% |
5,211
+785
| +18% | +$39.8K |
|
512
National CineMedia
NCMI
$354M
| $245K | 0.05% |
+4,730
| New | +$312K |
|
513
Travere Therapeutics
TVTX
$5.33B
| $245K | 0.05% |
+10,974
| New | +$261K |
|
514
Coca-Cola Europacific Partners
CCEP
$46.5B
| $244K | 0.05% |
5,867
-26,794
| -82% | -$1.06M |
|
515
Vistra
VST
$55.1B
| $243K | 0.05% |
+11,666
| New | +$225K |
|
516
Owens Corning
OC
$11.5B
| $242K | 0.05% |
3,005
+601
| +25% | +$52.4K |
|
517
CenterPoint Energy
CNP
$29.1B
| $241K | 0.05% |
+8,785
| New | +$239K |
|
|
Y
518
DELISTED
Alleghany Corp
Y
| $241K | 0.05% |
392
-807
| -67% | -$487K |
|
|
MRO
519
DELISTED
Marathon Oil Corporation
MRO
| $240K | 0.05% |
+14,869
| New | +$247K |
|
520
Timken Company
TKR
$9.82B
| $239K | 0.05% |
5,245
-7,019
| -57% | -$338K |
|
521
GameStop
GME
$9.5B
| $238K | 0.05% |
+75,360
| New | +$308K |
|
|
NSA
522
DELISTED
National Storage Affiliates Trust
NSA
| $238K | 0.05% |
+9,506
| New | +$240K |
|
523
Pitney Bowes
PBI
$2.42B
| $238K | 0.05% |
+21,847
| New | +$271K |
|
524
Rio Tinto
RIO
$148B
| $238K | 0.05% |
+4,628
| New | +$252K |
|
|
KDNY
525
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
| $238K | 0.05% |
+5,120
| New | +$187K |
|
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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.