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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 | |
|---|---|---|---|---|---|---|
176
Public Storage
PSA
$55.3B
| $909K | 0.19% |
+4,535
| New | +$884K |
|
177
Dana Inc
DAN
$2.97B
| $904K | 0.19% |
35,085
+10,340
| +42% | +$306K |
|
178
Lithia Motors
LAD
$7.62B
| $893K | 0.19% |
8,881
+6,061
| +215% | +$686K |
|
179
Atlanta Braves Holdings Series B
BATRK
$3.21B
| $892K | 0.19% |
+39,100
| New | +$906K |
|
180
Associated Banc-Corp
ASB
$5.72B
| $890K | 0.19% |
+35,815
| New | +$910K |
|
181
Boeing
BA
$165B
| $878K | 0.19% |
2,679
-4,420
| -62% | -$1.49M |
|
182
Roper Technologies
ROP
$35.8B
| $875K | 0.19% |
+3,118
| New | +$860K |
|
183
British American Tobacco
BTI
$129B
| $873K | 0.19% |
15,125
-6,035
| -29% | -$379K |
|
184
PPG Industries
PPG
$25.4B
| $865K | 0.18% |
+7,752
| New | +$895K |
|
185
Kohl's
KSS
$2.06B
| $858K | 0.18% |
+13,092
| New | +$831K |
|
186
Universal Health Services
UHS
$9.16B
| $854K | 0.18% |
+7,215
| New | +$857K |
|
|
NUVA
187
DELISTED
NuVasive, Inc.
NUVA
| $853K | 0.18% |
16,347
+5,850
| +56% | +$297K |
|
188
Sunstone Hotel Investors
SHO
$2.17B
| $849K | 0.18% |
+55,795
| New | +$875K |
|
189
Western Alliance Bancorporation
WAL
$9.06B
| $849K | 0.18% |
14,602
+7,301
| +100% | +$432K |
|
|
JWN
190
DELISTED
Nordstrom
JWN
| $848K | 0.18% |
+17,509
| New | +$871K |
|
191
Unilever
UL
$130B
| $848K | 0.18% |
13,559
-1,861
| -12% | -$113K |
|
|
AAT
192
American Assets Trust
AAT
$1.49B
| $847K | 0.18% |
25,348
+9,563
| +61% | +$324K |
|
193
Telefônica Brasil
VIV
$21.9B
| $841K | 0.18% |
54,754
+37,996
| +227% | +$602K |
|
194
Applied Industrial Technologies
AIT
$12.7B
| $834K | 0.18% |
11,434
+5,663
| +98% | +$406K |
|
195
Union Pacific
UNP
$181B
| $833K | 0.18% |
6,194
+1,124
| +22% | +$151K |
|
196
Voya Financial
VOYA
$8.78B
| $832K | 0.18% |
16,471
-1,962
| -11% | -$101K |
|
|
CURO
197
DELISTED
CURO Group Holdings Corp.
CURO
| $828K | 0.18% |
+48,115
| New | +$799K |
|
|
BDN
198
Brandywine Realty Trust
BDN
$533M
| $823K | 0.17% |
51,808
-43,330
| -46% | -$721K |
|
|
TIF
199
DELISTED
Tiffany & Co.
TIF
| $821K | 0.17% |
8,407
+5,215
| +163% | +$538K |
|
200
Vodafone
VOD
$35.1B
| $820K | 0.17% |
+29,484
| New | +$878K |
|
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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.