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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 | |
|---|---|---|---|---|---|---|
351
Northern Trust
NTRS
$22.2B
| $437K | 0.09% |
4,240
-7,173
| -63% | -$750K |
|
352
Boyd Gaming
BYD
$6.47B
| $436K | 0.09% |
+13,688
| New | +$490K |
|
353
United Parks & Resorts
PRKS
$2.11B
| $436K | 0.09% |
+29,393
| New | +$432K |
|
354
Centene
CNC
$31.3B
| $431K | 0.09% |
8,058
+46
| +0.6% | +$2.4K |
|
355
WEX
WEX
$6.11B
| $431K | 0.09% |
+2,753
| New | +$414K |
|
356
argenx
ARGX
$57.4B
| $429K | 0.09% |
5,328
| – | – |
|
|
LQ
357
DELISTED
La Quinta Holdings Inc.
LQ
| $428K | 0.09% |
+22,611
| New | +$427K |
|
358
Clorox
CLX
$11.6B
| $427K | 0.09% |
3,208
+1,297
| +68% | +$174K |
|
359
NiSource
NI
$22.4B
| $426K | 0.09% |
+17,817
| New | +$422K |
|
|
SKX
360
DELISTED
Skechers
SKX
| $426K | 0.09% |
10,963
+3,643
| +50% | +$145K |
|
361
United Rentals
URI
$71.1B
| $423K | 0.09% |
2,451
+1,071
| +78% | +$190K |
|
|
OPLN
362
Openlane
OPLN
$4.17B
| $421K | 0.09% |
20,539
-5,947
| -22% | -$120K |
|
363
ServiceNow
NOW
$102B
| $419K | 0.09% |
+12,670
| New | +$391K |
|
|
LPNT
364
DELISTED
LifePoint Health, Inc.
LPNT
| $418K | 0.09% |
+8,891
| New | +$428K |
|
|
WPX
365
DELISTED
WPX Energy, Inc.
WPX
| $417K | 0.09% |
28,202
+10,745
| +62% | +$155K |
|
366
Golar LNG
GLNG
$4.95B
| $416K | 0.09% |
+15,194
| New | +$429K |
|
|
SAVE
367
DELISTED
Spirit Airlines, Inc.
SAVE
| $413K | 0.09% |
+10,936
| New | +$459K |
|
|
AGN
368
DELISTED
Allergan plc
AGN
| $410K | 0.09% |
2,438
-2,569
| -51% | -$431K |
|
369
Hewlett Packard
HPE
$63.2B
| $409K | 0.09% |
23,304
+4,153
| +22% | +$70.5K |
|
|
NUAN
370
DELISTED
Nuance Communications, Inc.
NUAN
| $409K | 0.09% |
+29,990
| New | +$439K |
|
371
Americold
COLD
$4.09B
| $407K | 0.09% |
+21,336
| New | +$386K |
|
372
Mohawk Industries
MHK
$6.9B
| $406K | 0.09% |
1,750
-396
| -18% | -$102K |
|
|
EGN
373
DELISTED
Energen
EGN
| $405K | 0.09% |
+6,444
| New | +$362K |
|
374
Delek US
DK
$3.87B
| $403K | 0.09% |
+9,900
| New | +$356K |
|
375
Ashland
ASH
$3.04B
| $402K | 0.09% |
5,764
+494
| +9% | +$35.6K |
|
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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.