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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
POT
801
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-10,423
Closed -$215K
WPG
802
DELISTED
Washington Prime Group Inc.
WPG
– –
-1,311
Closed -$84K
NLSN
803
DELISTED
Nielsen Holdings plc
NLSN
– –
-5,703
Closed -$208K
FRE
804
DELISTED
FREDDIE MAC D/B/A VOTING
FRE
– –
-56,404
Closed -$142K
ATVI
805
DELISTED
Activision Blizzard
ATVI
– –
-4,024
Closed -$255K
HSKA
806
DELISTED
Heska Corp
HSKA
– –
-2,566
Closed -$206K
CY
807
DELISTED
Cypress Semiconductor
CY
– –
-25,010
Closed -$381K
TSS
808
DELISTED
Total System Services, Inc.
TSS
– –
-8,129
Closed -$643K
DST
809
DELISTED
DST Systems Inc.
DST
– –
-4,581
Closed -$284K
DOC
810
DELISTED
PHYSICIANS REALTY TRUST
DOC
– –
-36,646
Closed -$659K
CIT
811
DELISTED
CIT Group Inc.
CIT
– –
-4,878
Closed -$240K
CADE
812
DELISTED
Cadence Bancorporation
CADE
– –
-14,782
Closed -$401K
AZPN
813
DELISTED
ASPEN TECHNOLOGY INC
AZPN
– –
-3,626
Closed -$240K
29 30 31 32
33

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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.