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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
CPRI icon
101
Capri Holdings
CPRI
$1.78B
$1.34M 0.28%
+21,566
New +$1.37M
CDW icon
102
CDW
CDW
$16.6B
$1.32M 0.28%
18,743
+9,861
+111% +$720K
AHL
103
DELISTED
ASPEN Insurance Holding Limited
AHL
$1.29M 0.27%
28,789
+3,213
+13% +$126K
ARCC icon
104
Ares Capital
ARCC
$13.4B
$1.28M 0.27%
+80,869
New +$1.28M
ADSK icon
105
Autodesk
ADSK
$43.3B
$1.28M 0.27%
10,197
+6,513
+177% +$776K
PVH icon
106
PVH
PVH
$3.59B
$1.27M 0.27%
8,387
-2,553
-23% -$372K
BRO icon
107
Brown & Brown
BRO
$22.3B
$1.26M 0.27%
49,706
-20,304
-29% -$531K
OGE icon
108
OGE Energy
OGE
$10.2B
$1.26M 0.27%
+38,553
New +$1.22M
ABM icon
109
ABM Industries
ABM
$2.77B
$1.26M 0.27%
+37,698
New +$1.38M
VFC icon
110
VF Corp
VFC
$6.49B
$1.26M 0.27%
18,076
-3,901
-18% -$282K
CCK icon
111
Crown Holdings
CCK
$12.5B
$1.25M 0.27%
+24,633
New +$1.31M
MS icon
112
Morgan Stanley
MS
$338B
$1.24M 0.26%
23,060
-4,043
-15% -$224K
RTX icon
113
RTX Corp
RTX
$282B
$1.24M 0.26%
15,704
-20,025
-56% -$1.65M
DD icon
114
DuPont de Nemours
DD
$18.6B
$1.24M 0.26%
7,683
+1,355
+21% +$245K
HIW icon
115
Highwoods Properties
HIW
$3.61B
$1.24M 0.26%
+28,183
New +$1.28M
TXN icon
116
Texas Instruments
TXN
$259B
$1.23M 0.26%
11,802
-2,688
-19% -$291K
MET icon
117
MetLife
MET
$59.5B
$1.23M 0.26%
+26,693
New +$1.3M
EA icon
118
Electronic Arts
EA
$52.4B
$1.2M 0.26%
9,907
+1,429
+17% +$173K
FR icon
119
First Industrial Realty Trust
FR
$8.79B
$1.2M 0.26%
41,058
+17,521
+74% +$517K
NEE icon
120
NextEra Energy
NEE
$187B
$1.2M 0.26%
29,380
-2,292
-7% -$88.4K
XPO icon
121
XPO
XPO
$25.1B
$1.18M 0.25%
+33,471
New +$1.12M
PXD
122
DELISTED
Pioneer Natural Resource Co.
PXD
$1.18M 0.25%
+6,864
New +$1.21M
CSL icon
123
Carlisle Companies
CSL
$13.4B
$1.17M 0.25%
11,246
-3,841
-25% -$421K
ETR icon
124
Entergy
ETR
$54B
$1.17M 0.25%
29,774
+20,026
+205% +$774K
TCF
125
DELISTED
TCF Financial Corporation
TCF
$1.17M 0.25%
51,419
+35,737
+228% +$794K
3 4
5
6 7

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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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.