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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
NXPI icon
551
NXP Semiconductors
NXPI
$70B
$207K 0.04%
+1,898
New +$209K
ALDR
552
DELISTED
Alder Biopharmaceuticals
ALDR
$207K 0.04%
13,115
+2,626
+25% +$39.9K
BHVN
553
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$205K 0.04%
+5,183
New +$164K
DBRG icon
554
DigitalBridge
DBRG
$2.93B
$203K 0.04%
8,145
-3,660
-31% -$87.4K
VCTR icon
555
Victory Capital Holdings
VCTR
$6.03B
$203K 0.04%
19,205
-16,752
-47% -$180K
GBT
556
DELISTED
Global Blood Therapeutics, Inc.
GBT
$203K 0.04%
+4,499
New +$205K
SRRK icon
557
Scholar Rock
SRRK
$5.93B
$193K 0.04%
+12,394
New +$232K
FRAN
558
DELISTED
Francesca's Holdings Corporation
FRAN
$192K 0.04%
+2,124
New +$146K
GLUU
559
DELISTED
Glu Mobile Inc.
GLUU
$190K 0.03%
+29,691
New +$154K
CZR
560
DELISTED
Caesars Entertainment Corporation
CZR
$185K 0.03%
17,255
-42,190
-71% -$493K
VIV icon
561
Telefônica Brasil
VIV
$21.9B
$184K 0.03%
15,486
-39,268
-72% -$518K
BBD icon
562
Banco Bradesco
BBD
$38.7B
$183K 0.03%
+42,537
New +$231K
FOLD
563
DELISTED
Amicus Therapeutics
FOLD
$179K 0.03%
+11,478
New +$174K
OPTU
564
Optimum Communications Inc
OPTU
$340M
$178K 0.03%
+10,413
New +$192K
PVG
565
DELISTED
PRETIUM RESOURCES INC.
PVG
$177K 0.03%
+24,119
New +$172K
FNKO icon
566
Funko
FNKO
$319M
$176K 0.03%
+14,032
New +$137K
HZNP
567
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$172K 0.03%
+10,375
New +$158K
LRN icon
568
Stride
LRN
$3.66B
$171K 0.03%
+10,471
New +$162K
ARWR icon
569
Arrowhead Research
ARWR
$12.2B
$169K 0.03%
12,424
-1,507
-11% -$14.1K
HTGC icon
570
Hercules Capital
HTGC
$2.93B
$169K 0.03%
+13,323
New +$165K
RES icon
571
RPC Inc
RES
$1.3B
$169K 0.03%
+11,572
New +$198K
ESV
572
DELISTED
Ensco Rowan plc
ESV
$166K 0.03%
+5,700
New +$140K
OVV icon
573
Ovintiv
OVV
$17.3B
$162K 0.03%
2,480
-1,338
-35% -$83.9K
AVDL
574
DELISTED
Avadel Pharmaceuticals
AVDL
$155K 0.03%
25,281
+12,661
+100% +$88.8K
KOS icon
575
Kosmos Energy
KOS
$1.63B
$155K 0.03%
18,734
+5,506
+42% +$40.2K
21 22
23
24 25

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
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
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.