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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
+4.28%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$545M
AUM Growth
+$74.3M
(+16%)
Cap. Flow
+$63.3M
Cap. Flow
% of AUM
11.62%
Top 10 Holdings %
Top 10 Hldgs %
7.77%
Holding
883
New
272
Increased
191
Reduced
143
Closed
277
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Allstate
ALL
|
+$3.73M |
| 2 |
Bank of America
BAC
|
+$3.14M |
| 3 |
Honeywell
HON
|
+$3.09M |
| 4 |
JPMorgan Chase
JPM
|
+$2.83M |
| 5 |
Hilton Worldwide
HLT
|
+$2.74M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PepsiCo
PEP
|
+$3.15M |
| 2 |
Parker-Hannifin
PH
|
+$3M |
| 3 |
Annaly Capital Management
NLY
|
+$2.71M |
| 4 |
Home Depot
HD
|
+$2.21M |
| 5 |
Costco
COST
|
+$2.15M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 22.29% |
| 2 | Technology | 11.85% |
| 3 | Consumer Discretionary | 11.08% |
| 4 | Real Estate | 10.78% |
| 5 | Industrials | 10.34% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
Navient
NAVI
$796M
| $677K | 0.12% |
+51,955
| New | +$708K |
|
277
Agree Realty
ADC
$9.54B
| $669K | 0.12% |
12,679
+2,810
| +28% | +$143K |
|
|
AL
278
DELISTED
Air Lease Corp
AL
| $666K | 0.12% |
+15,868
| New | +$688K |
|
|
BNY
279
Bank of New York Mellon
BNY
$108B
| $665K | 0.12% |
+12,340
| New | +$681K |
|
|
SHPG
280
DELISTED
Shire pic
SHPG
| $651K | 0.12% |
3,859
-694
| -15% | -$112K |
|
281
AT&T
T
$159B
| $650K | 0.12% |
+26,822
| New | +$673K |
|
|
MGP
282
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $650K | 0.12% |
+21,349
| New | +$616K |
|
283
United Parks & Resorts
PRKS
$2.06B
| $649K | 0.12% |
29,736
+343
| +1% | +$6.08K |
|
|
CADE
284
DELISTED
Cadence Bancorporation
CADE
| $637K | 0.12% |
+22,078
| New | +$643K |
|
285
Becton Dickinson
BDX
$42B
| $635K | 0.12% |
2,716
-807
| -23% | -$180K |
|
286
Orion
OEC
$397M
| $629K | 0.12% |
20,384
+11,853
| +139% | +$345K |
|
287
Jack in the Box
JACK
$261M
| $628K | 0.12% |
+7,378
| New | +$637K |
|
|
AKRX
288
DELISTED
Akorn Inc
AKRX
| $627K | 0.12% |
+37,786
| New | +$580K |
|
|
CLDT
289
Chatham Lodging
CLDT
$614M
| $624K | 0.11% |
+29,408
| New | +$586K |
|
290
Antero Resources
AR
$11B
| $620K | 0.11% |
29,048
+14,603
| +101% | +$287K |
|
291
Raymond James Financial
RJF
$31.9B
| $620K | 0.11% |
+10,407
| New | +$646K |
|
|
AGS
292
DELISTED
PlayAGS
AGS
| $615K | 0.11% |
22,704
-18,449
| -45% | -$430K |
|
|
DATA
293
DELISTED
Tableau Software, Inc.
DATA
| $615K | 0.11% |
+6,292
| New | +$577K |
|
294
Trinity Industries
TRN
$2.93B
| $614K | 0.11% |
24,877
-2,575
| -9% | -$62K |
|
295
NetEase
NTES
$76.9B
| $611K | 0.11% |
+12,090
| New | +$617K |
|
|
WRI
296
DELISTED
Weingarten Realty Investors
WRI
| $611K | 0.11% |
+19,841
| New | +$567K |
|
297
Red Rock Resorts
RRR
$3.68B
| $607K | 0.11% |
18,126
+8,889
| +96% | +$289K |
|
298
Celanese
CE
$5.18B
| $603K | 0.11% |
5,430
-9,186
| -63% | -$1.01M |
|
299
BCE
BCE
$19.8B
| $600K | 0.11% |
14,830
-36,323
| -71% | -$1.52M |
|
|
MOMO
300
Hello Group
MOMO
$872M
| $597K | 0.11% |
13,726
+3,531
| +35% | +$147K |
|
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Quantitative Systematic Strategies's Q2 2018 Portfolio in Review
As of Q2 2018, Quantitative Systematic Strategies held 883 positions worth $545M, up 16% from $471M the previous quarter. Its ten largest holdings account for 7.8% of the portfolio.
Quantitative Systematic Strategies deployed $63.3M of net new capital in Q2 2018, opening 272 new positions and adding to 191 existing holdings. Its largest new stake was JPMorgan Chase: 25,763 shares worth $2.69M.
By sector, the portfolio is most concentrated in Financials at 22% of assets, up from 19% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was Home Depot, an estimated $2.21M trimmed.
- Quantitative Systematic Strategies's largest Q2 2018 buy was JPMorgan Chase: 25,763 shares worth $2.69M.
- Quantitative Systematic Strategies added most to Allstate in Q2 2018, an estimated $3.73M increase.
- Quantitative Systematic Strategies's biggest Q2 2018 reduction was Home Depot, cutting an estimated $2.21M.
- Quantitative Systematic Strategies fully exited PepsiCo in Q2 2018, selling an estimated $3.15M.
- Quantitative Systematic Strategies's ten largest holdings make up 7.8% of its $545M portfolio in Q2 2018.
- Quantitative Systematic Strategies opened 272 new positions and closed 277 in Q2 2018.
- Quantitative Systematic Strategies's portfolio value rose 16% quarter-over-quarter to $545M.
Based on Quantitative Systematic Strategies's 13F filing for Q2 2018, filed 7 Aug 2018.