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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 | |
|---|---|---|---|---|---|---|
326
Essent Group
ESNT
$5.93B
| $536K | 0.1% |
+14,961
| New | +$542K |
|
327
TechnipFMC
FTI
$30.4B
| $532K | 0.1% |
22,532
+23
| +0.1% | +$548 |
|
328
Chord Energy
CHRD
$7.84B
| $531K | 0.1% |
40,974
-7,987
| -16% | -$91K |
|
|
GTLS
329
DELISTED
Chart Industries
GTLS
| $524K | 0.1% |
+8,491
| New | +$533K |
|
330
Cabot Corp
CBT
$4.58B
| $519K | 0.1% |
+8,397
| New | +$497K |
|
331
Seacoast Banking Corp of Florida
SBCF
$3.21B
| $519K | 0.1% |
16,427
-8,486
| -34% | -$252K |
|
|
DCH
332
Dauch Corp
DCH
$1.3B
| $516K | 0.09% |
+33,136
| New | +$533K |
|
333
Deere & Co
DE
$165B
| $516K | 0.09% |
3,691
-359
| -9% | -$52.9K |
|
334
lululemon athletica
LULU
$12.6B
| $516K | 0.09% |
4,132
-4,841
| -54% | -$516K |
|
|
TWTR
335
DELISTED
Twitter, Inc.
TWTR
| $515K | 0.09% |
11,799
+4,413
| +60% | +$155K |
|
336
International Flavors & Fragrances
IFF
$18.6B
| $512K | 0.09% |
4,127
-1,547
| -27% | -$202K |
|
337
SL Green Realty
SLG
$3.8B
| $511K | 0.09% |
+5,248
| New | +$496K |
|
338
Zurn Elkay Water Solutions
ZWS
$8B
| $509K | 0.09% |
36,351
+12,718
| +54% | +$180K |
|
339
Carlisle Companies
CSL
$13.3B
| $504K | 0.09% |
4,655
-6,591
| -59% | -$698K |
|
|
TFCFA
340
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $500K | 0.09% |
10,067
-7,576
| -43% | -$299K |
|
|
AAMI
341
Acadian Asset Management
AAMI
$2.86B
| $498K | 0.09% |
+34,949
| New | +$535K |
|
|
WUBA
342
DELISTED
58.com Inc
WUBA
| $498K | 0.09% |
+7,177
| New | +$585K |
|
343
Ezcorp Inc
EZPW
$1.83B
| $497K | 0.09% |
+41,229
| New | +$540K |
|
344
Magnolia Oil & Gas
MGY
$4.79B
| $497K | 0.09% |
+45,717
| New | +$476K |
|
|
EVHC
345
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $495K | 0.09% |
11,243
+4,373
| +64% | +$180K |
|
346
SLM Corp
SLM
$4.56B
| $493K | 0.09% |
43,062
+32,882
| +323% | +$381K |
|
347
Cigna
CI
$75.7B
| $490K | 0.09% |
2,881
+1,569
| +120% | +$272K |
|
|
NUVA
348
DELISTED
NuVasive, Inc.
NUVA
| $490K | 0.09% |
9,392
-6,955
| -43% | -$364K |
|
|
EVOP
349
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
| $489K | 0.09% |
+23,738
| New | +$498K |
|
350
American Homes 4 Rent
AMH
$12B
| $484K | 0.09% |
+21,815
| New | +$446K |
|
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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.