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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
SGMO
576
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$155K 0.03%
+10,881
New +$181K
GME icon
577
GameStop
GME
$9.58B
$151K 0.03%
41,528
-33,832
-45% -$116K
PBPB
578
DELISTED
Potbelly
PBPB
$146K 0.03%
+11,265
New +$142K
TGTX icon
579
TG Therapeutics
TGTX
$8.5B
$146K 0.03%
+11,086
New +$152K
SBLK icon
580
Star Bulk Carriers
SBLK
$3.03B
$142K 0.03%
+11,016
New +$140K
IMUX icon
581
Immunic
IMUX
$195M
$139K 0.03%
+51
New +$118K
OXFD
582
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
$139K 0.03%
10,770
-3,454
-24% -$46.7K
DRNA
583
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$138K 0.03%
11,271
-523
-4% -$6.57K
RIG icon
584
Transocean
RIG
$5.89B
$135K 0.02%
10,027
-3,582
-26% -$44.1K
LUMO
585
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$133K 0.02%
+3,101
New +$142K
IMGN
586
DELISTED
Immunogen Inc
IMGN
$131K 0.02%
13,504
+1,540
+13% +$16.2K
FATE icon
587
Fate Therapeutics
FATE
$294M
$129K 0.02%
+11,350
New +$125K
GYRE icon
588
Gyre Therapeutics
GYRE
$670M
$120K 0.02%
+1,372
New +$241K
SPWH icon
589
Sportsman's Warehouse
SPWH
$44.9M
$119K 0.02%
23,339
+10,137
+77% +$51.1K
TRQ
590
DELISTED
Turquoise Hill Resources Ltd
TRQ
$119K 0.02%
+4,205
New +$123K
TKC icon
591
Turkcell
TKC
$4.88B
$118K 0.02%
+18,047
New +$137K
MOTS
592
DELISTED
Motus GI Holdings, Inc. Common Stock
MOTS
$113K 0.02%
+52
New +$80.7K
VCEL icon
593
Vericel Corp
VCEL
$2.3B
$108K 0.02%
+11,137
New +$139K
AMR
594
DELISTED
Alta Mesa Resources Inc
AMR
$102K 0.02%
14,905
-2,935
-16% -$21.2K
AFH
595
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
$96K 0.02%
10,968
-11,554
-51% -$123K
KDMN
596
DELISTED
Kadmon Holdings, Inc.
KDMN
$92K 0.02%
+22,998
New +$89.8K
S
597
DELISTED
Sprint Corporation
S
$89K 0.02%
16,320
-3,970
-20% -$21.5K
NEOS
598
DELISTED
Neos Therapeutics, Inc
NEOS
$86K 0.02%
13,731
-1,112
-7% -$8.29K
MDXG icon
599
MiMedx Group
MDXG
$615M
$82K 0.02%
+12,878
New +$91.7K
JNCE
600
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$81K 0.01%
+10,622
New +$153K
22 23
24
25 26

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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.