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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 | |
|---|---|---|---|---|---|---|
676
GSK
GSK
$102B
| – | – |
-16,378
| Closed | -$726K |
|
677
Huntington Bancshares
HBAN
$35.2B
| – | – |
-19,394
| Closed | -$282K |
|
678
HP
HPQ
$22.4B
| – | – |
-14,156
| Closed | -$297K |
|
679
Healthcare Realty
HR
$7.33B
| – | – |
-26,471
| Closed | -$795K |
|
680
H&R Block
HRB
$5.06B
| – | – |
-10,162
| Closed | -$266K |
|
681
IBM
IBM
$195B
| – | – |
-2,130
| Closed | -$312K |
|
682
Incyte
INCY
$23.3B
| – | – |
-3,194
| Closed | -$303K |
|
683
Infosys
INFY
$43.2B
| – | – |
-33,416
| Closed | -$271K |
|
684
Invesco Mortgage Capital
IVR
$782M
| – | – |
-2,770
| Closed | -$494K |
|
685
Invesco
IVZ
$13.2B
| – | – |
-26,482
| Closed | -$968K |
|
686
Jack in the Box
JACK
$263M
| – | – |
-13,355
| Closed | -$1.31M |
|
|
JBGS
687
JBG SMITH
JBGS
$844M
| – | – |
-36,377
| Closed | -$1.26M |
|
688
JPMorgan Chase
JPM
$930B
| – | – |
-9,973
| Closed | -$1.07M |
|
689
KeyCorp
KEY
$24.4B
| – | – |
-48,554
| Closed | -$979K |
|
690
Kinder Morgan
KMI
$72.9B
| – | – |
-27,268
| Closed | -$493K |
|
691
Kroger
KR
$34.2B
| – | – |
-59,098
| Closed | -$1.62M |
|
692
Liberty Broadband Class C
LBRDK
$4.26B
| – | – |
-3,174
| Closed | -$270K |
|
693
Leggett & Platt
LEG
$1.45B
| – | – |
-5,967
| Closed | -$285K |
|
694
LyondellBasell Industries
LYB
$19.9B
| – | – |
-5,885
| Closed | -$649K |
|
695
Mid-America Apartment Communities
MAA
$15.5B
| – | – |
-3,140
| Closed | -$316K |
|
696
Metropolitan Bank Holding Corp
MCB
$1.13B
| – | – |
-7,780
| Closed | -$328K |
|
|
MFA
697
MFA Financial
MFA
$921M
| – | – |
-19,193
| Closed | -$608K |
|
698
Strategy Inc
MSTR
$34.2B
| – | – |
-20,010
| Closed | -$263K |
|
699
National Grid
NGG
$82B
| – | – |
-7,828
| Closed | -$407K |
|
700
NNN REIT
NNN
$9.25B
| – | – |
-15,921
| Closed | -$687K |
|
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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.