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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
SRPT icon
451
Sarepta Therapeutics
SRPT
$1.68B
$321K 0.06%
2,431
-1,098
-31% -$104K
NTR icon
452
Nutrien
NTR
$32.9B
$320K 0.06%
+5,885
New +$292K
FG
453
DELISTED
FGL Holdings Ordinary Shares
FG
$317K 0.06%
37,743
+19,986
+113% +$182K
CSTM icon
454
Constellium
CSTM
$4.08B
$316K 0.06%
30,696
+18,171
+145% +$211K
CHRW icon
455
C.H. Robinson
CHRW
$24.2B
$312K 0.06%
+3,727
New +$333K
SUM
456
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$312K 0.06%
+12,103
New +$337K
BFYT
457
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$310K 0.06%
+9,585
New +$292K
SPB icon
458
Spectrum Brands
SPB
$2.01B
$307K 0.06%
+3,767
New +$317K
ALXN
459
DELISTED
Alexion Pharmaceuticals
ALXN
$306K 0.06%
2,464
-850
-26% -$99.3K
GLOG
460
DELISTED
GASLOG LTD
GLOG
$306K 0.06%
+16,020
New +$285K
SYRS
461
DELISTED
Syros Pharmaceuticals, Inc. Common Stock
SYRS
$303K 0.06%
+2,967
New +$367K
LLL
462
DELISTED
L3 Technologies, Inc.
LLL
$303K 0.06%
1,577
+363
+30% +$72.5K
SMG icon
463
ScottsMiracle-Gro
SMG
$3.93B
$300K 0.06%
+3,613
New +$302K
EIX icon
464
Edison International
EIX
$30.6B
$299K 0.05%
4,724
-9,882
-68% -$617K
CMG icon
465
Chipotle Mexican Grill
CMG
$41.1B
$298K 0.05%
+34,550
New +$282K
MELI icon
466
Mercado Libre
MELI
$91.2B
$296K 0.05%
989
+102
+11% +$32.2K
MTZ icon
467
MasTec
MTZ
$28.4B
$296K 0.05%
5,829
+618
+12% +$29.9K
TTSH
468
DELISTED
Tile Shop Holdings
TTSH
$296K 0.05%
+38,383
New +$266K
VMW
469
DELISTED
VMware, Inc
VMW
$296K 0.05%
+2,011
New +$277K
CDZI icon
470
Cadiz
CDZI
$269M
$295K 0.05%
+22,533
New +$293K
ZEN
471
DELISTED
ZENDESK INC
ZEN
$294K 0.05%
+5,401
New +$287K
GRA
472
DELISTED
W.R. Grace & Co.
GRA
$293K 0.05%
+3,995
New +$280K
CPE
473
DELISTED
Callon Petroleum Company
CPE
$292K 0.05%
2,721
-1,949
-42% -$242K
USCR
474
DELISTED
U S Concrete, Inc.
USCR
$291K 0.05%
+5,551
New +$330K
MOR
475
DELISTED
MorphoSys AG American Depositary Shares
MOR
$290K 0.05%
+9,553
New +$262K
17 18
19
20 21

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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
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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.