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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 | |
|---|---|---|---|---|---|---|
|
CHS
301
DELISTED
Chicos FAS, Inc.
CHS
| $523K | 0.11% |
+57,847
| New | +$537K |
|
|
SJR
302
DELISTED
Shaw Communications Inc.
SJR
| $523K | 0.11% |
27,160
+6,694
| +33% | +$137K |
|
|
ZAYO
303
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $523K | 0.11% |
15,311
-10,759
| -41% | -$387K |
|
304
CME Group
CME
$91B
| $518K | 0.11% |
+3,203
| New | +$510K |
|
|
PE
305
DELISTED
PARSLEY ENERGY INC
PE
| $515K | 0.11% |
17,769
-2,081
| -10% | -$55.4K |
|
306
ON Semiconductor
ON
$34.1B
| $514K | 0.11% |
+21,006
| New | +$507K |
|
|
HUD
307
DELISTED
Hudson Ltd. Class A Common Shares
HUD
| $513K | 0.11% |
+32,250
| New | +$516K |
|
|
GXP
308
DELISTED
Great Plains Energy Incorporated
GXP
| $513K | 0.11% |
+16,143
| New | +$492K |
|
309
Boston Beer
SAM
$1.87B
| $511K | 0.11% |
+2,701
| New | +$497K |
|
310
Dave & Buster's
PLAY
$347M
| $510K | 0.11% |
+12,207
| New | +$563K |
|
|
GGP
311
DELISTED
GGP Inc.
GGP
| $508K | 0.11% |
24,827
-7,895
| -24% | -$175K |
|
312
New York Times
NYT
$11.6B
| $504K | 0.11% |
+20,913
| New | +$480K |
|
|
ATH
313
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $504K | 0.11% |
10,547
+2,090
| +25% | +$104K |
|
314
Goldman Sachs
GS
$315B
| $500K | 0.11% |
+1,986
| New | +$517K |
|
315
Marathon Petroleum
MPC
$90.7B
| $499K | 0.11% |
6,831
+3,266
| +92% | +$225K |
|
316
Ameriprise Financial
AMP
$46.5B
| $496K | 0.11% |
+3,355
| New | +$547K |
|
317
TechnipFMC
FTI
$30.6B
| $493K | 0.1% |
+22,509
| New | +$521K |
|
|
TWX
318
DELISTED
Time Warner Inc
TWX
| $493K | 0.1% |
5,208
-3,660
| -41% | -$345K |
|
319
BOK Financial
BOKF
$8.7B
| $491K | 0.1% |
+4,965
| New | +$479K |
|
320
Devon Energy
DVN
$51.9B
| $491K | 0.1% |
15,443
+6,519
| +73% | +$239K |
|
321
Toronto Dominion Bank
TD
$198B
| $491K | 0.1% |
+8,645
| New | +$506K |
|
|
WRK
322
DELISTED
WestRock Company
WRK
| $488K | 0.1% |
+7,607
| New | +$502K |
|
323
MDU Resources
MDU
$4.44B
| $485K | 0.1% |
+45,263
| New | +$460K |
|
|
FTSI
324
DELISTED
FTS International, Inc. Common Stock
FTSI
| $481K | 0.1% |
+1,307
| New | +$507K |
|
325
East-West Bancorp
EWBC
$18B
| $478K | 0.1% |
+7,651
| New | +$502K |
|
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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.