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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
CSX icon
51
CSX Corp
CSX
$92.8B
$2.24M 0.41%
105,201
+26,940
+34% +$555K
SU icon
52
Suncor Energy
SU
$76.4B
$2.22M 0.41%
54,601
-1,019
-2% -$39.7K
DG icon
53
Dollar General
DG
$26.5B
$2.21M 0.41%
22,399
+1,529
+7% +$147K
FE icon
54
FirstEnergy
FE
$28.5B
$2.15M 0.4%
+59,972
New +$2.05M
LM
55
DELISTED
Legg Mason, Inc.
LM
$2.1M 0.39%
+60,601
New +$2.3M
WEX icon
56
WEX
WEX
$5.4B
$2.1M 0.39%
11,045
+8,292
+301% +$1.45M
PRU icon
57
Prudential Financial
PRU
$41.3B
$2.1M 0.38%
22,399
+782
+4% +$79K
APC
58
DELISTED
Anadarko Petroleum
APC
$2.09M 0.38%
28,527
-8,383
-23% -$568K
AME icon
59
Ametek
AME
$54.3B
$2.04M 0.37%
28,221
+25,213
+838% +$1.87M
FR icon
60
First Industrial Realty Trust
FR
$8.98B
$2.03M 0.37%
60,847
+19,789
+48% +$624K
XPO icon
61
XPO
XPO
$25.1B
$1.96M 0.36%
56,619
+23,148
+69% +$840K
VOYA icon
62
Voya Financial
VOYA
$8.93B
$1.95M 0.36%
41,530
+25,059
+152% +$1.3M
TIF
63
DELISTED
Tiffany & Co.
TIF
$1.93M 0.35%
14,690
+6,283
+75% +$717K
LAZ icon
64
Lazard
LAZ
$4.29B
$1.91M 0.35%
+39,136
New +$2.07M
DIS icon
65
Walt Disney
DIS
$166B
$1.91M 0.35%
+18,215
New +$1.86M
PFG icon
66
Principal Financial Group
PFG
$23.4B
$1.88M 0.35%
35,582
+23,559
+196% +$1.37M
HD icon
67
Home Depot
HD
$330B
$1.88M 0.35%
9,645
-11,805
-55% -$2.21M
TXN icon
68
Texas Instruments
TXN
$268B
$1.87M 0.34%
16,955
+5,153
+44% +$558K
VMC icon
69
Vulcan Materials
VMC
$36B
$1.87M 0.34%
14,485
-3,960
-21% -$488K
PF
70
DELISTED
Pinnacle Foods, Inc.
PF
$1.83M 0.34%
28,130
-10,623
-27% -$654K
EA icon
71
Electronic Arts
EA
$52.4B
$1.83M 0.34%
12,960
+3,053
+31% +$396K
CCEP icon
72
Coca-Cola Europacific Partners
CCEP
$46.8B
$1.82M 0.33%
44,771
+38,904
+663% +$1.53M
AEE icon
73
Ameren
AEE
$31B
$1.81M 0.33%
29,813
+1,708
+6% +$98.2K
AIV
74
Aimco
AIV
$377M
$1.8M 0.33%
+319,880
New +$1.74M
INVH icon
75
Invitation Homes
INVH
$17.5B
$1.79M 0.33%
77,846
+12,126
+18% +$274K
1 2
3
4 5

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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
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
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.