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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
ACIA
776
DELISTED
Acacia Communications Inc
ACIA
– –
-5,551
Closed -$201K
CXO
777
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-3,233
Closed -$486K
TCO
778
DELISTED
Taubman Centers Inc.
TCO
– –
-4,113
Closed -$269K
VER
779
DELISTED
VEREIT, Inc.
VER
– –
-6,803
Closed -$265K
CBL.PRE
780
DELISTED
CBL & ASSOCIATES PROPERTIES, INC. Depository Shares, each representing a 1/10th fractional Interest
CBL.PRE
– –
-19,814
Closed -$437K
TRQ
781
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-3,981
Closed -$137K
AMTD
782
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-32,593
Closed -$1.67M
ARCH
783
DELISTED
Arch Resources, Inc.
ARCH
– –
-3,578
Closed -$333K
CRZO
784
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-11,039
Closed -$235K
STI
785
DELISTED
SunTrust Banks, Inc.
STI
– –
-3,130
Closed -$202K
DF
786
DELISTED
Dean Foods Company
DF
– –
-44,630
Closed -$516K
TCF
787
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-4,568
Closed -$244K
ULTI
788
DELISTED
Ultimate Software Group Inc
ULTI
– –
-2,947
Closed -$643K
ELGX
789
DELISTED
Endologix Inc
ELGX
– –
-2,602
Closed -$139K
OCLR
790
DELISTED
Oclaro Inc.
OCLR
– –
-33,774
Closed -$228K
FCE.A
791
DELISTED
Forest City Realty Trust, Inc.
FCE.A
– –
-33,078
Closed -$797K
SONC
792
DELISTED
Sonic Corp
SONC
– –
-17,236
Closed -$474K
LHO
793
DELISTED
LaSalle Hotel Properties
LHO
– –
-23,720
Closed -$666K
GPT
794
DELISTED
Gramercy Property Trust
GPT
– –
-40,544
Closed -$1.08M
SYNT
795
DELISTED
Syntel Inc
SYNT
– –
-9,631
Closed -$221K
EDR
796
DELISTED
Education Realty Trust Inc
EDR
– –
-26,115
Closed -$912K
VR
797
DELISTED
Validus Hold Ltd
VR
– –
-6,067
Closed -$285K
CAFD
798
DELISTED
8point3 Energy Partners LP
CAFD
– –
-12,830
Closed -$195K
FINL
799
DELISTED
Finish Line
FINL
– –
-14,236
Closed -$207K
CAA
800
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-3,700
Closed -$209K
29 30 31
32
33

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GPC
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CBT
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FSCP
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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.