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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
CNQ icon
251
Canadian Natural Resources
CNQ
$97.5B
$761K 0.14%
+43,105
New +$730K
EQT icon
252
EQT Corp
EQT
$33.6B
$761K 0.14%
25,334
+15,535
+159% +$434K
MNST icon
253
Monster Beverage
MNST
$91.4B
$760K 0.14%
26,538
+12,858
+94% +$347K
PCG icon
254
PG&E
PCG
$39.3B
$759K 0.14%
17,823
+2,814
+19% +$122K
LNG icon
255
Cheniere Energy
LNG
$57B
$755K 0.14%
11,578
-3,274
-22% -$202K
GOOGL icon
256
Alphabet (Google) Class A
GOOGL
$3.9T
$752K 0.14%
13,320
-26,740
-67% -$1.45M
EDU icon
257
New Oriental
EDU
$7.81B
$751K 0.14%
+7,936
New +$759K
FMC icon
258
FMC
FMC
$1.45B
$747K 0.14%
+9,661
New +$717K
LLY icon
259
Eli Lilly
LLY
$1.05T
$747K 0.14%
8,749
-9,602
-52% -$789K
GDDY icon
260
GoDaddy
GDDY
$11.6B
$742K 0.14%
10,504
+6,033
+135% +$410K
LNC icon
261
Lincoln National
LNC
$7.85B
$742K 0.14%
+11,916
New +$815K
WP
262
DELISTED
Worldpay, Inc.
WP
$728K 0.13%
8,900
+1,866
+27% +$153K
MS icon
263
Morgan Stanley
MS
$338B
$726K 0.13%
15,313
-7,747
-34% -$405K
PZZA icon
264
Papa John's
PZZA
$997M
$720K 0.13%
+14,198
New +$797K
PE
265
DELISTED
PARSLEY ENERGY INC
PE
$714K 0.13%
23,571
+5,802
+33% +$171K
EEFT icon
266
Euronet Worldwide
EEFT
$2.94B
$709K 0.13%
+8,459
New +$684K
GILD icon
267
Gilead Sciences
GILD
$161B
$708K 0.13%
+9,994
New +$706K
AVA icon
268
Avista
AVA
$3.48B
$698K 0.13%
+13,250
New +$692K
Y
269
DELISTED
Alleghany Corp
Y
$696K 0.13%
1,210
+818
+209% +$478K
AABA
270
DELISTED
Altaba Inc
AABA
$687K 0.13%
9,379
+6,030
+180% +$452K
BGC icon
271
BGC Group
BGC
$5.52B
$685K 0.13%
+94,112
New +$752K
PRMW
272
DELISTED
Primo Water Corporation
PRMW
$681K 0.13%
41,121
+898
+2% +$13.9K
SEM
273
DELISTED
Select Medical
SEM
$680K 0.12%
+69,561
New +$683K
TJX icon
274
TJX Companies
TJX
$169B
$680K 0.12%
+14,292
New +$627K
CFG icon
275
Citizens Financial Group
CFG
$30.1B
$679K 0.12%
17,448
+2,779
+19% +$116K
9 10
11
12 13

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CCM
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GPC
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CBT
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FSCP
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ECM
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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.