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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 | |
|---|---|---|---|---|---|---|
426
Evertec
EVTC
$1.83B
| $334K | 0.07% |
20,439
+10,078
| +97% | +$158K |
|
427
ArcelorMittal
MT
$50.4B
| $332K | 0.07% |
+10,425
| New | +$357K |
|
428
Occidental Petroleum
OXY
$57B
| $332K | 0.07% |
+5,109
| New | +$357K |
|
429
LivaNova
LIVN
$4.3B
| $331K | 0.07% |
3,737
-2,854
| -43% | -$243K |
|
|
ABB
430
DELISTED
ABB Ltd
ABB
| $331K | 0.07% |
+13,922
| New | +$358K |
|
431
Ulta Beauty
ULTA
$20.4B
| $330K | 0.07% |
+1,617
| New | +$350K |
|
|
CS
432
DELISTED
Credit Suisse Group
CS
| $330K | 0.07% |
+19,632
| New | +$360K |
|
433
ICU Medical
ICUI
$3.93B
| $328K | 0.07% |
+1,300
| New | +$306K |
|
|
X
434
DELISTED
US Steel
X
| $328K | 0.07% |
+9,324
| New | +$367K |
|
435
Magna International
MGA
$17.9B
| $326K | 0.07% |
+5,786
| New | +$323K |
|
436
Darling Ingredients
DAR
$9.93B
| $325K | 0.07% |
18,776
+8,241
| +78% | +$150K |
|
437
UBS Group
UBS
$170B
| $321K | 0.07% |
+18,164
| New | +$345K |
|
438
Nucor
NUE
$56.4B
| $319K | 0.07% |
+5,215
| New | +$345K |
|
|
ACC
439
DELISTED
American Campus Communities, Inc.
ACC
| $319K | 0.07% |
8,258
-6,341
| -43% | -$239K |
|
440
Mercado Libre
MELI
$91.3B
| $316K | 0.07% |
+887
| New | +$324K |
|
|
CHL
441
DELISTED
China Mobile Limited
CHL
| $316K | 0.07% |
6,901
-15,860
| -70% | -$769K |
|
442
Thor Industries
THO
$3.99B
| $315K | 0.07% |
+2,736
| New | +$365K |
|
|
DISH
443
DELISTED
DISH Network Corp.
DISH
| $315K | 0.07% |
8,325
-6,296
| -43% | -$277K |
|
444
Coca-Cola Femsa
KOF
$21.6B
| $314K | 0.07% |
+4,734
| New | +$337K |
|
445
Conagra Brands
CAG
$7.07B
| $313K | 0.07% |
8,500
-18,644
| -69% | -$687K |
|
446
Patterson-UTI
PTEN
$3.87B
| $309K | 0.07% |
17,644
+4,475
| +34% | +$93.4K |
|
|
NXEO
447
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
| $309K | 0.07% |
28,892
+4,899
| +20% | +$47.8K |
|
448
Darden Restaurants
DRI
$22.5B
| $306K | 0.07% |
+3,590
| New | +$340K |
|
|
LNW
449
DELISTED
Light & Wonder
LNW
| $305K | 0.06% |
7,333
+379
| +5% | +$17.7K |
|
450
Ventas
VTR
$48.9B
| $305K | 0.06% |
+6,161
| New | +$323K |
|
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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.