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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 | |
|---|---|---|---|---|---|---|
151
Applied Materials
AMAT
$440B
| $1.22M | 0.22% |
26,450
+19,661
| +290% | +$1.01M |
|
|
HPP
152
Hudson Pacific Properties
HPP
$783M
| $1.22M | 0.22% |
4,927
-1,543
| -24% | -$364K |
|
153
General Motors
GM
$74.1B
| $1.22M | 0.22% |
30,969
-25,845
| -45% | -$1.02M |
|
|
ATVI
154
DELISTED
Activision Blizzard
ATVI
| $1.2M | 0.22% |
+15,669
| New | +$1.11M |
|
155
Corning
GLW
$133B
| $1.16M | 0.21% |
42,258
+32,140
| +318% | +$888K |
|
156
RTX Corp
RTX
$262B
| $1.16M | 0.21% |
14,733
-971
| -6% | -$76K |
|
|
STAY
157
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $1.16M | 0.21% |
+53,481
| New | +$1.1M |
|
158
Essential Properties Realty Trust
EPRT
$7.06B
| $1.15M | 0.21% |
+85,185
| New | +$1.16M |
|
|
PACW
159
DELISTED
PacWest Bancorp
PACW
| $1.15M | 0.21% |
23,223
-20,409
| -47% | -$1.07M |
|
160
Macerich
MAC
$7.19B
| $1.14M | 0.21% |
+20,075
| New | +$1.14M |
|
161
Equitable Holdings
EQH
$13.3B
| $1.13M | 0.21% |
+54,720
| New | +$1.16M |
|
162
Equity Residential
EQR
$25.6B
| $1.13M | 0.21% |
17,683
+136
| +0.8% | +$8.47K |
|
163
Carter's
CRI
$1.41B
| $1.12M | 0.21% |
10,354
+3,373
| +48% | +$363K |
|
164
Expedia Group
EXPE
$31.3B
| $1.11M | 0.2% |
+9,199
| New | +$1.06M |
|
165
LKQ Corp
LKQ
$6.42B
| $1.1M | 0.2% |
34,565
+6,652
| +24% | +$222K |
|
166
Qualcomm
QCOM
$185B
| $1.1M | 0.2% |
+19,624
| New | +$1.1M |
|
|
STOR
167
DELISTED
STORE Capital Corporation
STOR
| $1.1M | 0.2% |
+40,197
| New | +$1.04M |
|
168
Lincoln Electric
LECO
$13.7B
| $1.1M | 0.2% |
12,491
+3,572
| +40% | +$318K |
|
169
Carnival Corporation Ltd
CCL
$35.7B
| $1.09M | 0.2% |
19,038
-22,690
| -54% | -$1.44M |
|
170
Northern Trust
NTRS
$33.1B
| $1.09M | 0.2% |
10,572
+6,332
| +149% | +$671K |
|
171
Nike
NKE
$62.6B
| $1.08M | 0.2% |
+13,596
| New | +$958K |
|
172
American Financial Group
AFG
$11.7B
| $1.07M | 0.2% |
+9,977
| New | +$1.11M |
|
173
Healthpeak Properties
DOC
$15.3B
| $1.06M | 0.19% |
41,032
-30,610
| -43% | -$722K |
|
174
Sabre
SABR
$656M
| $1.06M | 0.19% |
42,986
+16,186
| +60% | +$375K |
|
175
PTC
PTC
$13.1B
| $1.06M | 0.19% |
11,273
+1,844
| +20% | +$159K |
|
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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.