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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
BOLD
526
DELISTED
Audentes Therapeutics, Inc
BOLD
$231K 0.04%
+6,058
New +$224K
TECD
527
DELISTED
Tech Data Corp
TECD
$230K 0.04%
+2,799
New +$230K
EL icon
528
Estee Lauder
EL
$28.9B
$228K 0.04%
1,596
-9,840
-86% -$1.46M
HBM icon
529
Hudbay
HBM
$10B
$228K 0.04%
+40,798
New +$277K
AVX
530
DELISTED
AVX Corporation
AVX
$227K 0.04%
+14,518
New +$231K
CLF icon
531
Cleveland-Cliffs
CLF
$6.25B
$226K 0.04%
+26,832
New +$214K
PNC icon
532
PNC Financial Services
PNC
$99.5B
$225K 0.04%
1,666
-10,527
-86% -$1.54M
BERY
533
DELISTED
Berry Global Group, Inc.
BERY
$225K 0.04%
5,325
-199
-4% -$9.23K
CURO
534
DELISTED
CURO Group Holdings Corp.
CURO
$225K 0.04%
9,017
-39,098
-81% -$859K
ITT icon
535
ITT
ITT
$17.5B
$224K 0.04%
+4,295
New +$224K
NVRO
536
DELISTED
NEVRO CORP.
NVRO
$223K 0.04%
+2,789
New +$231K
QUOT
537
DELISTED
Quotient Technology Inc
QUOT
$222K 0.04%
+16,965
New +$226K
NAV.PRD
538
DELISTED
Navistar International Corporation Cumulative Convertible Junior Preference Stock, Series D
NAV.PRD
$221K 0.04%
+5,436
New +$118K
BKI
539
DELISTED
Black Knight, Inc. Common Stock
BKI
$220K 0.04%
+4,100
New +$206K
PTCT icon
540
PTC Therapeutics
PTCT
$6.51B
$218K 0.04%
+6,450
New +$201K
AIMC
541
DELISTED
Altra Industrial Motion Corp
AIMC
$218K 0.04%
+5,056
New +$221K
AMED
542
DELISTED
Amedisys
AMED
$217K 0.04%
+2,537
New +$186K
HCC icon
543
Warrior Met Coal
HCC
$4.28B
$217K 0.04%
+7,881
New +$208K
NXTM
544
DELISTED
NxStage Medical Inc.
NXTM
$216K 0.04%
+7,747
New +$208K
MTCH icon
545
Match Group
MTCH
$8.72B
$215K 0.04%
+5,545
New +$233K
MRTX
546
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$214K 0.04%
+4,345
New +$164K
P
547
DELISTED
Pandora Media Inc
P
$212K 0.04%
+26,948
New +$180K
ANAB icon
548
AnaptysBio
ANAB
$1.63B
$211K 0.04%
+2,966
New +$249K
COUP
549
DELISTED
Coupa Software Incorporated
COUP
$211K 0.04%
+3,389
New +$180K
AXGN icon
550
Axogen
AXGN
$2.11B
$207K 0.04%
+4,118
New +$181K
20 21
22
23 24

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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.