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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
TMO icon
151
Thermo Fisher Scientific
TMO
$213B
$1.04M 0.22%
5,047
-5,135
-50% -$1.08M
UAL icon
152
United Airlines
UAL
$37.4B
$1.03M 0.22%
14,885
+6,462
+77% +$446K
DCT
153
DELISTED
DCT Industrial Trust Inc.
DCT
$1.03M 0.22%
18,246
+8,029
+79% +$454K
VLO icon
154
Valero Energy
VLO
$90.6B
$1.03M 0.22%
+11,065
New +$1.03M
APD icon
155
Air Products & Chemicals
APD
$65.5B
$1.02M 0.22%
6,435
+2,566
+66% +$423K
BABA icon
156
Alibaba
BABA
$273B
$1.02M 0.22%
+5,544
New +$1.04M
LPLA icon
157
LPL Financial
LPLA
$25.9B
$1.02M 0.22%
16,663
-7,467
-31% -$463K
LW icon
158
Lamb Weston
LW
$6.79B
$999K 0.21%
+17,166
New +$972K
CCI icon
159
Crown Castle
CCI
$32.5B
$994K 0.21%
9,073
+1,012
+13% +$110K
WCN
160
Waste Connections
WCN
$42.7B
$989K 0.21%
13,783
+9,237
+203% +$657K
RCL icon
161
Royal Caribbean
RCL
$76B
$974K 0.21%
+8,271
New +$1.04M
MFC icon
162
Manulife Financial
MFC
$71.6B
$967K 0.21%
+52,050
New +$1.04M
CMA
163
DELISTED
Comerica
CMA
$966K 0.21%
10,066
-8,298
-45% -$791K
MUSA icon
164
Murphy USA
MUSA
$11.5B
$966K 0.21%
+13,274
New +$1.04M
AGS
165
DELISTED
PlayAGS
AGS
$957K 0.2%
+41,153
New +$844K
LEN icon
166
Lennar Class A
LEN
$19.8B
$952K 0.2%
+16,682
New +$1.01M
LUV icon
167
Southwest Airlines
LUV
$21.9B
$952K 0.2%
16,619
-6,512
-28% -$391K
RITM icon
168
Rithm Capital
RITM
$5.01B
$944K 0.2%
57,415
+5,176
+10% +$88K
CNOB icon
169
Center Bancorp
CNOB
$1.58B
$940K 0.2%
32,656
+11,465
+54% +$334K
EIX icon
170
Edison International
EIX
$30.6B
$930K 0.2%
+14,606
New +$900K
XLNX
171
DELISTED
Xilinx Inc
XLNX
$928K 0.2%
12,847
-5,394
-30% -$389K
GPMT
172
Granite Point Mortgage Trust
GPMT
$64.2M
$918K 0.2%
55,472
-2,319
-4% -$39.9K
LADR
173
Ladder Capital
LADR
$1.22B
$918K 0.2%
+60,898
New +$891K
M icon
174
Macy's
M
$6.14B
$916K 0.19%
+30,788
New +$832K
AIG icon
175
American International
AIG
$41.4B
$913K 0.19%
16,782
-6,040
-26% -$357K
5 6
7
8 9

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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.