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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
UNVR
501
DELISTED
Univar Solutions Inc.
UNVR
$260K 0.05%
+9,897
New +$273K
VRAY
502
DELISTED
ViewRay, Inc.
VRAY
$259K 0.05%
37,440
+26,920
+256% +$195K
RSPP
503
DELISTED
RSP Permian, Inc.
RSPP
$258K 0.05%
5,851
-180
-3% -$8.12K
VG
504
DELISTED
Vonage Holdings Corporation
VG
$256K 0.05%
19,843
-727
-4% -$8.34K
HCSG icon
505
Healthcare Services Group
HCSG
$1.54B
$253K 0.05%
+5,854
New +$232K
MTN icon
506
Vail Resorts
MTN
$5.13B
$250K 0.05%
911
-1,107
-55% -$271K
TVPT
507
DELISTED
Travelport Worldwide Limited
TVPT
$250K 0.05%
+13,462
New +$236K
AXTA icon
508
Axalta
AXTA
$6.78B
$249K 0.05%
8,217
-1,333
-14% -$41.8K
IBOC icon
509
International Bancshares
IBOC
$4.71B
$249K 0.05%
5,810
-9,285
-62% -$390K
CYOU
510
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$249K 0.05%
+14,967
New +$324K
CCK icon
511
Crown Holdings
CCK
$12.5B
$248K 0.05%
5,551
-19,082
-77% -$894K
WBC
512
DELISTED
WABCO HOLDINGS INC.
WBC
$248K 0.05%
+2,120
New +$270K
CC icon
513
Chemours
CC
$2.63B
$247K 0.05%
+5,565
New +$277K
HRTG icon
514
Heritage Insurance Holdings
HRTG
$796M
$245K 0.05%
+14,687
New +$242K
AZUL
515
DELISTED
Azul
AZUL
$244K 0.04%
+14,899
New +$374K
NFLX icon
516
Netflix
NFLX
$287B
$242K 0.04%
6,170
-15,410
-71% -$525K
GPMT
517
Granite Point Mortgage Trust
GPMT
$64.2M
$239K 0.04%
13,003
-42,469
-77% -$750K
ZGNX
518
DELISTED
Zogenix, Inc.
ZGNX
$239K 0.04%
+5,415
New +$223K
BBDC icon
519
Barings BDC
BBDC
$858M
$238K 0.04%
+20,682
New +$237K
ABBV icon
520
AbbVie
ABBV
$454B
$237K 0.04%
+2,555
New +$250K
INBK icon
521
First Internet Bancorp
INBK
$227M
$235K 0.04%
+6,894
New +$241K
NYT icon
522
New York Times
NYT
$11.4B
$234K 0.04%
9,045
-11,868
-57% -$279K
PTLA
523
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$234K 0.04%
+6,200
New +$237K
TSG
524
DELISTED
The Stars Group Inc.
TSG
$233K 0.04%
+6,407
New +$214K
RFP
525
DELISTED
Resolute Forest Products Inc.
RFP
$232K 0.04%
+22,408
New +$225K
19 20
21
22 23

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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
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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.