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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 | |
|---|---|---|---|---|---|---|
|
FNHC
401
DELISTED
FedNat Holding Company Common Stock
FNHC
| $395K | 0.07% |
17,110
+3,607
| +27% | +$71.6K |
|
402
Terex
TEX
$7.83B
| $393K | 0.07% |
+9,309
| New | +$369K |
|
403
Norwegian Cruise Line
NCLH
$8.59B
| $392K | 0.07% |
8,305
-21,770
| -72% | -$1.15M |
|
404
Delek US
DK
$3.97B
| $387K | 0.07% |
7,708
-2,192
| -22% | -$109K |
|
405
Group 1 Automotive
GPI
$3.89B
| $387K | 0.07% |
+6,144
| New | +$419K |
|
406
Infosys
INFY
$43.2B
| $387K | 0.07% |
+39,806
| New | +$356K |
|
407
NVIDIA
NVDA
$5.06T
| $387K | 0.07% |
65,280
-600
| -0.9% | -$3.65K |
|
|
EDR
408
DELISTED
Education Realty Trust Inc
EDR
| $386K | 0.07% |
+9,300
| New | +$331K |
|
|
LCI
409
DELISTED
Lannett Company, Inc.
LCI
| $383K | 0.07% |
+7,041
| New | +$443K |
|
|
XLNX
410
DELISTED
Xilinx Inc
XLNX
| $375K | 0.07% |
5,745
-7,102
| -55% | -$484K |
|
411
Rogers Communications
RCI
$17.6B
| $374K | 0.07% |
7,874
-2,056
| -21% | -$96.6K |
|
412
Stewart Information Services
STC
$1.95B
| $372K | 0.07% |
+8,648
| New | +$371K |
|
413
Universal Health Services
UHS
$9.16B
| $371K | 0.07% |
3,325
-3,890
| -54% | -$456K |
|
|
LNW
414
DELISTED
Light & Wonder
LNW
| $369K | 0.07% |
7,513
+180
| +2% | +$9.5K |
|
415
ManpowerGroup
MAN
$2.32B
| $369K | 0.07% |
+4,285
| New | +$421K |
|
416
ON Semiconductor
ON
$35.1B
| $367K | 0.07% |
16,514
-4,492
| -21% | -$109K |
|
|
QTS
417
DELISTED
QTS REALTY TRUST, INC.
QTS
| $365K | 0.07% |
+9,229
| New | +$341K |
|
418
Lantheus
LNTH
$6.75B
| $364K | 0.07% |
+24,994
| New | +$385K |
|
419
Sally Beauty Holdings
SBH
$1.38B
| $364K | 0.07% |
+22,734
| New | +$362K |
|
420
BBVA Argentina
BBAR
$3.85B
| $363K | 0.07% |
+29,372
| New | +$536K |
|
421
Ascendis Pharma A/S
ASND
$16.6B
| $361K | 0.07% |
+5,430
| New | +$357K |
|
422
Caesars Entertainment
CZR
$6.09B
| $355K | 0.07% |
9,082
-2,686
| -23% | -$111K |
|
|
CCT
423
DELISTED
Corporate Capital Trust, Inc.
CCT
| $354K | 0.07% |
22,687
+12,651
| +126% | +$210K |
|
424
Pinnacle Financial Partners Inc
PNFP
$15.1B
| $351K | 0.06% |
5,716
+1,150
| +25% | +$74.7K |
|
425
American International
AIG
$41.4B
| $350K | 0.06% |
6,608
-10,174
| -61% | -$551K |
|
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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.