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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
MNTA
851
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-13,993
Closed -$254K
CSFL
852
DELISTED
CenterState Bank Corporation Common Stock
CSFL
– –
-17,640
Closed -$468K
JCP
853
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-94,435
Closed -$285K
FTSI
854
DELISTED
FTS International, Inc. Common Stock
FTSI
– –
-1,307
Closed -$481K
AGN
855
DELISTED
Allergan plc
AGN
– –
-2,438
Closed -$410K
RTN
856
DELISTED
Raytheon Company
RTN
– –
-1,719
Closed -$371K
SRCI
857
DELISTED
SRC Energy Inc
SRCI
– –
-11,319
Closed -$107K
GWR
858
DELISTED
Genesee & Wyoming Inc.
GWR
– –
-11,491
Closed -$813K
CHSP
859
DELISTED
Chesapeake Lodging Trust
CHSP
– –
-23,025
Closed -$640K
ARRY
860
DELISTED
Array Biopharma Inc
ARRY
– –
-13,838
Closed -$226K
BMS
861
DELISTED
Bemis
BMS
– –
-8,105
Closed -$353K
NCOM
862
DELISTED
National Commerce Corporation
NCOM
– –
-4,603
Closed -$200K
TFCF
863
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-7,606
Closed -$277K
NXEO
864
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
– –
-28,892
Closed -$309K
VVC
865
DELISTED
Vectren Corporation
VVC
– –
-9,138
Closed -$584K
FCB
866
DELISTED
FCB Financial Holdings, Inc.
FCB
– –
-4,593
Closed -$235K
ECYT
867
DELISTED
Endocyte, Inc. Common Stock
ECYT
– –
-15,525
Closed -$141K
ESRX
868
DELISTED
Express Scripts Holding Company
ESRX
– –
-16,437
Closed -$1.14M
EGN
869
DELISTED
Energen
EGN
– –
-6,444
Closed -$405K
WGL
870
DELISTED
Wgl Holdings
WGL
– –
-3,537
Closed -$296K
TWX
871
DELISTED
Time Warner Inc
TWX
– –
-5,208
Closed -$493K
MON
872
DELISTED
Monsanto Co
MON
– –
-2,370
Closed -$277K
GXP
873
DELISTED
Great Plains Energy Incorporated
GXP
– –
-16,143
Closed -$513K
LQ
874
DELISTED
La Quinta Holdings Inc.
LQ
– –
-22,611
Closed -$428K
GGP
875
DELISTED
GGP Inc.
GGP
– –
-24,827
Closed -$508K
32 33 34
35
36

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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.