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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 | |
|---|---|---|---|---|---|---|
376
Triumph Financial Inc
TFIN
$1.9B
| $444K | 0.08% |
+10,884
| New | +$440K |
|
377
Thermo Fisher Scientific
TMO
$213B
| $440K | 0.08% |
2,123
-2,924
| -58% | -$621K |
|
378
Wynn Resorts
WYNN
$10B
| $436K | 0.08% |
2,603
+710
| +38% | +$131K |
|
|
FL
379
DELISTED
Foot Locker
FL
| $433K | 0.08% |
8,216
-2,029
| -20% | -$98.2K |
|
380
Tyson Foods
TSN
$20B
| $431K | 0.08% |
6,255
-898
| -13% | -$62.4K |
|
381
IMAX
IMAX
$2.42B
| $430K | 0.08% |
+19,416
| New | +$433K |
|
382
Hubbell
HUBB
$25.8B
| $426K | 0.08% |
4,028
+1,027
| +34% | +$114K |
|
383
Travel + Leisure Co
TNL
$4.5B
| $424K | 0.08% |
9,574
-19,378
| -67% | -$957K |
|
384
Lithia Motors
LAD
$7.62B
| $423K | 0.08% |
4,478
-4,403
| -50% | -$436K |
|
|
SAFE
385
Safehold
SAFE
$1.15B
| $423K | 0.08% |
8,045
+5,070
| +170% | +$261K |
|
386
BlackRock TCP Capital
TCPC
$263M
| $423K | 0.08% |
29,276
-18,007
| -38% | -$261K |
|
387
Booz Allen Hamilton
BAH
$7.9B
| $422K | 0.08% |
+9,657
| New | +$405K |
|
|
MCHB
388
Mechanics Bancorp
MCHB
$3.53B
| $422K | 0.08% |
+15,667
| New | +$432K |
|
389
Entergy
ETR
$54B
| $421K | 0.08% |
10,424
-19,350
| -65% | -$766K |
|
390
Strategy Inc
MSTR
$34.2B
| $420K | 0.08% |
+32,870
| New | +$428K |
|
391
Quanta Services
PWR
$98.1B
| $418K | 0.08% |
+12,505
| New | +$438K |
|
392
Timken Company
TKR
$9.79B
| $418K | 0.08% |
9,599
+4,354
| +83% | +$203K |
|
393
Virtus Investment Partners
VRTS
$1.09B
| $415K | 0.08% |
3,242
-1,095
| -25% | -$136K |
|
394
Boot Barn
BOOT
$4.48B
| $412K | 0.08% |
19,864
+5,700
| +40% | +$120K |
|
|
AAT
395
American Assets Trust
AAT
$1.49B
| $410K | 0.08% |
10,710
-14,638
| -58% | -$518K |
|
396
Best Buy
BBY
$17.8B
| $410K | 0.08% |
+5,496
| New | +$406K |
|
|
NRE
397
DELISTED
NorthStar Realty Europe Corp.
NRE
| $408K | 0.07% |
28,187
+9,089
| +48% | +$128K |
|
|
XIFR
398
XPLR Infrastructure LP
XIFR
$1.18B
| $407K | 0.07% |
+8,715
| New | +$373K |
|
399
Palo Alto Networks
PANW
$265B
| $397K | 0.07% |
11,586
-438
| -4% | -$14.6K |
|
|
SHLM
400
DELISTED
Schulman (A.) Inc
SHLM
| $397K | 0.07% |
+8,925
| New | +$390K |
|
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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.