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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 | |
|---|---|---|---|---|---|---|
|
FITB
176
Fifth Third Bancorp
FITB
$52.3B
| $1.05M | 0.19% |
36,522
-13,749
| -27% | -$436K |
|
177
Manulife Financial
MFC
$71.5B
| $1.05M | 0.19% |
58,198
+6,148
| +12% | +$116K |
|
|
TMX
178
DELISTED
Terminix Global Holdings, Inc.
TMX
| $1.05M | 0.19% |
26,263
+14,973
| +133% | +$557K |
|
179
Oracle
ORCL
$362B
| $1.04M | 0.19% |
+23,632
| New | +$1.09M |
|
180
Capri Holdings
CPRI
$1.86B
| $1.04M | 0.19% |
15,599
-5,967
| -28% | -$390K |
|
181
Duke Energy
DUK
$99.7B
| $1.04M | 0.19% |
13,113
-12,568
| -49% | -$967K |
|
182
Valley National Bancorp
VLY
$8.05B
| $1.03M | 0.19% |
84,595
-117,267
| -58% | -$1.48M |
|
|
SAVE
183
DELISTED
Spirit Airlines, Inc.
SAVE
| $1.02M | 0.19% |
28,008
+17,072
| +156% | +$632K |
|
184
Conagra Brands
CAG
$7.1B
| $1.01M | 0.19% |
28,405
+19,905
| +234% | +$741K |
|
185
UnitedHealth
UNH
$392B
| $1.01M | 0.19% |
4,107
-1,122
| -21% | -$269K |
|
186
AXIS Capital
AXS
$8.38B
| $1M | 0.18% |
18,063
-15,721
| -47% | -$899K |
|
187
Archer Daniels Midland
ADM
$42.1B
| $991K | 0.18% |
+21,617
| New | +$971K |
|
188
Sun Communities
SUI
$14.7B
| $988K | 0.18% |
10,097
-2,125
| -17% | -$200K |
|
|
NBL
189
DELISTED
Noble Energy, Inc.
NBL
| $988K | 0.18% |
28,005
+8,647
| +45% | +$294K |
|
190
Federal Realty Investment Trust
FRT
$10.8B
| $979K | 0.18% |
+7,735
| New | +$913K |
|
191
Ross Stores
ROST
$76.4B
| $978K | 0.18% |
11,542
-3,363
| -23% | -$274K |
|
192
Yelp
YELP
$1.36B
| $976K | 0.18% |
24,914
+13,517
| +119% | +$585K |
|
|
193
Costco
COST
$411B
| $972K | 0.18% |
4,652
-10,888
| -70% | -$2.15M |
|
194
Meritage Homes
MTH
$4.82B
| $966K | 0.18% |
+43,946
| New | +$988K |
|
195
Sunstone Hotel Investors
SHO
$2.19B
| $966K | 0.18% |
58,137
+2,342
| +4% | +$38.1K |
|
|
TCF
196
DELISTED
TCF Financial Corporation
TCF
| $959K | 0.18% |
38,943
-12,476
| -24% | -$313K |
|
197
Walmart Inc
WMT
$870B
| $958K | 0.18% |
+33,549
| New | +$954K |
|
198
COPT Defense Properties
CDP
$4.23B
| $953K | 0.17% |
32,867
-11,560
| -26% | -$317K |
|
199
LPL Financial
LPLA
$26.2B
| $951K | 0.17% |
14,511
-2,152
| -13% | -$141K |
|
200
Mid-America Apartment Communities
MAA
$15.3B
| $950K | 0.17% |
+9,439
| New | +$881K |
|
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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.