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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
SRC
826
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-16,133
Closed -$561K
CHS
827
DELISTED
Chicos FAS, Inc.
CHS
– –
-57,847
Closed -$523K
GHL
828
DELISTED
Greenhill & Co., Inc.
GHL
– –
-11,681
Closed -$216K
NATI
829
DELISTED
National Instruments Corp
NATI
– –
-4,251
Closed -$215K
KDNY
830
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
– –
-5,120
Closed -$238K
CS
831
DELISTED
Credit Suisse Group
CS
– –
-19,632
Closed -$330K
AQUA
832
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
– –
-26,556
Closed -$565K
ABB
833
DELISTED
ABB Ltd
ABB
– –
-13,922
Closed -$331K
SJR
834
DELISTED
Shaw Communications Inc.
SJR
– –
-27,160
Closed -$523K
UMPQ
835
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-92,684
Closed -$1.98M
LHCG
836
DELISTED
LHC Group LLC
LHCG
– –
-3,376
Closed -$208K
NUAN
837
DELISTED
Nuance Communications, Inc.
NUAN
– –
-29,990
Closed -$409K
SC
838
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-69,659
Closed -$1.14M
RDS.B
839
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
– –
-5,510
Closed -$361K
BMTC
840
DELISTED
Bryn Mawr Bank Corp
BMTC
– –
-8,407
Closed -$369K
CXP
841
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
– –
-33,107
Closed -$677K
RPAI
842
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-52,678
Closed -$614K
XEC
843
DELISTED
CIMAREX ENERGY CO
XEC
– –
-19,340
Closed -$1.81M
PRAH
844
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-4,791
Closed -$397K
GSUM
845
DELISTED
Gridsum Holding Inc.
GSUM
– –
-11,024
Closed -$90K
HUD
846
DELISTED
Hudson Ltd. Class A Common Shares
HUD
– –
-32,250
Closed -$513K
ADSW
847
DELISTED
Advanced Disposal Services Inc
ADSW
– –
-23,511
Closed -$524K
IMMU
848
DELISTED
Immunomedics Inc
IMMU
– –
-12,296
Closed -$180K
ONDK
849
DELISTED
On Deck Capital, Inc.
ONDK
– –
-25,879
Closed -$145K
ETFC
850
DELISTED
E*Trade Financial Corporation
ETFC
– –
-7,023
Closed -$389K
32 33
34
35 36

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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
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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.