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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 | |
|---|---|---|---|---|---|---|
651
Dine Brands
DIN
$428M
| – | – |
-5,762
| Closed | -$292K |
|
|
652
Walt Disney
DIS
$161B
| – | – |
-20,148
| Closed | -$2.17M |
|
653
Dick's Sporting Goods
DKS
$18.3B
| – | – |
-35,786
| Closed | -$1.03M |
|
|
654
Dollar Tree
DLTR
$22.6B
| – | – |
-16,720
| Closed | -$1.79M |
|
655
Diamondrock Hospitality Co
DRH
$2.59B
| – | – |
-32,455
| Closed | -$366K |
|
656
Ecovyst
ECVT
$1.41B
| – | – |
-53,154
| Closed | -$874K |
|
657
New Oriental
EDU
$7.85B
| – | – |
-2,504
| Closed | -$235K |
|
658
Eastman Chemical
EMN
$7.77B
| – | – |
-5,641
| Closed | -$523K |
|
659
EOG Resources
EOG
$77.5B
| – | – |
-5,039
| Closed | -$544K |
|
|
ESGR
660
DELISTED
Enstar Group
ESGR
| – | – |
-2,449
| Closed | -$492K |
|
661
Essent Group
ESNT
$5.94B
| – | – |
-18,539
| Closed | -$805K |
|
662
Eagle Materials
EXP
$6.4B
| – | – |
-3,326
| Closed | -$377K |
|
663
National Vision
EYE
$1.6B
| – | – |
-21,502
| Closed | -$873K |
|
664
First American
FAF
$7.03B
| – | – |
-5,908
| Closed | -$331K |
|
665
Diamondback Energy
FANG
$57.8B
| – | – |
-3,988
| Closed | -$503K |
|
666
First Bancorp
FBP
$4.4B
| – | – |
-28,355
| Closed | -$145K |
|
667
FirstEnergy
FE
$28.6B
| – | – |
-9,320
| Closed | -$285K |
|
|
FISV
668
Fiserv Inc
FISV
$26.6B
| – | – |
-18,392
| Closed | -$1.21M |
|
669
Flex
FLEX
$46.9B
| – | – |
-17,372
| Closed | -$236K |
|
670
Funko
FNKO
$319M
| – | – |
-24,621
| Closed | -$164K |
|
671
Federal Realty Investment Trust
FRT
$10.8B
| – | – |
-2,036
| Closed | -$270K |
|
672
General Dynamics
GD
$103B
| – | – |
-1,046
| Closed | -$213K |
|
673
Gilead Sciences
GILD
$162B
| – | – |
-6,350
| Closed | -$455K |
|
674
Acushnet Holdings
GOLF
$6.17B
| – | – |
-10,587
| Closed | -$223K |
|
|
GOOS
675
Canada Goose Holdings
GOOS
$896M
| – | – |
-6,466
| Closed | -$204K |
|
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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.