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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
Cap. Flow
+$63.3M
Cap. Flow %
11.62%
Top 10 Hldgs %
7.77%
Holding
883
New
272
Increased
191
Reduced
143
Closed
277

Top Buys

Rank Stock Value
1
ALL icon
Allstate
ALL
+$3.73M
2
BAC icon
Bank of America
BAC
+$3.14M
3
HON icon
Honeywell
HON
+$3.09M
4
JPM icon
JPMorgan Chase
JPM
+$2.83M
5
HLT icon
Hilton Worldwide
HLT
+$2.74M

Top Sells

Rank Stock Value
1
PEP icon
PepsiCo
PEP
+$3.15M
2
PH icon
Parker-Hannifin
PH
+$3M
3
NLY icon
Annaly Capital Management
NLY
+$2.71M
4
HD icon
Home Depot
HD
+$2.21M
5
COST icon
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
APLE icon
226
Apple Hospitality REIT
APLE
$3.95B
$858K 0.16%
+47,978
New +$877K
WPX
227
DELISTED
WPX Energy, Inc.
WPX
$858K 0.16%
47,607
+19,405
+69% +$332K
ULTA icon
228
Ulta Beauty
ULTA
$20.7B
$851K 0.16%
3,644
+2,027
+125% +$490K
LII icon
229
Lennox International
LII
$18.5B
$841K 0.15%
4,204
-1,061
-20% -$215K
FNSR
230
DELISTED
Finisar Corp
FNSR
$841K 0.15%
+46,746
New +$774K
DVN icon
231
Devon Energy
DVN
$52.7B
$840K 0.15%
19,115
+3,672
+24% +$142K
EVRG icon
232
Evergy
EVRG
$20B
$835K 0.15%
+14,865
New +$796K
FBIN icon
233
Fortune Brands Innovations
FBIN
$5.85B
$835K 0.15%
+18,191
New +$882K
LIVN icon
234
LivaNova
LIVN
$4.26B
$835K 0.15%
8,362
+4,625
+124% +$420K
LOW icon
235
Lowe's Companies
LOW
$113B
$832K 0.15%
8,706
-9,217
-51% -$834K
CERN
236
DELISTED
Cerner Corp
CERN
$827K 0.15%
13,836
+5,834
+73% +$345K
NOC icon
237
Northrop Grumman
NOC
$76.7B
$822K 0.15%
2,672
-3,473
-57% -$1.15M
INXN
238
DELISTED
Interxion Holding N.V.
INXN
$817K 0.15%
13,095
+6,738
+106% +$431K
UE icon
239
Urban Edge Properties
UE
$2.91B
$809K 0.15%
35,374
-1,273
-3% -$27.2K
ICUI icon
240
ICU Medical
ICUI
$3.86B
$805K 0.15%
2,740
+1,440
+111% +$394K
PVH icon
241
PVH
PVH
$3.57B
$805K 0.15%
5,378
-3,009
-36% -$474K
NUE icon
242
Nucor
NUE
$54.7B
$799K 0.15%
12,785
+7,570
+145% +$483K
MLCO icon
243
Melco Resorts & Entertainment
MLCO
$2.12B
$788K 0.14%
+28,133
New +$862K
P
244
Everpure Inc
P
$24.7B
$788K 0.14%
+33,000
New +$726K
INTC icon
245
Intel
INTC
$507B
$781K 0.14%
15,703
+4,278
+37% +$227K
CUBE icon
246
CubeSmart
CUBE
$9.3B
$775K 0.14%
24,040
-31,700
-57% -$950K
VTR icon
247
Ventas
VTR
$47.9B
$774K 0.14%
13,587
+7,426
+121% +$389K
SFLY
248
DELISTED
Shutterfly, Inc.
SFLY
$770K 0.14%
8,553
+995
+13% +$89.3K
ACC
249
DELISTED
American Campus Communities, Inc.
ACC
$768K 0.14%
17,899
+9,641
+117% +$385K
AGO icon
250
Assured Guaranty
AGO
$3.74B
$765K 0.14%
21,418
+12,195
+132% +$444K
8 9
10
11 12

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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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.