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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
AEE icon
76
Ameren
AEE
$31.3B
$1.59M 0.34%
+28,105
New +$1.56M
FIS icon
77
Fidelity National Information Services
FIS
$20.7B
$1.59M 0.34%
16,527
+9,027
+120% +$885K
CELG
78
DELISTED
Celgene Corp
CELG
$1.59M 0.34%
17,793
+15,508
+679% +$1.49M
ARI
79
Apollo Commercial Real Estate
ARI
$885M
$1.58M 0.34%
+88,156
New +$1.61M
LSTR icon
80
Landstar System
LSTR
$7.06B
$1.58M 0.34%
14,439
+6,820
+90% +$748K
ARE icon
81
Alexandria Real Estate Equities
ARE
$8.73B
$1.58M 0.34%
12,624
+3,414
+37% +$424K
CVX icon
82
Chevron
CVX
$387B
$1.57M 0.33%
13,812
+6,416
+87% +$767K
LOW icon
83
Lowe's Companies
LOW
$113B
$1.57M 0.33%
17,923
+401
+2% +$38K
CUBE icon
84
CubeSmart
CUBE
$9.29B
$1.57M 0.33%
+55,740
New +$1.52M
AIZ icon
85
Assurant
AIZ
$13.6B
$1.55M 0.33%
16,992
+5,981
+54% +$547K
CSCO icon
86
Cisco
CSCO
$444B
$1.54M 0.33%
35,922
-13,829
-28% -$587K
INVH icon
87
Invitation Homes
INVH
$17.5B
$1.5M 0.32%
65,720
+6,322
+11% +$140K
TNL icon
88
Travel + Leisure Co
TNL
$4.5B
$1.5M 0.32%
28,952
-1,365
-5% -$73K
AZN icon
89
AstraZeneca
AZN
$261B
$1.49M 0.32%
21,314
-3,981
-16% -$276K
HPP
90
Hudson Pacific Properties
HPP
$807M
$1.47M 0.31%
6,470
-939
-13% -$209K
CE icon
91
Celanese
CE
$5.19B
$1.47M 0.31%
14,616
+6,329
+76% +$668K
CSX icon
92
CSX Corp
CSX
$98.1B
$1.45M 0.31%
+78,261
New +$1.46M
EMR icon
93
Emerson Electric
EMR
$81.2B
$1.44M 0.31%
21,108
+8,290
+65% +$590K
ADI icon
94
Analog Devices
ADI
$185B
$1.43M 0.3%
+15,732
New +$1.43M
LLY icon
95
Eli Lilly
LLY
$1.06T
$1.42M 0.3%
18,351
+8,823
+93% +$710K
BRK.B icon
96
Berkshire Hathaway Class B
BRK.B
$1.06T
$1.4M 0.3%
7,002
-20
-0.3% -$4.11K
ROK icon
97
Rockwell Automation
ROK
$51.3B
$1.4M 0.3%
8,020
+3,821
+91% +$725K
D icon
98
Dominion Energy
D
$62.8B
$1.37M 0.29%
+20,198
New +$1.49M
NSC icon
99
Norfolk Southern
NSC
$78.3B
$1.37M 0.29%
10,077
-5,380
-35% -$774K
WTFC icon
100
Wintrust Financial
WTFC
$10.6B
$1.37M 0.29%
+15,903
New +$1.37M
2 3
4
5 6

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TMNFIC
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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
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.