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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
VNO icon
126
Vornado Realty Trust
VNO
$7.34B
$1.17M 0.25%
17,307
+3,406
+25% +$236K
ROST icon
127
Ross Stores
ROST
$74.5B
$1.16M 0.25%
14,905
-1,758
-11% -$140K
CDP icon
128
COPT Defense Properties
CDP
$4.25B
$1.15M 0.24%
44,427
+27,871
+168% +$738K
SBNY
129
DELISTED
Signature Bank
SBNY
$1.14M 0.24%
8,049
+3,437
+75% +$518K
ANDV
130
DELISTED
Andeavor
ANDV
$1.14M 0.24%
11,335
+4,892
+76% +$510K
SC
131
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$1.14M 0.24%
69,659
+22,904
+49% +$396K
ESRX
132
DELISTED
Express Scripts Holding Company
ESRX
$1.14M 0.24%
16,437
+5,085
+45% +$388K
ASML icon
133
ASML
ASML
$693B
$1.13M 0.24%
5,686
-1,967
-26% -$387K
MA icon
134
Mastercard
MA
$469B
$1.13M 0.24%
6,428
+1,365
+27% +$233K
PAGS icon
135
PagSeguro Digital
PAGS
$2.64B
$1.13M 0.24%
+29,378
New +$943K
MCY icon
136
Mercury Insurance
MCY
$5.84B
$1.12M 0.24%
+24,399
New +$1.16M
UNH icon
137
UnitedHealth
UNH
$385B
$1.12M 0.24%
5,229
+3,990
+322% +$911K
SUI icon
138
Sun Communities
SUI
$14.8B
$1.12M 0.24%
12,222
+4,967
+68% +$438K
APTV icon
139
Aptiv
APTV
$11.9B
$1.11M 0.24%
+13,077
New +$1.19M
FHN icon
140
First Horizon
FHN
$12.1B
$1.1M 0.23%
58,539
-48,905
-46% -$964K
KO icon
141
Coca-Cola
KO
$349B
$1.1M 0.23%
25,380
-14,100
-36% -$633K
PX
142
DELISTED
Praxair Inc
PX
$1.1M 0.23%
7,597
+384
+5% +$59.7K
CTRA
143
DELISTED
Coterra Energy
CTRA
$1.09M 0.23%
45,522
+26,405
+138% +$679K
BIO icon
144
Bio-Rad Laboratories Class A
BIO
$8.47B
$1.09M 0.23%
4,348
-239
-5% -$60.9K
MTB icon
145
M&T Bank
MTB
$35.6B
$1.08M 0.23%
5,881
-1,377
-19% -$257K
EQR icon
146
Equity Residential
EQR
$25.6B
$1.08M 0.23%
+17,547
New +$1.04M
LII icon
147
Lennox International
LII
$18.7B
$1.08M 0.23%
5,265
+2,566
+95% +$534K
UN
148
DELISTED
Unilever NV New York Registry Shares
UN
$1.07M 0.23%
18,999
+12,609
+197% +$693K
META icon
149
Meta Platforms (Facebook)
META
$1.54T
$1.06M 0.23%
6,638
+1,669
+34% +$300K
LKQ icon
150
LKQ Corp
LKQ
$6.32B
$1.06M 0.23%
27,913
+13,498
+94% +$548K
4 5
6
7 8

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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.