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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
REG icon
51
Regency Centers
REG
$14.9B
$1.93M 0.41%
32,664
+25,277
+342% +$1.53M
SU icon
52
Suncor Energy
SU
$78.5B
$1.92M 0.41%
55,620
+21,617
+64% +$753K
LNT icon
53
Alliant Energy
LNT
$19.2B
$1.91M 0.41%
+46,667
New +$1.84M
ACN icon
54
Accenture
ACN
$84.4B
$1.9M 0.4%
+12,403
New +$1.96M
PNC icon
55
PNC Financial Services
PNC
$99.2B
$1.84M 0.39%
12,193
+3,857
+46% +$599K
DXC icon
56
DXC Technology
DXC
$1.5B
$1.82M 0.39%
20,932
+11,301
+117% +$989K
XEC
57
DELISTED
CIMAREX ENERGY CO
XEC
$1.81M 0.38%
19,340
+6,240
+48% +$665K
LEA icon
58
Lear
LEA
$7.12B
$1.8M 0.38%
9,672
-2,665
-22% -$502K
AVB icon
59
AvalonBay Communities
AVB
$27.1B
$1.79M 0.38%
+10,879
New +$1.78M
DRE
60
DELISTED
Duke Realty Corp.
DRE
$1.79M 0.38%
67,577
+1,817
+3% +$46.7K
CUZ icon
61
Cousins Properties
CUZ
$5.16B
$1.78M 0.38%
51,405
+13,461
+35% +$470K
AMZN icon
62
Amazon
AMZN
$2.51T
$1.78M 0.38%
24,640
-5,180
-17% -$370K
LH icon
63
Labcorp
LH
$23.8B
$1.76M 0.37%
12,688
+8,709
+219% +$1.28M
SPGI icon
64
S&P Global
SPGI
$124B
$1.75M 0.37%
9,133
+2,166
+31% +$400K
AMT icon
65
American Tower
AMT
$76.5B
$1.73M 0.37%
11,868
-6,527
-35% -$920K
EL icon
66
Estee Lauder
EL
$28.6B
$1.71M 0.36%
11,436
-7,582
-40% -$1.05M
MRK icon
67
Merck
MRK
$322B
$1.71M 0.36%
32,887
+3,992
+14% +$216K
DOC icon
68
Healthpeak Properties
DOC
$15.2B
$1.66M 0.35%
71,642
-523
-0.7% -$12.1K
SIVB
69
DELISTED
SVB Financial Group
SIVB
$1.65M 0.35%
6,876
+5,908
+610% +$1.48M
BEN icon
70
Franklin Resources
BEN
$16.7B
$1.63M 0.35%
+46,965
New +$1.91M
OCFC icon
71
OceanFirst Financial
OCFC
$1.69B
$1.62M 0.34%
60,606
+38,652
+176% +$1.04M
UDR icon
72
UDR
UDR
$12.8B
$1.6M 0.34%
44,894
+28,026
+166% +$987K
FITB
73
Fifth Third Bancorp
FITB
$51.7B
$1.6M 0.34%
50,271
-30,739
-38% -$1M
LRCX icon
74
Lam Research
LRCX
$399B
$1.6M 0.34%
78,550
+4,900
+7% +$97.1K
NCLH icon
75
Norwegian Cruise Line
NCLH
$8.56B
$1.59M 0.34%
30,075
+14,403
+92% +$819K
1 2
3
4 5

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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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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.