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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
ELGX
601
DELISTED
Endologix Inc
ELGX
$77K 0.01%
+1,362
New +$69.1K
LSCC icon
602
Lattice Semiconductor
LSCC
$18.9B
$68K 0.01%
10,305
-20,814
-67% -$119K
TRVG
603
trivago
TRVG
$370M
$58K 0.01%
+2,560
New +$67.7K
BDSI
604
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$57K 0.01%
+19,173
New +$45.5K
RAD
605
DELISTED
Rite Aid Corporation
RAD
$30K 0.01%
854
-3,137
-79% -$106K
ONTO icon
606
Onto Innovation
ONTO
$14.5B
$4K ﹤0.01%
+10,000
New +$343K
AAP icon
607
Advance Auto Parts
AAP
$3.22B
– –
-4,640
Closed -$550K
ABG icon
608
Asbury Automotive
ABG
$4.14B
– –
-3,844
Closed -$259K
ABM icon
609
ABM Industries
ABM
$2.77B
– –
-37,698
Closed -$1.26M
ACN icon
610
Accenture
ACN
$84.9B
– –
-12,403
Closed -$1.9M
ADI icon
611
Analog Devices
ADI
$185B
– –
-15,732
Closed -$1.43M
AEP icon
612
American Electric Power
AEP
$73.4B
– –
-3,382
Closed -$232K
AHT
613
Ashford Hospitality Trust
AHT
$21M
– –
-16
Closed -$104K
ALLE icon
614
Allegion
ALLE
$13.3B
– –
-3,935
Closed -$336K
AMT icon
615
American Tower
AMT
$76.7B
– –
-11,868
Closed -$1.73M
APD icon
616
Air Products & Chemicals
APD
$65.5B
– –
-6,435
Closed -$1.02M
APTV icon
617
Aptiv
APTV
$11.9B
– –
-13,077
Closed -$1.11M
ARAY icon
618
Accuray
ARAY
$28.3M
– –
-10,700
Closed -$54K
ARCC icon
619
Ares Capital
ARCC
$13.4B
– –
-80,869
Closed -$1.28M
ARGX icon
620
argenx
ARGX
$57.8B
– –
-5,328
Closed -$429K
ARI
621
Apollo Commercial Real Estate
ARI
$885M
– –
-88,156
Closed -$1.58M
ASH icon
622
Ashland
ASH
$3.05B
– –
-5,764
Closed -$402K
AVT icon
623
Avnet
AVT
$7.38B
– –
-15,640
Closed -$653K
AWK icon
624
American Water Works
AWK
$26.2B
– –
-4,321
Closed -$355K
BANC icon
625
Banc of California
BANC
$3.3B
– –
-13,936
Closed -$269K
23 24
25
26 27

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
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.