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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 | |
|---|---|---|---|---|---|---|
676
Huntington Ingalls Industries
HII
$11.3B
| – | – |
-1,705
| Closed | -$439K |
|
677
Honda
HMC
$36.4B
| – | – |
-15,326
| Closed | -$532K |
|
678
Hewlett Packard
HPE
$64.2B
| – | – |
-23,304
| Closed | -$409K |
|
679
Henry Schein
HSIC
$9.51B
| – | – |
-8,967
| Closed | -$473K |
|
680
Host Hotels & Resorts
HST
$16.5B
| – | – |
-21,002
| Closed | -$391K |
|
681
Hershey
HSY
$34.7B
| – | – |
-5,760
| Closed | -$570K |
|
682
HUB Group
HUBG
$3.04B
| – | – |
-28,390
| Closed | -$594K |
|
683
Hancock Whitney
HWC
$6.04B
| – | – |
-12,717
| Closed | -$657K |
|
684
Icon
ICLR
$13.2B
| – | – |
-2,505
| Closed | -$296K |
|
685
Illumina
ILMN
$29.4B
| – | – |
-1,175
| Closed | -$270K |
|
686
ING
ING
$92.8B
| – | – |
-20,567
| Closed | -$348K |
|
687
IQVIA
IQV
$34.1B
| – | – |
-2,159
| Closed | -$212K |
|
688
iRhythm Holdings
IRTC
$3.51B
| – | – |
-3,538
| Closed | -$223K |
|
689
Ironwood Pharmaceuticals
IRWD
$627M
| – | – |
-13,903
| Closed | -$180K |
|
690
Intuitive Surgical
ISRG
$119B
| – | – |
-1,599
| Closed | -$220K |
|
691
Itron
ITRI
$3.66B
| – | – |
-4,154
| Closed | -$297K |
|
692
J. Jill
JILL
$245M
| – | – |
-3,541
| Closed | -$66K |
|
693
James River Group Holdings
JRVR
$207M
| – | – |
-20,162
| Closed | -$715K |
|
|
JWN
694
DELISTED
Nordstrom
JWN
| – | – |
-17,509
| Closed | -$848K |
|
|
OPLN
695
Openlane
OPLN
$4.16B
| – | – |
-20,539
| Closed | -$421K |
|
696
Kirby Corp
KEX
$7.98B
| – | – |
-2,885
| Closed | -$222K |
|
697
Kraft Heinz
KHC
$30.1B
| – | – |
-6,357
| Closed | -$396K |
|
698
CarMax
KMX
$8.2B
| – | – |
-7,473
| Closed | -$463K |
|
699
Coca-Cola
KO
$348B
| – | – |
-25,380
| Closed | -$1.1M |
|
700
Coca-Cola Femsa
KOF
$21.7B
| – | – |
-4,734
| Closed | -$314K |
|
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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.