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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
MT icon
726
ArcelorMittal
MT
$49.5B
– –
-10,425
Closed -$332K
MTD icon
727
Mettler-Toledo International
MTD
$26.6B
– –
-1,036
Closed -$596K
MU icon
728
Micron Technology
MU
$1.11T
– –
-7,045
Closed -$367K
MUSA icon
729
Murphy USA
MUSA
$11.6B
– –
-13,274
Closed -$966K
NCMI icon
730
National CineMedia
NCMI
$353M
– –
-4,730
Closed -$245K
NDAQ icon
731
Nasdaq
NDAQ
$52.1B
– –
-24,717
Closed -$710K
NDSN icon
732
Nordson
NDSN
$16.2B
– –
-5,694
Closed -$776K
NEE icon
733
NextEra Energy
NEE
$189B
– –
-29,380
Closed -$1.2M
NEO icon
734
NeoGenomics
NEO
$1.85B
– –
-12,195
Closed -$100K
NI icon
735
NiSource
NI
$22.5B
– –
-17,817
Closed -$426K
NINE
736
DELISTED
Nine Energy Service
NINE
– –
-26,239
Closed -$639K
NLY icon
737
Annaly Capital Management
NLY
$16.7B
– –
-64,902
Closed -$2.71M
NOW icon
738
ServiceNow
NOW
$97.5B
– –
-12,670
Closed -$419K
NSA icon
739
National Storage Affiliates Trust
NSA
– –
-9,506
Closed -$238K
NVO
740
Novo Nordisk
NVO
$214B
– –
-10,648
Closed -$262K
NVS icon
741
Novartis
NVS
$297B
– –
-10,253
Closed -$743K
OC icon
742
Owens Corning
OC
$11B
– –
-3,005
Closed -$242K
OCFC icon
743
OceanFirst Financial
OCFC
$1.67B
– –
-60,606
Closed -$1.62M
ODFL icon
744
Old Dominion Freight Line
ODFL
$47.7B
– –
-8,211
Closed -$402K
OGE icon
745
OGE Energy
OGE
$10.2B
– –
-38,553
Closed -$1.26M
OMF icon
746
OneMain Financial
OMF
$6.73B
– –
-15,577
Closed -$466K
ACH
747
Accendra Health
ACH
$230M
– –
-17,386
Closed -$270K
PAC icon
748
Grupo Aeroportuario del Pacifico
PAC
$12.9B
– –
-2,712
Closed -$270K
PAGP icon
749
Plains GP Holdings
PAGP
$5.23B
– –
-24,113
Closed -$524K
PAGS icon
750
PagSeguro Digital
PAGS
$2.63B
– –
-29,378
Closed -$1.13M
28 29
30
31 32

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
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.