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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
Cap. Flow
+$85.3M
Cap. Flow %
18.13%
Top 10 Hldgs %
7.3%
Holding
814
New
287
Increased
185
Reduced
138
Closed
203

Top Buys

Rank Stock Value
1
HD icon
Home Depot
HD
+$4.02M
2
COST icon
Costco
COST
+$2.93M
3
PH icon
Parker-Hannifin
PH
+$2.89M
4
CCL icon
Carnival Corporation Ltd
CCL
+$2.84M
5
WFC icon
Wells Fargo
WFC
+$2.74M

Top Sells

Rank Stock Value
1
DIS icon
Walt Disney
DIS
+$2.17M
2
MCD icon
McDonald's
MCD
+$1.97M
3
FDX icon
FedEx
FDX
+$1.95M
4
DLTR icon
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
TRUE
451
DELISTED
TrueCar
TRUE
$304K 0.06%
32,165
+15,210
+90% +$169K
PDCO
452
DELISTED
Patterson Companies, Inc.
PDCO
$303K 0.06%
13,634
+5,577
+69% +$174K
BMO icon
453
Bank of Montreal
BMO
$125B
$301K 0.06%
+3,978
New +$313K
CM icon
454
Canadian Imperial Bank of Commerce
CM
$107B
$297K 0.06%
+6,732
New +$316K
ITRI icon
455
Itron
ITRI
$3.73B
$297K 0.06%
+4,154
New +$297K
RP
456
DELISTED
RealPage, Inc.
RP
$297K 0.06%
5,775
+1,055
+22% +$52.7K
ICLR icon
457
Icon
ICLR
$12.8B
$296K 0.06%
+2,505
New +$287K
PENN icon
458
PENN Entertainment
PENN
$2.74B
$296K 0.06%
+11,266
New +$325K
WGL
459
DELISTED
Wgl Holdings
WGL
$296K 0.06%
+3,537
New +$297K
PNFP icon
460
Pinnacle Financial Partners Inc
PNFP
$15.5B
$293K 0.06%
4,566
-1,536
-25% -$100K
BLBD icon
461
Blue Bird Corp
BLBD
$2.41B
$291K 0.06%
+12,265
New +$268K
TPH
462
DELISTED
Tri Pointe Homes
TPH
$291K 0.06%
+17,694
New +$304K
HON icon
463
Honeywell
HON
$77B
$290K 0.06%
+2,223
New +$308K
AXTA icon
464
Axalta
AXTA
$7.01B
$288K 0.06%
+9,550
New +$298K
CASH icon
465
Pathward Financial
CASH
$1.81B
$288K 0.06%
+7,905
New +$283K
AR icon
466
Antero Resources
AR
$10.9B
$287K 0.06%
14,445
-8,379
-37% -$162K
XYL icon
467
Xylem
XYL
$28.5B
$285K 0.06%
3,701
-1,797
-33% -$133K
JCP
468
DELISTED
J.C. Penney Company, Inc.
JCP
$285K 0.06%
+94,435
New +$340K
RSPP
469
DELISTED
RSP Permian, Inc.
RSPP
$283K 0.06%
6,031
-14,002
-70% -$551K
GLW icon
470
Corning
GLW
$126B
$282K 0.06%
10,118
-5,973
-37% -$184K
MO icon
471
Altria Group
MO
$122B
$280K 0.06%
+4,497
New +$298K
LEN.B icon
472
Lennar Class B
LEN.B
$20B
$278K 0.06%
+6,131
New +$292K
BERY
473
DELISTED
Berry Global Group, Inc.
BERY
$278K 0.06%
+5,524
New +$288K
PCAR icon
474
PACCAR
PCAR
$69.6B
$277K 0.06%
+6,279
New +$297K
TFCF
475
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$277K 0.06%
+7,606
New +$277K
17 18
19
20 21

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CBT
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FSCP
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RG
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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.