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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 | |
|---|---|---|---|---|---|---|
126
Alibaba
BABA
$279B
| $1.34M | 0.25% |
7,203
+1,659
| +30% | +$316K |
|
127
Aramark
ARMK
$14.9B
| $1.33M | 0.25% |
+49,846
| New | +$1.38M |
|
128
Alexandria Real Estate Equities
ARE
$8.65B
| $1.33M | 0.24% |
10,544
-2,080
| -16% | -$260K |
|
129
Kilroy Realty
KRC
$4.49B
| $1.32M | 0.24% |
17,425
+11,255
| +182% | +$825K |
|
130
Textron
TXT
$15.9B
| $1.32M | 0.24% |
19,973
+10,841
| +119% | +$699K |
|
131
Humana
HUM
$47.7B
| $1.31M | 0.24% |
4,404
+2,752
| +167% | +$806K |
|
|
TSS
132
DELISTED
Total System Services, Inc.
TSS
| $1.31M | 0.24% |
+15,505
| New | +$1.34M |
|
|
PX
133
DELISTED
Praxair Inc
PX
| $1.3M | 0.24% |
8,234
+637
| +8% | +$98.4K |
|
134
AvalonBay Communities
AVB
$27B
| $1.29M | 0.24% |
7,524
-3,355
| -31% | -$554K |
|
135
Dollar Tree
DLTR
$23.5B
| $1.29M | 0.24% |
+15,140
| New | +$1.4M |
|
136
Autodesk
ADSK
$43B
| $1.28M | 0.24% |
9,779
-418
| -4% | -$55.4K |
|
137
Bio-Rad Laboratories Class A
BIO
$8.19B
| $1.28M | 0.23% |
4,430
+82
| +2% | +$22.6K |
|
|
JBGS
138
JBG SMITH
JBGS
$837M
| $1.27M | 0.23% |
+34,869
| New | +$1.26M |
|
139
Zions Bancorporation
ZION
$10.2B
| $1.27M | 0.23% |
+24,036
| New | +$1.33M |
|
140
Bloomin' Brands
BLMN
$721M
| $1.26M | 0.23% |
+62,877
| New | +$1.43M |
|
141
Boston Scientific
BSX
$63.9B
| $1.26M | 0.23% |
38,641
-35,855
| -48% | -$1.08M |
|
142
TE Connectivity
TEL
$58.5B
| $1.26M | 0.23% |
14,034
-7,982
| -36% | -$765K |
|
|
NBIS
143
Nebius Group N.V.
NBIS
$55.4B
| $1.26M | 0.23% |
35,089
+18,079
| +106% | +$630K |
|
144
Moody's
MCO
$85.5B
| $1.26M | 0.23% |
+7,363
| New | +$1.25M |
|
145
H.B. Fuller
FUL
$3.03B
| $1.25M | 0.23% |
23,306
+11,472
| +97% | +$596K |
|
146
JELD-WEN Holding
JELD
$101M
| $1.25M | 0.23% |
+43,727
| New | +$1.27M |
|
|
BDN
147
Brandywine Realty Trust
BDN
$533M
| $1.25M | 0.23% |
73,908
+22,100
| +43% | +$354K |
|
|
AHL
148
DELISTED
ASPEN Insurance Holding Limited
AHL
| $1.24M | 0.23% |
30,451
+1,662
| +6% | +$71.7K |
|
149
ZTO Express
ZTO
$18.3B
| $1.23M | 0.23% |
61,719
+13,961
| +29% | +$252K |
|
150
Occidental Petroleum
OXY
$57.2B
| $1.23M | 0.23% |
14,703
+9,594
| +188% | +$766K |
|
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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.