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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 | |
|---|---|---|---|---|---|---|
201
Wyndham Hotels & Resorts
WH
$5.67B
| $950K | 0.17% |
+16,143
| New | +$994K |
|
|
FDC
202
DELISTED
First Data Corporation
FDC
| $947K | 0.17% |
45,256
+7,792
| +21% | +$144K |
|
203
Starbucks
SBUX
$119B
| $942K | 0.17% |
+19,290
| New | +$1.09M |
|
|
INFO
204
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $940K | 0.17% |
18,230
+4,201
| +30% | +$210K |
|
205
Eaton
ETN
$158B
| $934K | 0.17% |
12,492
-19,855
| -61% | -$1.54M |
|
206
Invesco
IVZ
$13.5B
| $925K | 0.17% |
+34,830
| New | +$1M |
|
207
Texas Capital Bancshares
TCBI
$4.49B
| $923K | 0.17% |
+10,089
| New | +$978K |
|
208
Madison Square Garden
MSGS
$9.56B
| $922K | 0.17% |
+4,167
| New | +$770K |
|
209
Take-Two Interactive
TTWO
$43.4B
| $917K | 0.17% |
7,751
+1,197
| +18% | +$130K |
|
|
PDCE
210
DELISTED
PDC Energy, Inc.
PDCE
| $914K | 0.17% |
+15,121
| New | +$871K |
|
|
WCG
211
DELISTED
Wellcare Health Plans, Inc.
WCG
| $914K | 0.17% |
3,712
+758
| +26% | +$165K |
|
212
East-West Bancorp
EWBC
$18B
| $908K | 0.17% |
13,926
+6,275
| +82% | +$424K |
|
213
DXC Technology
DXC
$1.53B
| $896K | 0.16% |
11,121
-9,811
| -47% | -$843K |
|
|
ANDV
214
DELISTED
Andeavor
ANDV
| $893K | 0.16% |
6,806
-4,529
| -40% | -$596K |
|
215
Applied Industrial Technologies
AIT
$12.6B
| $886K | 0.16% |
12,633
+1,199
| +10% | +$85K |
|
216
Aon
AON
$75.2B
| $886K | 0.16% |
6,461
+1,244
| +24% | +$175K |
|
217
Wintrust Financial
WTFC
$10.7B
| $886K | 0.16% |
10,183
-5,720
| -36% | -$525K |
|
|
MRO
218
DELISTED
Marathon Oil Corporation
MRO
| $881K | 0.16% |
42,211
+27,342
| +184% | +$539K |
|
219
Dana Inc
DAN
$3.02B
| $877K | 0.16% |
43,453
+8,368
| +24% | +$199K |
|
220
American Express
AXP
$238B
| $870K | 0.16% |
8,880
+2,830
| +47% | +$278K |
|
221
Labcorp
LH
$23.1B
| $868K | 0.16% |
5,626
-7,062
| -56% | -$1.07M |
|
222
Children's Place
PLCE
$60.4M
| $867K | 0.16% |
+7,176
| New | +$930K |
|
223
Center Bancorp
CNOB
$1.66B
| $862K | 0.16% |
34,601
+1,945
| +6% | +$52.7K |
|
224
AutoNation
AN
$6.89B
| $859K | 0.16% |
17,678
+8,176
| +86% | +$387K |
|
225
Eagle Materials
EXP
$6.28B
| $859K | 0.16% |
+8,186
| New | +$862K |
|
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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.