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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
KSS icon
701
Kohl's
KSS
$2.05B
– –
-13,092
Closed -$858K
KW
702
DELISTED
Kennedy-Wilson Holdings
KW
– –
-23,114
Closed -$402K
LBTYK icon
703
Liberty Global Class C
LBTYK
$3.37B
– –
-11,947
Closed -$364K
LCTX icon
704
Lineage Cell Therapeutics
LCTX
$269M
– –
-22,174
Closed -$52K
LEN.B icon
705
Lennar Class B
LEN.B
$19.4B
– –
-6,131
Closed -$278K
LILAK icon
706
Liberty Latin America Class C
LILAK
$1.47B
– –
-38,799
Closed -$634K
LNT icon
707
Alliant Energy
LNT
$19.2B
– –
-46,667
Closed -$1.91M
LRCX icon
708
Lam Research
LRCX
$400B
– –
-78,550
Closed -$1.6M
LSTR icon
709
Landstar System
LSTR
$7B
– –
-14,439
Closed -$1.58M
LUV icon
710
Southwest Airlines
LUV
$21.7B
– –
-16,619
Closed -$952K
LVS icon
711
Las Vegas Sands
LVS
$30.4B
– –
-3,735
Closed -$269K
M icon
712
Macy's
M
$6.09B
– –
-30,788
Closed -$916K
MCY icon
713
Mercury Insurance
MCY
$5.83B
– –
-24,399
Closed -$1.12M
MDB icon
714
MongoDB
MDB
$24B
– –
-6,072
Closed -$264K
MDU icon
715
MDU Resources
MDU
$4.43B
– –
-45,263
Closed -$485K
MET icon
716
MetLife
MET
$59.6B
– –
-26,693
Closed -$1.23M
MGA icon
717
Magna International
MGA
$17.7B
– –
-5,786
Closed -$326K
MHK icon
718
Mohawk Industries
MHK
$6.7B
– –
-1,750
Closed -$406K
MKC icon
719
McCormick & Company Non-Voting
MKC
$13.5B
– –
-14,516
Closed -$772K
MRSH
720
Marsh
MRSH
$83.9B
– –
-3,073
Closed -$254K
MO icon
721
Altria Group
MO
$120B
– –
-4,497
Closed -$280K
MOS icon
722
The Mosaic Company
MOS
$7.06B
– –
-10,662
Closed -$259K
MRSN
723
DELISTED
Mersana Therapeutics
MRSN
– –
-687
Closed -$271K
MSI icon
724
Motorola Solutions
MSI
$67.4B
– –
-2,008
Closed -$211K
MSM icon
725
MSC Industrial Direct
MSM
$6.99B
– –
-2,392
Closed -$219K
27 28
29
30 31

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
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.