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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
Cap. Flow
+$85.3M
Cap. Flow %
18.13%
Top 10 Hldgs %
7.3%
Holding
814
New
287
Increased
185
Reduced
138
Closed
203

Top Buys

Rank Stock Value
1
HD icon
Home Depot
HD
+$4.02M
2
COST icon
Costco
COST
+$2.93M
3
PH icon
Parker-Hannifin
PH
+$2.89M
4
CCL icon
Carnival Corporation Ltd
CCL
+$2.84M
5
WFC icon
Wells Fargo
WFC
+$2.74M

Top Sells

Rank Stock Value
1
DIS icon
Walt Disney
DIS
+$2.17M
2
MCD icon
McDonald's
MCD
+$1.97M
3
FDX icon
FedEx
FDX
+$1.95M
4
DLTR icon
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
NNVC icon
701
NanoViricides
NNVC
$35.2M
– –
-500
Closed -$9K
NOK icon
702
Nokia
NOK
$54.3B
– –
-24,907
Closed -$116K
NTAP icon
703
NetApp
NTAP
$32.3B
– –
-9,358
Closed -$518K
NTGR icon
704
NETGEAR
NTGR
$672M
– –
-3,661
Closed -$215K
NWL icon
705
Newell Brands
NWL
$2.14B
– –
-8,701
Closed -$269K
NXPI icon
706
NXP Semiconductors
NXPI
$70B
– –
-3,018
Closed -$353K
O icon
707
Realty Income
O
$60.4B
– –
-4,897
Closed -$271K
OLLI icon
708
Ollie's Bargain Outlet
OLLI
$3.94B
– –
-5,037
Closed -$268K
ONB icon
709
Old National Bancorp
ONB
$9.99B
– –
-14,888
Closed -$260K
ORA icon
710
Ormat Technologies
ORA
$6.38B
– –
-3,601
Closed -$230K
PARA
711
DELISTED
Paramount Global Class B
PARA
– –
-12,827
Closed -$757K
PGR icon
712
Progressive
PGR
$120B
– –
-14,896
Closed -$839K
PLNT icon
713
Planet Fitness
PLNT
$4.29B
– –
-9,499
Closed -$329K
PRGO icon
714
Perrigo
PRGO
$1.4B
– –
-2,442
Closed -$213K
PSX icon
715
Phillips 66
PSX
$83B
– –
-2,723
Closed -$275K
PUMP icon
716
ProPetro Holding
PUMP
$1.51B
– –
-16,310
Closed -$329K
PZZA icon
717
Papa John's
PZZA
$999M
– –
-18,521
Closed -$1.04M
QSR icon
718
Restaurant Brands International
QSR
$25.1B
– –
-3,397
Closed -$209K
RHI icon
719
Robert Half
RHI
$3.87B
– –
-10,962
Closed -$609K
RMD icon
720
ResMed
RMD
$27.8B
– –
-3,165
Closed -$268K
RPM icon
721
RPM International
RPM
$13.4B
– –
-12,539
Closed -$657K
RYTM icon
722
Rhythm Pharmaceuticals
RYTM
$7.04B
– –
-10,632
Closed -$309K
SAIC icon
723
Saic
SAIC
$4.93B
– –
-3,523
Closed -$270K
SBAC icon
724
SBA Communications
SBAC
$18.5B
– –
-3,921
Closed -$641K
SCI icon
725
Service Corp International
SCI
$10.9B
– –
-7,856
Closed -$293K
27 28
29
30 31

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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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.