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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
FHN icon
76
First Horizon
FHN
$12.2B
$1.79M 0.33%
100,471
+41,932
+72% +$789K
SHW icon
77
Sherwin-Williams
SHW
$78.9B
$1.78M 0.33%
+13,128
New +$1.7M
RLJ icon
78
RLJ Lodging Trust
RLJ
$1.87B
$1.76M 0.32%
79,678
+62,084
+353% +$1.34M
CY
79
DELISTED
Cypress Semiconductor
CY
$1.75M 0.32%
+112,281
New +$1.85M
HDS
80
DELISTED
HD Supply Holdings, Inc.
HDS
$1.71M 0.31%
+39,905
New +$1.62M
AZN icon
81
AstraZeneca
AZN
$263B
$1.71M 0.31%
24,313
+2,999
+14% +$216K
VZ icon
82
Verizon
VZ
$185B
$1.71M 0.31%
33,931
-17,602
-34% -$852K
SPG icon
83
Simon Property Group
SPG
$73.4B
$1.69M 0.31%
9,916
+5,665
+133% +$901K
ESRT icon
84
Empire State Realty Trust
ESRT
$936M
$1.69M 0.31%
98,585
-90,698
-48% -$1.53M
VIAV icon
85
Viavi Solutions
VIAV
$10.4B
$1.66M 0.3%
+162,164
New +$1.6M
HAL icon
86
Halliburton
HAL
$27.6B
$1.65M 0.3%
36,665
-6,162
-14% -$307K
JNPR
87
DELISTED
Juniper Networks
JNPR
$1.64M 0.3%
+59,866
New +$1.56M
RP
88
DELISTED
RealPage, Inc.
RP
$1.64M 0.3%
29,804
+24,029
+416% +$1.36M
AVGO icon
89
Broadcom
AVGO
$1.89T
$1.64M 0.3%
67,650
+52,700
+353% +$1.29M
AZO icon
90
AutoZone
AZO
$48.5B
$1.63M 0.3%
2,434
-910
-27% -$587K
KNX icon
91
Knight Transportation
KNX
$12.4B
$1.62M 0.3%
42,386
+30,650
+261% +$1.26M
TGT icon
92
Target
TGT
$62.6B
$1.62M 0.3%
+21,231
New +$1.56M
PARA
93
DELISTED
Paramount Global Class B
PARA
$1.61M 0.3%
+28,681
New +$1.5M
SBNY
94
DELISTED
Signature Bank
SBNY
$1.61M 0.3%
12,593
+4,544
+56% +$596K
TOL icon
95
Toll Brothers
TOL
$13.9B
$1.6M 0.29%
+43,356
New +$1.78M
USFD icon
96
US Foods
USFD
$21.2B
$1.59M 0.29%
42,169
-19,434
-32% -$688K
OSK icon
97
Oshkosh
OSK
$9.27B
$1.56M 0.29%
22,183
+12,598
+131% +$941K
ZAYO
98
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$1.56M 0.29%
42,770
+27,459
+179% +$978K
D icon
99
Dominion Energy
D
$62.5B
$1.55M 0.29%
22,795
+2,597
+13% +$169K
MRVL icon
100
Marvell Technology
MRVL
$189B
$1.55M 0.29%
72,470
+43,400
+149% +$926K
2 3
4
5 6

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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
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ECM
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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.