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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 | |
|---|---|---|---|---|---|---|
326
Equifax
EFX
$20.2B
| $477K | 0.1% |
4,053
+2,113
| +109% | +$254K |
|
327
Yelp
YELP
$1.4B
| $476K | 0.1% |
11,397
-5,436
| -32% | -$237K |
|
328
PJT Partners
PJT
$4.34B
| $475K | 0.1% |
+9,487
| New | +$457K |
|
329
Agree Realty
ADC
$9.72B
| $474K | 0.1% |
+9,869
| New | +$474K |
|
330
Henry Schein
HSIC
$9.74B
| $473K | 0.1% |
8,967
+5,287
| +144% | +$293K |
|
|
BRSL
331
Brightstar Lottery PLC
BRSL
$1.94B
| $468K | 0.1% |
+17,492
| New | +$486K |
|
|
CSFL
332
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $468K | 0.1% |
+17,640
| New | +$473K |
|
333
Cheesecake Factory
CAKE
$4.22B
| $467K | 0.1% |
+9,675
| New | +$465K |
|
|
FL
334
DELISTED
Foot Locker
FL
| $467K | 0.1% |
10,245
+3,019
| +42% | +$141K |
|
335
Heritage Financial
HFWA
$1.25B
| $467K | 0.1% |
+15,263
| New | +$471K |
|
336
OneMain Financial
OMF
$6.88B
| $466K | 0.1% |
15,577
+5,906
| +61% | +$188K |
|
|
CERN
337
DELISTED
Cerner Corp
CERN
| $464K | 0.1% |
+8,002
| New | +$520K |
|
338
CarMax
KMX
$8.33B
| $463K | 0.1% |
7,473
+2,207
| +42% | +$144K |
|
339
Agilent Technologies
A
$39.1B
| $458K | 0.1% |
6,852
-2,853
| -29% | -$200K |
|
340
Teledyne Technologies
TDY
$30.5B
| $456K | 0.1% |
2,437
+790
| +48% | +$149K |
|
341
Affiliated Managers Group
AMG
$9.4B
| $450K | 0.1% |
2,374
+356
| +18% | +$69.3K |
|
342
Workday
WDAY
$33.3B
| $449K | 0.1% |
+3,536
| New | +$433K |
|
343
Vail Resorts
MTN
$5.3B
| $447K | 0.1% |
2,018
+339
| +20% | +$74.2K |
|
344
AutoNation
AN
$7B
| $445K | 0.09% |
9,502
-2,528
| -21% | -$135K |
|
345
Humana
HUM
$47B
| $444K | 0.09% |
1,652
-155
| -9% | -$42K |
|
346
Rogers Communications
RCI
$17.7B
| $444K | 0.09% |
+9,930
| New | +$466K |
|
|
CHMI
347
Cherry Hill Mortgage Investment Corp
CHMI
$82.7M
| $442K | 0.09% |
25,227
+3,134
| +14% | +$53.6K |
|
348
Victory Capital Holdings
VCTR
$6.06B
| $442K | 0.09% |
+35,957
| New | +$452K |
|
349
Huntington Ingalls Industries
HII
$11.4B
| $439K | 0.09% |
1,705
+388
| +29% | +$96.2K |
|
350
Kilroy Realty
KRC
$4.63B
| $438K | 0.09% |
6,170
+388
| +7% | +$27K |
|
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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.