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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 | |
|---|---|---|---|---|---|---|
551
Verisk Analytics
VRSK
$25.8B
| $218K | 0.05% |
+2,098
| New | +$209K |
|
|
GHL
552
DELISTED
Greenhill & Co., Inc.
GHL
| $216K | 0.05% |
+11,681
| New | +$226K |
|
|
ATSG
553
DELISTED
Air Transport Services Group
ATSG
| $215K | 0.05% |
+9,237
| New | +$227K |
|
|
NATI
554
DELISTED
National Instruments Corp
NATI
| $215K | 0.05% |
+4,251
| New | +$207K |
|
555
SPX Corp
SPXC
$11.1B
| $214K | 0.05% |
+6,584
| New | +$209K |
|
|
THS
556
DELISTED
Treehouse Foods
THS
| $214K | 0.05% |
+5,602
| New | +$244K |
|
557
Yum China
YUMC
$14.7B
| $214K | 0.05% |
+5,158
| New | +$222K |
|
|
TWTR
558
DELISTED
Twitter, Inc.
TWTR
| $214K | 0.05% |
+7,386
| New | +$217K |
|
559
Etsy
ETSY
$7.6B
| $213K | 0.05% |
7,584
-4,784
| -39% | -$108K |
|
|
FNHC
560
DELISTED
FedNat Holding Company Common Stock
FNHC
| $213K | 0.05% |
13,503
-4,799
| -26% | -$75.9K |
|
561
IQVIA
IQV
$34.8B
| $212K | 0.05% |
2,159
-456
| -17% | -$46.1K |
|
562
Motorola Solutions
MSI
$67.9B
| $211K | 0.04% |
2,008
-10,004
| -83% | -$1.02M |
|
563
Ovintiv
OVV
$18B
| $210K | 0.04% |
+3,818
| New | +$227K |
|
564
Freshpet
FRPT
$2.76B
| $209K | 0.04% |
+12,680
| New | +$234K |
|
|
LHCG
565
DELISTED
LHC Group LLC
LHCG
| $208K | 0.04% |
3,376
-293
| -8% | -$18.5K |
|
566
Galicia Financial Group
GGAL
$7.95B
| $207K | 0.04% |
+3,155
| New | +$207K |
|
567
Global Net Lease
GNL
$1.89B
| $206K | 0.04% |
12,219
-25,295
| -67% | -$445K |
|
568
Flowers Foods
FLO
$1.65B
| $205K | 0.04% |
+9,369
| New | +$189K |
|
569
Vipshop
VIPS
$6.9B
| $205K | 0.04% |
+12,331
| New | +$204K |
|
570
Global Payments
GPN
$21.7B
| $202K | 0.04% |
+1,807
| New | +$200K |
|
|
FARM
571
DELISTED
Farmer Brothers
FARM
| $201K | 0.04% |
+6,651
| New | +$209K |
|
|
NCOM
572
DELISTED
National Commerce Corporation
NCOM
| $200K | 0.04% |
+4,603
| New | +$202K |
|
573
Ironwood Pharmaceuticals
IRWD
$617M
| $180K | 0.04% |
+13,903
| New | +$173K |
|
|
IMMU
574
DELISTED
Immunomedics Inc
IMMU
| $180K | 0.04% |
+12,296
| New | +$201K |
|
|
FG
575
DELISTED
FGL Holdings Ordinary Shares
FG
| $180K | 0.04% |
+17,757
| New | +$174K |
|
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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.