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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 | |
|---|---|---|---|---|---|---|
|
GWR
201
DELISTED
Genesee & Wyoming Inc.
GWR
| $813K | 0.17% |
11,491
+7,052
| +159% | +$532K |
|
202
TriCo Bancshares
TCBK
$1.89B
| $806K | 0.17% |
+21,658
| New | +$827K |
|
203
Lincoln Electric
LECO
$13.7B
| $802K | 0.17% |
8,919
-474
| -5% | -$44.1K |
|
204
lululemon athletica
LULU
$12.6B
| $800K | 0.17% |
8,973
-7,820
| -47% | -$626K |
|
205
Cheniere Energy
LNG
$57B
| $794K | 0.17% |
14,852
+10,678
| +256% | +$588K |
|
206
Urban Edge Properties
UE
$2.89B
| $782K | 0.17% |
36,647
-4,250
| -10% | -$95.3K |
|
207
International Flavors & Fragrances
IFF
$18.8B
| $777K | 0.17% |
+5,674
| New | +$822K |
|
208
Nordson
NDSN
$16.3B
| $776K | 0.16% |
+5,694
| New | +$805K |
|
209
McCormick & Company Non-Voting
MKC
$13.5B
| $772K | 0.16% |
+14,516
| New | +$763K |
|
210
Arthur J. Gallagher & Co
AJG
$62.2B
| $762K | 0.16% |
11,086
-22,493
| -67% | -$1.52M |
|
211
Diageo
DEO
$45.7B
| $762K | 0.16% |
+5,628
| New | +$783K |
|
212
Tractor Supply
TSCO
$15.9B
| $752K | 0.16% |
+59,675
| New | +$831K |
|
213
Becton Dickinson
BDX
$42.1B
| $745K | 0.16% |
+3,523
| New | +$771K |
|
214
Novartis
NVS
$297B
| $743K | 0.16% |
+10,253
| New | +$781K |
|
215
Oshkosh
OSK
$9.48B
| $741K | 0.16% |
9,585
+4,453
| +87% | +$379K |
|
216
PTC
PTC
$13.1B
| $736K | 0.16% |
9,429
+4,712
| +100% | +$344K |
|
217
ConocoPhillips
COP
$146B
| $735K | 0.16% |
12,398
+4,765
| +62% | +$269K |
|
218
Intercontinental Exchange
ICE
$81B
| $734K | 0.16% |
10,125
+4,185
| +70% | +$306K |
|
219
Aon
AON
$76B
| $732K | 0.16% |
+5,217
| New | +$731K |
|
220
Principal Financial Group
PFG
$23.2B
| $732K | 0.16% |
12,023
-3,373
| -22% | -$222K |
|
221
Carter's
CRI
$1.38B
| $727K | 0.15% |
+6,981
| New | +$812K |
|
222
Equinix
EQIX
$102B
| $725K | 0.15% |
1,733
+451
| +35% | +$190K |
|
223
Everest Group
EG
$14.9B
| $722K | 0.15% |
2,813
-2,252
| -44% | -$540K |
|
224
BP
BP
$113B
| $720K | 0.15% |
19,110
+7,690
| +67% | +$290K |
|
225
Caterpillar
CAT
$412B
| $718K | 0.15% |
4,871
-10,023
| -67% | -$1.58M |
|
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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.