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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
PBI icon
751
Pitney Bowes
PBI
$2.39B
– –
-21,847
Closed -$238K
PCAR icon
752
PACCAR
PCAR
$70B
– –
-6,279
Closed -$277K
PEG icon
753
Public Service Enterprise Group
PEG
$39.8B
– –
-10,829
Closed -$544K
PENN icon
754
PENN Entertainment
PENN
$2.73B
– –
-11,266
Closed -$296K
PEP icon
755
PepsiCo
PEP
$184B
– –
-28,830
Closed -$3.15M
PFSI icon
756
PennyMac Financial
PFSI
$4.29B
– –
-9,845
Closed -$223K
PH icon
757
Parker-Hannifin
PH
$123B
– –
-17,517
Closed -$3M
PJT icon
758
PJT Partners
PJT
$4.22B
– –
-9,487
Closed -$475K
PLAY icon
759
Dave & Buster's
PLAY
$337M
– –
-12,207
Closed -$510K
PPG icon
760
PPG Industries
PPG
$25.3B
– –
-7,752
Closed -$865K
PPL
761
PPL Corp
PPL
$27.3B
– –
-13,999
Closed -$396K
PR
762
Permian Resources
PR
$18.2B
– –
-14,189
Closed -$260K
PSA icon
763
Public Storage
PSA
$55.3B
– –
-4,535
Closed -$909K
PTEN icon
764
Patterson-UTI
PTEN
$4.02B
– –
-17,644
Closed -$309K
RF icon
765
Regions Financial
RF
$25.9B
– –
-34,704
Closed -$645K
RHP icon
766
Ryman Hospitality Properties
RHP
$8.18B
– –
-7,235
Closed -$560K
RIO icon
767
Rio Tinto
RIO
$149B
– –
-4,628
Closed -$238K
RITM icon
768
Rithm Capital
RITM
$5.02B
– –
-57,415
Closed -$944K
RL icon
769
Ralph Lauren
RL
$22.2B
– –
-5,273
Closed -$590K
RNR icon
770
RenaissanceRe
RNR
$13.7B
– –
-2,590
Closed -$359K
ROK icon
771
Rockwell Automation
ROK
$50.8B
– –
-8,020
Closed -$1.4M
RUSHA icon
772
Rush Enterprises Class A
RUSHA
$5.94B
– –
-12,182
Closed -$230K
SAM icon
773
Boston Beer
SAM
$1.73B
– –
-2,701
Closed -$511K
SKX
774
DELISTED
Skechers
SKX
– –
-10,963
Closed -$426K
SLDB icon
775
Solid Biosciences
SLDB
$793M
– –
-3,028
Closed -$341K
29 30
31
32 33

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CCM
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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.