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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 | |
|---|---|---|---|---|---|---|
651
Cousins Properties
CUZ
$5.17B
| – | – |
-51,405
| Closed | -$1.78M |
|
652
Delta Air Lines
DAL
$53.7B
| – | – |
-37,640
| Closed | -$2.06M |
|
653
Darling Ingredients
DAR
$10.1B
| – | – |
-18,776
| Closed | -$325K |
|
654
Diageo
DEO
$45.6B
| – | – |
-5,628
| Closed | -$762K |
|
655
Darden Restaurants
DRI
$22.1B
| – | – |
-3,590
| Closed | -$306K |
|
656
DaVita
DVA
$15B
| – | – |
-5,227
| Closed | -$345K |
|
657
Brinker International
EAT
$7.95B
| – | – |
-7,200
| Closed | -$260K |
|
658
Eagle Bancorp
EGBN
$830M
| – | – |
-6,091
| Closed | -$365K |
|
659
Equinix
EQIX
$102B
| – | – |
-1,733
| Closed | -$725K |
|
660
Etsy
ETSY
$7.59B
| – | – |
-7,584
| Closed | -$213K |
|
661
Evertec
EVTC
$1.79B
| – | – |
-20,439
| Closed | -$334K |
|
|
FARM
662
DELISTED
Farmer Brothers
FARM
| – | – |
-6,651
| Closed | -$201K |
|
663
Fastenal
FAST
$52.3B
| – | – |
-39,896
| Closed | -$544K |
|
664
FedEx
FDX
$74.5B
| – | – |
-1,150
| Closed | -$276K |
|
665
First Interstate BancSystem
FIBK
$3.68B
| – | – |
-5,810
| Closed | -$230K |
|
666
Flowers Foods
FLO
$1.64B
| – | – |
-9,369
| Closed | -$205K |
|
667
Freshpet
FRPT
$2.79B
| – | – |
-12,680
| Closed | -$209K |
|
668
Fortive
FTV
$18.4B
| – | – |
-14,183
| Closed | -$693K |
|
669
GE Aerospace
GE
$361B
| – | – |
-9,829
| Closed | -$635K |
|
670
Gold Fields
GFI
$28.8B
| – | – |
-10,116
| Closed | -$41K |
|
671
Galicia Financial Group
GGAL
$8.11B
| – | – |
-3,155
| Closed | -$207K |
|
672
Greenlight Captial
GLRE
$538M
| – | – |
-23,004
| Closed | -$369K |
|
673
Global Net Lease
GNL
$1.87B
| – | – |
-12,219
| Closed | -$206K |
|
674
Global Payments
GPN
$21.3B
| – | – |
-1,807
| Closed | -$202K |
|
675
Heritage Financial
HFWA
$1.22B
| – | – |
-15,263
| Closed | -$467K |
|
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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.