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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
CL icon
1
Colgate-Palmolive
CL
$73.3B
$4.5M 0.96%
62,727
+11,671
+23% +$840K
HD icon
2
Home Depot
HD
$330B
$3.82M 0.81%
+21,450
New +$4.02M
PM icon
3
Philip Morris
PM
$303B
$3.76M 0.8%
37,835
+13,667
+57% +$1.42M
ELV icon
4
Elevance Health
ELV
$84.4B
$3.69M 0.78%
16,778
+10,246
+157% +$2.41M
WFC icon
5
Wells Fargo
WFC
$262B
$3.33M 0.71%
63,481
+46,110
+265% +$2.74M
ESRT icon
6
Empire State Realty Trust
ESRT
$936M
$3.18M 0.68%
189,283
+95,093
+101% +$1.72M
PEP icon
7
PepsiCo
PEP
$185B
$3.15M 0.67%
28,830
+6,744
+31% +$767K
V icon
8
Visa
V
$672B
$3.01M 0.64%
25,187
-2,929
-10% -$355K
PH icon
9
Parker-Hannifin
PH
$122B
$3M 0.64%
17,517
+15,265
+678% +$2.89M
COST icon
10
Costco
COST
$411B
$2.93M 0.62%
+15,540
New +$2.93M
ABT icon
11
Abbott
ABT
$175B
$2.79M 0.59%
46,606
+3,066
+7% +$185K
MDLZ icon
12
Mondelez International
MDLZ
$78.1B
$2.77M 0.59%
66,313
+10,048
+18% +$436K
CCL icon
13
Carnival Corporation Ltd
CCL
$35.7B
$2.74M 0.58%
+41,728
New +$2.84M
BAX icon
14
Baxter International
BAX
$11.2B
$2.74M 0.58%
42,068
+13,414
+47% +$908K
NLY icon
15
Annaly Capital Management
NLY
$16.4B
$2.71M 0.58%
64,902
+29,039
+81% +$1.24M
ETN icon
16
Eaton
ETN
$158B
$2.58M 0.55%
32,347
+28,893
+837% +$2.37M
CPT icon
17
Camden Property Trust
CPT
$11.1B
$2.56M 0.54%
30,355
+18,036
+146% +$1.51M
VLY icon
18
Valley National Bancorp
VLY
$8.05B
$2.52M 0.53%
201,862
+2,800
+1% +$34.9K
MSFT icon
19
Microsoft
MSFT
$2.9T
$2.51M 0.53%
27,480
-4,061
-13% -$371K
VZ icon
20
Verizon
VZ
$185B
$2.46M 0.52%
51,533
+43,984
+583% +$2.21M
ADBE icon
21
Adobe
ADBE
$86.8B
$2.45M 0.52%
11,321
+6,434
+132% +$1.31M
IBKC
22
DELISTED
IBERIABANK Corp
IBKC
$2.37M 0.5%
30,326
+4,568
+18% +$374K
STL
23
DELISTED
Sterling Bancorp
STL
$2.27M 0.48%
100,842
+13,604
+16% +$333K
PRU icon
24
Prudential Financial
PRU
$41.3B
$2.24M 0.48%
21,617
+13,383
+163% +$1.51M
APC
25
DELISTED
Anadarko Petroleum
APC
$2.23M 0.47%
36,910
+8,519
+30% +$499K
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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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.