We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
AVDL
601
DELISTED
Avadel Pharmaceuticals
AVDL
| $92K | 0.02% |
+12,620
| New | +$111K |
|
|
GSUM
602
DELISTED
Gridsum Holding Inc.
GSUM
| $90K | 0.02% |
11,024
-336
| -3% | -$3.56K |
|
|
BRFS
603
DELISTED
BRF SA
BRFS
| $88K | 0.02% |
+12,686
| New | +$123K |
|
604
Kosmos Energy
KOS
$1.55B
| $83K | 0.02% |
+13,228
| New | +$82.9K |
|
605
Expro Ltd
XPRO
$1.79B
| $76K | 0.02% |
+2,331
| New | +$90.2K |
|
|
VRAY
606
DELISTED
ViewRay, Inc.
VRAY
| $68K | 0.01% |
+10,520
| New | +$87.7K |
|
607
J. Jill
JILL
$252M
| $66K | 0.01% |
+3,541
| New | +$113K |
|
608
Accuray
ARAY
$27.4M
| $54K | 0.01% |
+10,700
| New | +$56.1K |
|
609
Sportsman's Warehouse
SPWH
$44.5M
| $54K | 0.01% |
+13,202
| New | +$65.6K |
|
610
Lineage Cell Therapeutics
LCTX
$257M
| $52K | 0.01% |
22,174
+1,600
| +8% | +$3.75K |
|
611
Gold Fields
GFI
$29.3B
| $41K | 0.01% |
10,116
-3,692
| -27% | -$15.1K |
|
612
Alcoa
AA
$11.8B
| – | – |
-3,984
| Closed | -$215K |
|
|
AIV
613
Aimco
AIV
$381M
| – | – |
-95,254
| Closed | -$555K |
|
|
AL
614
DELISTED
Air Lease Corp
AL
| – | – |
-22,042
| Closed | -$1.06M |
|
615
Alaska Air
ALK
$5.17B
| – | – |
-6,711
| Closed | -$493K |
|
|
AMED
616
DELISTED
Amedisys
AMED
| – | – |
-4,384
| Closed | -$231K |
|
617
American Homes 4 Rent
AMH
$12B
| – | – |
-22,537
| Closed | -$492K |
|
618
Amkor Technology
AMKR
$16B
| – | – |
-10,692
| Closed | -$107K |
|
619
Abercrombie & Fitch
ANF
$4.19B
| – | – |
-22,087
| Closed | -$385K |
|
|
APLS
620
DELISTED
Apellis Pharmaceuticals
APLS
| – | – |
-14,586
| Closed | -$317K |
|
|
ARR
621
Armour Residential REIT
ARR
$2.02B
| – | – |
-2,096
| Closed | -$270K |
|
622
Ascendis Pharma A/S
ASND
$16.7B
| – | – |
-6,714
| Closed | -$269K |
|
623
Astec Industries
ASTE
$1.31B
| – | – |
-9,990
| Closed | -$584K |
|
|
DCH
624
Dauch Corp
DCH
$1.33B
| – | – |
-33,719
| Closed | -$574K |
|
625
Acuity Brands
AYI
$9.8B
| – | – |
-1,244
| Closed | -$219K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.