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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 | |
|---|---|---|---|---|---|---|
351
Logitech
LOGI
$14.8B
| $483K | 0.09% |
+11,003
| New | +$444K |
|
352
Tapestry
TPR
$28.1B
| $483K | 0.09% |
+10,342
| New | +$498K |
|
|
SIX
353
DELISTED
Six Flags Entertainment Corp.
SIX
| $479K | 0.09% |
+6,839
| New | +$447K |
|
|
OSG
354
Octave Specialty Group
OSG
$249M
| $477K | 0.09% |
+24,043
| New | +$444K |
|
355
United Fire Group
UFCS
$1.27B
| $477K | 0.09% |
8,744
-5,014
| -36% | -$260K |
|
356
Equifax
EFX
$19.6B
| $471K | 0.09% |
3,766
-287
| -7% | -$34K |
|
357
Franklin Resources
BEN
$16.8B
| $469K | 0.09% |
14,629
-32,336
| -69% | -$1.08M |
|
358
Golar LNG
GLNG
$5.07B
| $467K | 0.09% |
15,866
+672
| +4% | +$20.4K |
|
359
Flex
FLEX
$46.9B
| $463K | 0.09% |
+43,504
| New | +$488K |
|
|
PCH
360
DELISTED
PotlatchDeltic
PCH
| $463K | 0.09% |
9,106
+3,988
| +78% | +$202K |
|
|
USX
361
DELISTED
U.S. Xpress Enterprises, Inc. Class A Common Stock
USX
| $463K | 0.09% |
+30,571
| New | +$460K |
|
362
LendingTree
TREE
$550M
| $462K | 0.08% |
+2,161
| New | +$599K |
|
363
Whirlpool
WHR
$2.31B
| $461K | 0.08% |
3,151
+1,693
| +116% | +$257K |
|
|
PDCO
364
DELISTED
Patterson Companies, Inc.
PDCO
| $457K | 0.08% |
20,164
+6,530
| +48% | +$147K |
|
365
Under Armour
UAA
$2.87B
| $454K | 0.08% |
+20,202
| New | +$399K |
|
|
ESGR
366
DELISTED
Enstar Group
ESGR
| $453K | 0.08% |
+2,186
| New | +$462K |
|
367
Assurant
AIZ
$13.6B
| $452K | 0.08% |
4,371
-12,621
| -74% | -$1.19M |
|
368
Planet Fitness
PLNT
$4.29B
| $451K | 0.08% |
+10,263
| New | +$421K |
|
369
Caterpillar
CAT
$412B
| $449K | 0.08% |
3,313
-1,558
| -32% | -$233K |
|
370
Origin Bancorp
OBK
$1.62B
| $449K | 0.08% |
+10,961
| New | +$427K |
|
371
Performance Food Group
PFGC
$17.3B
| $447K | 0.08% |
+12,176
| New | +$412K |
|
372
Graphic Packaging
GPK
$3.25B
| $446K | 0.08% |
+30,762
| New | +$457K |
|
|
MIK
373
DELISTED
Michaels Stores, Inc
MIK
| $446K | 0.08% |
23,275
-11,279
| -33% | -$214K |
|
374
Alphabet (Google) Class C
GOOG
$3.88T
| $445K | 0.08% |
7,980
+3,500
| +78% | +$189K |
|
375
Goldman Sachs
GS
$317B
| $444K | 0.08% |
2,013
+27
| +1% | +$6.44K |
|
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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.