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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
(+19%)
Cap. Flow
+$85.3M
Cap. Flow
% of AUM
18.13%
Top 10 Holdings %
Top 10 Hldgs %
7.3%
Holding
814
New
287
Increased
185
Reduced
138
Closed
203
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Home Depot
HD
|
+$4.02M |
| 2 |
Costco
COST
|
+$2.93M |
| 3 |
Parker-Hannifin
PH
|
+$2.89M |
| 4 |
Carnival Corporation Ltd
CCL
|
+$2.84M |
| 5 |
Wells Fargo
WFC
|
+$2.74M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walt Disney
DIS
|
+$2.17M |
| 2 |
McDonald's
MCD
|
+$1.97M |
| 3 |
FedEx
FDX
|
+$1.95M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
226
ZTO Express
ZTO
$18.3B
| $716K | 0.15% |
47,758
+20,774
| +77% | +$326K |
|
227
James River Group Holdings
JRVR
$214M
| $715K | 0.15% |
+20,162
| New | +$733K |
|
228
Nasdaq
NDAQ
$52.4B
| $710K | 0.15% |
24,717
-126
| -0.5% | -$3.4K |
|
|
AET
229
DELISTED
Aetna Inc
AET
| $696K | 0.15% |
4,116
-2,244
| -35% | -$403K |
|
230
Fortive
FTV
$18.9B
| $693K | 0.15% |
+14,183
| New | +$675K |
|
231
Bank of America
BAC
$435B
| $690K | 0.15% |
23,007
-6,436
| -22% | -$202K |
|
|
MIK
232
DELISTED
Michaels Stores, Inc
MIK
| $681K | 0.14% |
34,554
+15,496
| +81% | +$371K |
|
|
SHPG
233
DELISTED
Shire pic
SHPG
| $680K | 0.14% |
4,553
+961
| +27% | +$132K |
|
|
INFO
234
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $677K | 0.14% |
+14,029
| New | +$663K |
|
|
CXP
235
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $677K | 0.14% |
33,107
-81,026
| -71% | -$1.72M |
|
236
BlackRock TCP Capital
TCPC
$263M
| $672K | 0.14% |
+47,283
| New | +$695K |
|
|
NBIS
237
Nebius Group N.V.
NBIS
$50.8B
| $671K | 0.14% |
17,010
-2,038
| -11% | -$80K |
|
|
CZR
238
DELISTED
Caesars Entertainment Corporation
CZR
| $669K | 0.14% |
+59,445
| New | +$763K |
|
|
COL
239
DELISTED
Rockwell Collins
COL
| $668K | 0.14% |
4,952
+2,509
| +103% | +$343K |
|
240
PG&E
PCG
$47.8B
| $659K | 0.14% |
+15,009
| New | +$637K |
|
241
Seacoast Banking Corp of Florida
SBCF
$3.27B
| $659K | 0.14% |
24,913
-1,458
| -6% | -$38.5K |
|
242
United Fire Group
UFCS
$1.31B
| $658K | 0.14% |
13,758
+2,251
| +20% | +$101K |
|
243
Hancock Whitney
HWC
$6.17B
| $657K | 0.14% |
12,717
-1,065
| -8% | -$56.9K |
|
244
Simon Property Group
SPG
$74.2B
| $656K | 0.14% |
+4,251
| New | +$676K |
|
245
Avnet
AVT
$7.37B
| $653K | 0.14% |
15,640
+7,098
| +83% | +$300K |
|
|
TFCFA
246
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $647K | 0.14% |
+17,643
| New | +$651K |
|
247
Regions Financial
RF
$26.3B
| $645K | 0.14% |
34,704
-89,995
| -72% | -$1.71M |
|
248
Trinity Industries
TRN
$2.96B
| $645K | 0.14% |
27,452
+7,513
| +38% | +$185K |
|
249
Take-Two Interactive
TTWO
$43.1B
| $641K | 0.14% |
6,554
+3,179
| +94% | +$356K |
|
|
CHSP
250
DELISTED
Chesapeake Lodging Trust
CHSP
| $640K | 0.14% |
23,025
-28,486
| -55% | -$767K |
|
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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.