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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 | |
|---|---|---|---|---|---|---|
726
Sherwin-Williams
SHW
$76.6B
| – | – |
-11,100
| Closed | -$1.52M |
|
727
SITE Centers
SITC
$224M
| – | – |
-21,335
| Closed | -$246K |
|
728
SLB Ltd
SLB
$70.6B
| – | – |
-7,172
| Closed | -$483K |
|
729
SL Green Realty
SLG
$3.81B
| – | – |
-5,684
| Closed | -$555K |
|
730
Synopsys
SNPS
$71.5B
| – | – |
-9,088
| Closed | -$775K |
|
731
Starwood Property Trust
STWD
$6.05B
| – | – |
-39,587
| Closed | -$845K |
|
732
Sensient Technologies
SXT
$4.98B
| – | – |
-7,101
| Closed | -$519K |
|
733
AT&T
T
$160B
| – | – |
-41,490
| Closed | -$1.22M |
|
734
Molson Coors Class B
TAP
$7.51B
| – | – |
-3,925
| Closed | -$322K |
|
735
Teleflex
TFX
$5.81B
| – | – |
-917
| Closed | -$228K |
|
736
Target
TGT
$61.1B
| – | – |
-7,542
| Closed | -$492K |
|
737
Tapestry
TPR
$28.1B
| – | – |
-14,620
| Closed | -$647K |
|
738
T. Rowe Price
TROW
$24.6B
| – | – |
-6,028
| Closed | -$633K |
|
739
Trane Technologies
TT
$106B
| – | – |
-10,651
| Closed | -$950K |
|
740
Televisa
TV
$1.47B
| – | – |
-16,488
| Closed | -$308K |
|
741
Urban Outfitters
URBN
$5.96B
| – | – |
-14,414
| Closed | -$505K |
|
742
US Bancorp
USB
$98.7B
| – | – |
-20,856
| Closed | -$1.12M |
|
743
Universal Insurance Holdings
UVE
$1.05B
| – | – |
-11,224
| Closed | -$307K |
|
744
Veeco
VECO
$3.33B
| – | – |
-13,825
| Closed | -$205K |
|
745
Viavi Solutions
VIAV
$10.3B
| – | – |
-33,362
| Closed | -$292K |
|
|
VRE
746
DELISTED
Veris Residential
VRE
| – | – |
-24,888
| Closed | -$537K |
|
747
Viatris
VTRS
$20.1B
| – | – |
-9,365
| Closed | -$396K |
|
|
WBA
748
DELISTED
Walgreens Boots Alliance
WBA
| – | – |
-9,976
| Closed | -$724K |
|
749
W.R. Berkley
WRB
$27.2B
| – | – |
-44,071
| Closed | -$936K |
|
750
Watsco Inc
WSO
$14.8B
| – | – |
-6,904
| Closed | -$1.17M |
|
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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.