We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
626
Ball Corp
BALL
$16.6B
| – | – |
-40,600
| Closed | -$1.54M |
|
627
Banco Bradesco
BBD
$38.7B
| – | – |
-25,844
| Closed | -$151K |
|
628
Bath & Body Works
BBWI
$3.9B
| – | – |
-7,282
| Closed | -$355K |
|
629
Bread Financial
BFH
$4.19B
| – | – |
-1,491
| Closed | -$302K |
|
630
Bloomin' Brands
BLMN
$701M
| – | – |
-11,652
| Closed | -$249K |
|
631
Popular Inc
BPOP
$10.9B
| – | – |
-6,970
| Closed | -$247K |
|
632
Brixmor Property Group
BRX
$9.81B
| – | – |
-15,389
| Closed | -$287K |
|
633
B2Gold
BTG
$5.12B
| – | – |
-37,830
| Closed | -$117K |
|
634
Burlington
BURL
$21.4B
| – | – |
-2,815
| Closed | -$346K |
|
635
Cable One
CABO
$211M
| – | – |
-423
| Closed | -$298K |
|
636
Caleres
CAL
$392M
| – | – |
-7,004
| Closed | -$234K |
|
637
CarGurus
CARG
$2.97B
| – | – |
-7,002
| Closed | -$210K |
|
638
Chubb
CB
$137B
| – | – |
-7,389
| Closed | -$1.08M |
|
639
Church & Dwight Co
CHD
$22.8B
| – | – |
-13,517
| Closed | -$678K |
|
640
Charter Communications
CHTR
$15.6B
| – | – |
-1,310
| Closed | -$440K |
|
641
Ciena
CIEN
$57.7B
| – | – |
-17,153
| Closed | -$359K |
|
642
Cincinnati Financial
CINF
$27.7B
| – | – |
-10,473
| Closed | -$785K |
|
643
Comcast
CMCSA
$78.3B
| – | – |
-15,409
| Closed | -$617K |
|
644
Cummins
CMI
$91.8B
| – | – |
-3,309
| Closed | -$585K |
|
645
CMS Energy
CMS
$22.9B
| – | – |
-24,429
| Closed | -$1.16M |
|
646
Charles River Laboratories
CRL
$11B
| – | – |
-2,829
| Closed | -$310K |
|
647
Cintas
CTAS
$81.3B
| – | – |
-7,364
| Closed | -$287K |
|
648
Camping World
CWH
$358M
| – | – |
-6,003
| Closed | -$269K |
|
649
Designer Brands
DBI
$272M
| – | – |
-15,053
| Closed | -$322K |
|
650
Dillards
DDS
$8.76B
| – | – |
-4,882
| Closed | -$293K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.