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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
PRSP
476
DELISTED
Perspecta Inc. Common Stock
PRSP
$288K 0.05%
+14,007
New +$314K
ALEX
477
DELISTED
Alexander & Baldwin
ALEX
$284K 0.05%
+12,082
New +$268K
IPG
478
DELISTED
Interpublic Group of Companies
IPG
$283K 0.05%
+12,072
New +$284K
RDN icon
479
Radian Group
RDN
$5.07B
$283K 0.05%
+17,458
New +$285K
MCHP icon
480
Microchip Technology
MCHP
$44.2B
$282K 0.05%
+6,200
New +$287K
TLND
481
DELISTED
Talend S.A. American Depositary Shares
TLND
$282K 0.05%
+4,532
New +$247K
WLL
482
DELISTED
Whiting Petroleum Corporation
WLL
$282K 0.05%
+71
New +$245K
LBTYA icon
483
Liberty Global Class A
LBTYA
$3.48B
$281K 0.05%
10,200
+2,192
+27% +$66.1K
CLW icon
484
Clearwater Paper
CLW
$264M
$279K 0.05%
+12,078
New +$331K
AMC icon
485
AMC Entertainment Holdings
AMC
$2.04B
$278K 0.05%
+1,747
New +$281K
ADMS
486
DELISTED
Adamas Pharmaceuticals
ADMS
$277K 0.05%
+10,740
New +$297K
DO
487
DELISTED
Diamond Offshore Drilling
DO
$275K 0.05%
+13,202
New +$246K
ITG
488
DELISTED
Investment Technology Group Inc
ITG
$274K 0.05%
13,115
-399
-3% -$8.51K
FFWM
489
DELISTED
First Foundation Inc
FFWM
$273K 0.05%
+14,721
New +$279K
COL
490
DELISTED
Rockwell Collins
COL
$273K 0.05%
2,026
-2,926
-59% -$396K
WDAY icon
491
Workday
WDAY
$31.6B
$270K 0.05%
2,230
-1,306
-37% -$167K
HSKA
492
DELISTED
Heska Corp
HSKA
$270K 0.05%
+2,600
New +$243K
AKAM icon
493
Akamai
AKAM
$17.1B
$269K 0.05%
3,667
+399
+12% +$29.9K
MCD icon
494
McDonald's
MCD
$187B
$268K 0.05%
1,709
+236
+16% +$38.3K
ZTS icon
495
Zoetis
ZTS
$31.3B
$267K 0.05%
+3,139
New +$265K
CBIO
496
Crescent Biopharma
CBIO
$629M
$264K 0.05%
+164
New +$282K
IBM icon
497
IBM
IBM
$194B
$264K 0.05%
+1,975
New +$275K
LMAT icon
498
LeMaitre Vascular
LMAT
$2.23B
$263K 0.05%
+7,842
New +$279K
VRTX icon
499
Vertex Pharmaceuticals
VRTX
$120B
$263K 0.05%
+1,548
New +$240K
LXRX icon
500
Lexicon Pharmaceuticals
LXRX
$1.02B
$262K 0.05%
21,821
+2,650
+14% +$27.1K
18 19
20
21 22

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GPC
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CBT
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FSCP
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RG
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SH
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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.