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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 | |
|---|---|---|---|---|---|---|
|
FCB
526
DELISTED
FCB Financial Holdings, Inc.
FCB
| $235K | 0.05% |
+4,593
| New | +$251K |
|
|
AFH
527
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
| $233K | 0.05% |
+22,522
| New | +$381K |
|
528
American Electric Power
AEP
$74B
| $232K | 0.05% |
+3,382
| New | +$228K |
|
529
Akamai
AKAM
$17.1B
| $232K | 0.05% |
+3,268
| New | +$223K |
|
530
Alphabet (Google) Class C
GOOG
$3.92T
| $231K | 0.05% |
+4,480
| New | +$247K |
|
531
Orion
OEC
$398M
| $231K | 0.05% |
+8,531
| New | +$238K |
|
532
First Busey Corp
BUSE
$2.5B
| $230K | 0.05% |
+7,753
| New | +$239K |
|
533
First Interstate BancSystem
FIBK
$3.66B
| $230K | 0.05% |
+5,810
| New | +$237K |
|
|
534
McDonald's
MCD
$188B
| $230K | 0.05% |
1,473
-11,957
| -89% | -$1.97M |
|
535
Rush Enterprises Class A
RUSHA
$5.97B
| $230K | 0.05% |
+12,182
| New | +$253K |
|
536
Ametek
AME
$55.5B
| $229K | 0.05% |
3,008
-3,772
| -56% | -$286K |
|
|
ARRY
537
DELISTED
Array Biopharma Inc
ARRY
| $226K | 0.05% |
13,838
+600
| +5% | +$9.61K |
|
538
iRhythm Holdings
IRTC
$3.57B
| $223K | 0.05% |
3,538
-51
| -1% | -$3.16K |
|
539
PennyMac Financial
PFSI
$4.36B
| $223K | 0.05% |
+9,845
| New | +$229K |
|
540
Whirlpool
WHR
$2.36B
| $223K | 0.05% |
+1,458
| New | +$244K |
|
541
Kirby Corp
KEX
$7.99B
| $222K | 0.05% |
+2,885
| New | +$216K |
|
542
Transportadora de Gas del Sur
TGS
$4.71B
| $221K | 0.05% |
+11,307
| New | +$235K |
|
543
Cigna
CI
$76.3B
| $220K | 0.05% |
1,312
-8,133
| -86% | -$1.58M |
|
544
Intuitive Surgical
ISRG
$121B
| $220K | 0.05% |
1,599
-5,187
| -76% | -$724K |
|
545
Varonis Systems
VRNS
$5.22B
| $220K | 0.05% |
+10,893
| New | +$202K |
|
546
MSC Industrial Direct
MSM
$7.06B
| $219K | 0.05% |
2,392
-2,563
| -52% | -$237K |
|
|
SOHU
547
Sohu.com
SOHU
$331M
| $219K | 0.05% |
+7,085
| New | +$270K |
|
|
XOG
548
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
| $219K | 0.05% |
+19,127
| New | +$254K |
|
|
ORBC
549
DELISTED
ORBCOMM, Inc.
ORBC
| $219K | 0.05% |
+23,358
| New | +$248K |
|
|
VG
550
DELISTED
Vonage Holdings Corporation
VG
| $219K | 0.05% |
+20,570
| New | +$219K |
|
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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.