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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 | |
|---|---|---|---|---|---|---|
|
DEA
301
Easterly Government Properties
DEA
$1.16B
| $594K | 0.11% |
+12,022
| New | +$606K |
|
302
Penske Automotive Group
PAG
$14.1B
| $594K | 0.11% |
+12,674
| New | +$598K |
|
|
LADR
303
Ladder Capital
LADR
$1.21B
| $593K | 0.11% |
37,946
-22,952
| -38% | -$345K |
|
304
Werner Enterprises
WERN
$2.65B
| $593K | 0.11% |
+15,795
| New | +$587K |
|
305
Dycom Industries
DY
$13.3B
| $591K | 0.11% |
+6,255
| New | +$640K |
|
306
VF Corp
VFC
$6.45B
| $583K | 0.11% |
7,596
-10,480
| -58% | -$790K |
|
307
Everest Group
EG
$14.8B
| $581K | 0.11% |
2,522
-291
| -10% | -$68.3K |
|
308
Ingersoll Rand
IR
$32.9B
| $581K | 0.11% |
19,771
+8,767
| +80% | +$276K |
|
309
West Pharmaceutical
WST
$25.6B
| $579K | 0.11% |
+5,832
| New | +$537K |
|
|
LGF.A
310
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $572K | 0.11% |
+23,051
| New | +$571K |
|
311
Advanced Micro Devices
AMD
$875B
| $570K | 0.1% |
+38,010
| New | +$483K |
|
312
Louisiana-Pacific
LPX
$5.01B
| $567K | 0.1% |
+20,817
| New | +$599K |
|
|
IMPV
313
DELISTED
Imperva, Inc.
IMPV
| $566K | 0.1% |
+11,722
| New | +$561K |
|
314
Martin Marietta Materials
MLM
$32.7B
| $563K | 0.1% |
+2,520
| New | +$538K |
|
315
NRG Energy
NRG
$29.6B
| $562K | 0.1% |
+18,318
| New | +$592K |
|
316
Emerson Electric
EMR
$80.4B
| $557K | 0.1% |
8,058
-13,050
| -62% | -$917K |
|
317
Commault Systems
CVLT
$5.81B
| $556K | 0.1% |
+8,437
| New | +$580K |
|
|
BRSL
318
Brightstar Lottery PLC
BRSL
$1.88B
| $556K | 0.1% |
23,908
+6,416
| +37% | +$171K |
|
319
Greif
GEF
$4.35B
| $549K | 0.1% |
+10,382
| New | +$597K |
|
|
MIC
320
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $549K | 0.1% |
+13,002
| New | +$511K |
|
|
AET
321
DELISTED
Aetna Inc
AET
| $549K | 0.1% |
2,992
-1,124
| -27% | -$200K |
|
322
Affiliated Managers Group
AMG
$9.16B
| $547K | 0.1% |
3,678
+1,304
| +55% | +$215K |
|
323
PayPal
PYPL
$49.1B
| $543K | 0.1% |
+6,519
| New | +$520K |
|
324
Alnylam Pharmaceuticals
ALNY
$35.8B
| $541K | 0.1% |
+5,493
| New | +$545K |
|
325
Spotify
SPOT
$96.9B
| $541K | 0.1% |
+3,215
| New | +$514K |
|
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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.