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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
WTW icon
751
Willis Towers Watson
WTW
$27.2B
– –
-8,524
Closed -$1.28M
YEXT icon
752
Yext
YEXT
$493M
– –
-32,482
Closed -$391K
TXNM
753
TXNM Energy Inc
TXNM
$6.45B
– –
-17,784
Closed -$719K
FLG
754
Flagstar Bank National Association
FLG
$6.13B
– –
-5,411
Closed -$211K
AAMI
755
Acadian Asset Management
AAMI
$2.86B
– –
-21,084
Closed -$353K
SBT
756
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
– –
-43,281
Closed -$550K
SRCL
757
DELISTED
Stericycle Inc
SRCL
– –
-4,696
Closed -$319K
BIG
758
DELISTED
Big Lots, Inc.
BIG
– –
-7,913
Closed -$444K
DCPH
759
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
– –
-12,724
Closed -$288K
MDRX
760
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-12,524
Closed -$182K
VMW
761
DELISTED
VMware, Inc
VMW
– –
-1,664
Closed -$209K
WWE
762
DELISTED
World Wrestling Entertainment
WWE
– –
-10,595
Closed -$324K
BKI
763
DELISTED
Black Knight, Inc. Common Stock
BKI
– –
-31,694
Closed -$1.4M
PDCE
764
DELISTED
PDC Energy, Inc.
PDCE
– –
-5,729
Closed -$295K
CLR
765
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-12,504
Closed -$662K
GCP
766
DELISTED
GCP Applied Technologies Inc.
GCP
– –
-8,088
Closed -$258K
CDR
767
DELISTED
Cedar Realty Trust, Inc
CDR
– –
-15,401
Closed -$618K
MIC
768
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-11,479
Closed -$737K
MGP
769
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
– –
-34,485
Closed -$1M
KSU
770
DELISTED
Kansas City Southern
KSU
– –
-4,645
Closed -$489K
MDP
771
DELISTED
Meredith Corporation
MDP
– –
-4,033
Closed -$266K
SOGO
772
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
– –
-56,146
Closed -$650K
CLGX
773
DELISTED
Corelogic, Inc.
CLGX
– –
-4,835
Closed -$223K
WDR
774
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-12,497
Closed -$279K
QEP
775
DELISTED
QEP RESOURCES, INC.
QEP
– –
-23,161
Closed -$222K
29 30
31
32 33

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
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ECM
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RG
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SH
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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.