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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 | |
|---|---|---|---|---|---|---|
|
MDRX
426
DELISTED
Veradigm Inc. Common Stock
MDRX
| $350K | 0.06% |
+29,154
| New | +$359K |
|
|
CELG
427
DELISTED
Celgene Corp
CELG
| $350K | 0.06% |
4,413
-13,380
| -75% | -$1.11M |
|
428
Teck Resources
TECK
$29.3B
| $349K | 0.06% |
+13,715
| New | +$367K |
|
429
Assembly Biosciences
ASMB
$500M
| $348K | 0.06% |
+740
| New | +$391K |
|
430
Kiniksa Pharmaceuticals
KNSA
$4.85B
| $348K | 0.06% |
+20,055
| New | +$363K |
|
|
PVTL
431
DELISTED
Pivotal Software, Inc.
PVTL
| $345K | 0.06% |
+14,201
| New | +$293K |
|
432
Rexford Industrial Realty
REXR
$8.12B
| $344K | 0.06% |
+10,951
| New | +$335K |
|
433
FB Financial Corp
FBK
$2.91B
| $343K | 0.06% |
+8,416
| New | +$347K |
|
|
TECX
434
Tectonic Therapeutic
TECX
$596M
| $343K | 0.06% |
+1,002
| New | +$361K |
|
435
Bruker
BRKR
$9.46B
| $342K | 0.06% |
+11,773
| New | +$358K |
|
|
SMTA
436
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
| $342K | 0.06% |
+33,200
| New | +$331K |
|
437
Helen of Troy
HELE
$625M
| $339K | 0.06% |
+3,442
| New | +$314K |
|
|
WRD
438
DELISTED
WildHorse Resource Development
WRD
| $338K | 0.06% |
+13,335
| New | +$333K |
|
439
F5
FFIV
$21.9B
| $337K | 0.06% |
+1,954
| New | +$326K |
|
|
AZPN
440
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $337K | 0.06% |
+3,632
| New | +$337K |
|
441
Centene
CNC
$31.5B
| $334K | 0.06% |
5,426
-2,632
| -33% | -$152K |
|
442
First Busey Corp
BUSE
$2.5B
| $333K | 0.06% |
10,500
+2,747
| +35% | +$85.8K |
|
443
Brighthouse Financial
BHF
$3.6B
| $332K | 0.06% |
+8,291
| New | +$399K |
|
444
Integra LifeSciences
IART
$1.44B
| $330K | 0.06% |
5,126
+255
| +5% | +$15.8K |
|
445
Crown Castle
CCI
$32.5B
| $325K | 0.06% |
3,015
-6,058
| -67% | -$629K |
|
|
CHMI
446
Cherry Hill Mortgage Investment Corp
CHMI
$83M
| $325K | 0.06% |
18,195
-7,032
| -28% | -$127K |
|
|
XOG
447
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
| $324K | 0.06% |
22,032
+2,905
| +15% | +$42K |
|
448
Boeing
BA
$165B
| $323K | 0.06% |
963
-1,716
| -64% | -$590K |
|
449
Roper Technologies
ROP
$35.8B
| $323K | 0.06% |
1,169
-1,949
| -63% | -$538K |
|
450
Marathon Petroleum
MPC
$91.2B
| $321K | 0.06% |
4,571
-2,260
| -33% | -$173K |
|
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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.