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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
BP icon
101
BP
BP
$112B
$1.55M 0.28%
36,104
+16,994
+89% +$714K
BMY icon
102
Bristol-Myers Squibb
BMY
$124B
$1.55M 0.28%
27,950
-3,951
-12% -$213K
ERIC icon
103
Ericsson
ERIC
$31.2B
$1.54M 0.28%
+200,903
New +$1.47M
LPT
104
DELISTED
Liberty Property Trust
LPT
$1.54M 0.28%
+34,721
New +$1.47M
COF icon
105
Capital One
COF
$124B
$1.54M 0.28%
16,740
-5,712
-25% -$541K
LW icon
106
Lamb Weston
LW
$6.63B
$1.53M 0.28%
22,401
+5,235
+30% +$342K
TDC icon
107
Teradata
TDC
$2.64B
$1.53M 0.28%
+38,165
New +$1.54M
LEN icon
108
Lennar Class A
LEN
$19.8B
$1.52M 0.28%
29,917
+13,235
+79% +$693K
DCT
109
DELISTED
DCT Industrial Trust Inc.
DCT
$1.51M 0.28%
22,710
+4,464
+24% +$280K
FCE.A
110
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$1.5M 0.28%
+65,993
New +$1.35M
KR icon
111
Kroger
KR
$35.3B
$1.5M 0.28%
+52,866
New +$1.33M
COP icon
112
ConocoPhillips
COP
$145B
$1.5M 0.28%
21,575
+9,177
+74% +$611K
ADBE icon
113
Adobe
ADBE
$86.8B
$1.49M 0.27%
6,115
-5,206
-46% -$1.23M
RCL icon
114
Royal Caribbean
RCL
$76.7B
$1.48M 0.27%
14,308
+6,037
+73% +$664K
A icon
115
Agilent Technologies
A
$37.7B
$1.47M 0.27%
23,818
+16,966
+248% +$1.11M
TT icon
116
Trane Technologies
TT
$105B
$1.47M 0.27%
+16,331
New +$1.43M
ULTI
117
DELISTED
Ultimate Software Group Inc
ULTI
$1.46M 0.27%
+5,658
New +$1.45M
BXP icon
118
Boston Properties
BXP
$10.8B
$1.46M 0.27%
+11,598
New +$1.41M
VRNS icon
119
Varonis Systems
VRNS
$5.2B
$1.45M 0.27%
58,332
+47,439
+435% +$1.14M
BRK.B icon
120
Berkshire Hathaway Class B
BRK.B
$1.06T
$1.44M 0.26%
7,686
+684
+10% +$133K
CDNS icon
121
Cadence Design Systems
CDNS
$93B
$1.41M 0.26%
32,565
+16,464
+102% +$677K
HPQ icon
122
HP
HPQ
$23B
$1.4M 0.26%
+61,818
New +$1.38M
ORI icon
123
Old Republic International
ORI
$10.1B
$1.4M 0.26%
70,150
-29,756
-30% -$623K
STM icon
124
STMicroelectronics
STM
$58.7B
$1.36M 0.25%
+61,442
New +$1.43M
CVX icon
125
Chevron
CVX
$384B
$1.34M 0.25%
10,619
-3,193
-23% -$396K
3 4
5
6 7

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CCM
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GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
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
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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.