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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
HIG icon
26
Hartford Financial Services
HIG
$38.6B
$2.22M 0.47%
+43,059
New +$2.36M
BCE icon
27
BCE
BCE
$20B
$2.2M 0.47%
51,153
+44,334
+650% +$1.99M
TEL icon
28
TE Connectivity
TEL
$58.5B
$2.2M 0.47%
22,016
+13,739
+166% +$1.39M
AZO icon
29
AutoZone
AZO
$48.5B
$2.17M 0.46%
3,344
+564
+20% +$404K
RVTY icon
30
Revvity
RVTY
$12.3B
$2.16M 0.46%
28,539
+6,328
+28% +$489K
PACW
31
DELISTED
PacWest Bancorp
PACW
$2.16M 0.46%
43,632
+6,537
+18% +$341K
COF icon
32
Capital One
COF
$124B
$2.15M 0.46%
22,452
+4,780
+27% +$476K
NOC icon
33
Northrop Grumman
NOC
$74.6B
$2.15M 0.46%
+6,145
New +$2.06M
ORI icon
34
Old Republic International
ORI
$10.1B
$2.14M 0.46%
99,906
-14,473
-13% -$300K
VMC icon
35
Vulcan Materials
VMC
$36B
$2.11M 0.45%
18,445
+5,576
+43% +$702K
PF
36
DELISTED
Pinnacle Foods, Inc.
PF
$2.1M 0.45%
38,753
+19,191
+98% +$1.11M
SWK icon
37
Stanley Black & Decker
SWK
$13.9B
$2.08M 0.44%
13,609
+1,110
+9% +$180K
GOOGL icon
38
Alphabet (Google) Class A
GOOGL
$4.17T
$2.08M 0.44%
40,060
-7,540
-16% -$418K
GM icon
39
General Motors
GM
$74.3B
$2.06M 0.44%
56,814
+3,255
+6% +$132K
DAL icon
40
Delta Air Lines
DAL
$54.9B
$2.06M 0.44%
37,640
+7,990
+27% +$441K
ADP icon
41
Automatic Data Processing
ADP
$97.2B
$2.04M 0.43%
18,002
+9,472
+111% +$1.1M
BSX icon
42
Boston Scientific
BSX
$63.9B
$2.04M 0.43%
74,496
-25,208
-25% -$685K
USFD icon
43
US Foods
USFD
$21.2B
$2.02M 0.43%
61,603
+243
+0.4% +$7.94K
BMY icon
44
Bristol-Myers Squibb
BMY
$124B
$2.02M 0.43%
31,901
-5,504
-15% -$354K
H icon
45
Hyatt Hotels
H
$17.6B
$2.01M 0.43%
26,391
+17,575
+199% +$1.38M
HAL icon
46
Halliburton
HAL
$27.6B
$2.01M 0.43%
42,827
+5,778
+16% +$285K
DUK icon
47
Duke Energy
DUK
$99.7B
$1.99M 0.42%
+25,681
New +$1.99M
UMPQ
48
DELISTED
Umpqua Holdings Corp
UMPQ
$1.98M 0.42%
92,684
+55,856
+152% +$1.22M
DG icon
49
Dollar General
DG
$26.5B
$1.95M 0.41%
20,870
+5,252
+34% +$505K
AXS icon
50
AXIS Capital
AXS
$8.38B
$1.95M 0.41%
33,784
+22,408
+197% +$1.16M
1
2
3 4 5

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CCM
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GPC
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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.