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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 | |
|---|---|---|---|---|---|---|
|
VVC
276
DELISTED
Vectren Corporation
VVC
| $584K | 0.12% |
9,138
+5,941
| +186% | +$367K |
|
|
SNBR
277
DELISTED
Sleep Number
SNBR
| $581K | 0.12% |
+16,543
| New | +$605K |
|
|
WP
278
DELISTED
Worldpay, Inc.
WP
| $578K | 0.12% |
+7,034
| New | +$558K |
|
279
T-Mobile US
TMUS
$193B
| $576K | 0.12% |
9,435
-3,664
| -28% | -$229K |
|
280
Weyerhaeuser
WY
$17.2B
| $576K | 0.12% |
16,459
+8,121
| +97% | +$287K |
|
281
Sabre
SABR
$664M
| $575K | 0.12% |
+26,800
| New | +$574K |
|
|
WCG
282
DELISTED
Wellcare Health Plans, Inc.
WCG
| $572K | 0.12% |
+2,954
| New | +$592K |
|
283
Hershey
HSY
$35.4B
| $570K | 0.12% |
+5,760
| New | +$595K |
|
|
AQUA
284
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
| $565K | 0.12% |
26,556
-26,670
| -50% | -$613K |
|
285
American Express
AXP
$221B
| $564K | 0.12% |
6,050
-13,270
| -69% | -$1.29M |
|
|
SRC
286
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $561K | 0.12% |
16,133
+1,894
| +13% | +$67.6K |
|
287
Ryman Hospitality Properties
RHP
$8.38B
| $560K | 0.12% |
7,235
+1,443
| +25% | +$105K |
|
288
Synchrony
SYF
$23.8B
| $556K | 0.12% |
16,572
+8,335
| +101% | +$309K |
|
289
Advance Auto Parts
AAP
$3.28B
| $550K | 0.12% |
4,640
+2,568
| +124% | +$293K |
|
290
Allstate
ALL
$66.5B
| $544K | 0.12% |
+5,739
| New | +$556K |
|
291
Fastenal
FAST
$53.6B
| $544K | 0.12% |
39,896
+1,812
| +5% | +$25K |
|
292
Public Service Enterprise Group
PEG
$39.9B
| $544K | 0.12% |
10,829
-840
| -7% | -$41.2K |
|
293
Knight Transportation
KNX
$11.9B
| $540K | 0.11% |
11,736
+5,377
| +85% | +$255K |
|
294
Textron
TXT
$16.6B
| $539K | 0.11% |
+9,132
| New | +$537K |
|
295
Virtus Investment Partners
VRTS
$1.11B
| $537K | 0.11% |
+4,337
| New | +$549K |
|
296
Honda
HMC
$36.7B
| $532K | 0.11% |
+15,326
| New | +$541K |
|
297
Plains GP Holdings
PAGP
$5.24B
| $524K | 0.11% |
+24,113
| New | +$533K |
|
298
Tyson Foods
TSN
$20.1B
| $524K | 0.11% |
7,153
-6,705
| -48% | -$512K |
|
|
ADSW
299
DELISTED
Advanced Disposal Services Inc
ADSW
| $524K | 0.11% |
+23,511
| New | +$545K |
|
300
Scotiabank
BNS
$106B
| $523K | 0.11% |
+8,480
| New | +$538K |
|
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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.