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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
UNP icon
801
Union Pacific
UNP
$186B
– –
-6,194
Closed -$833K
UPS icon
802
United Parcel Service
UPS
$98.3B
– –
-5,693
Closed -$596K
URI icon
803
United Rentals
URI
$72.9B
– –
-2,451
Closed -$423K
VIPS icon
804
Vipshop
VIPS
$6.98B
– –
-12,331
Closed -$205K
VLO icon
805
Valero Energy
VLO
$93.5B
– –
-11,065
Closed -$1.03M
VNO icon
806
Vornado Realty Trust
VNO
$7.38B
– –
-17,307
Closed -$1.17M
VOD icon
807
Vodafone
VOD
$35.6B
– –
-29,484
Closed -$820K
VRSK icon
808
Verisk Analytics
VRSK
$25.3B
– –
-2,098
Closed -$218K
VST icon
809
Vistra
VST
$56.4B
– –
-11,666
Closed -$243K
WAL icon
810
Western Alliance Bancorporation
WAL
$8.93B
– –
-14,602
Closed -$849K
WLK icon
811
Westlake Corp
WLK
$9.84B
– –
-3,524
Closed -$392K
WM icon
812
Waste Management
WM
$95.6B
– –
-3,054
Closed -$257K
WY icon
813
Weyerhaeuser
WY
$17.1B
– –
-16,459
Closed -$576K
X
814
DELISTED
US Steel
X
– –
-9,324
Closed -$328K
XPRO icon
815
Expro Ltd
XPRO
$1.84B
– –
-2,331
Closed -$76K
XYL icon
816
Xylem
XYL
$27.6B
– –
-3,701
Closed -$285K
YUMC icon
817
Yum China
YUMC
$14.8B
– –
-5,158
Closed -$214K
CPAY icon
818
Corpay
CPAY
$23.2B
– –
-1,701
Closed -$344K
CNH
819
CNH Industrial
CNH
$13.4B
– –
-54,480
Closed -$588K
CMRX
820
DELISTED
Chimerix, Inc.
CMRX
– –
-22,190
Closed -$115K
ATSG
821
DELISTED
Air Transport Services Group
ATSG
– –
-9,237
Closed -$215K
WRK
822
DELISTED
WestRock Company
WRK
– –
-7,607
Closed -$488K
PXD
823
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-6,864
Closed -$1.18M
MDC
824
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-24,890
Closed -$596K
EXPR
825
DELISTED
Express, Inc.
EXPR
– –
-1,015
Closed -$145K
31 32
33
34 35

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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
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
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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.