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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
CMA
26
DELISTED
Comerica
CMA
$2.88M 0.53%
31,655
+21,589
+214% +$2.07M
ELS icon
27
Equity Lifestyle Properties
ELS
$12.7B
$2.77M 0.51%
+60,376
New +$2.7M
SPGI icon
28
S&P Global
SPGI
$127B
$2.76M 0.51%
13,553
+4,420
+48% +$873K
JPM icon
29
JPMorgan Chase
JPM
$926B
$2.69M 0.49%
+25,763
New +$2.83M
STL
30
DELISTED
Sterling Bancorp
STL
$2.67M 0.49%
113,398
+12,556
+12% +$299K
HLT icon
31
Hilton Worldwide
HLT
$73.8B
$2.66M 0.49%
+33,636
New +$2.74M
CIT
32
DELISTED
CIT Group Inc.
CIT
$2.64M 0.48%
+52,321
New +$2.73M
IBKC
33
DELISTED
IBERIABANK Corp
IBKC
$2.62M 0.48%
34,534
+4,208
+14% +$332K
ASML icon
34
ASML
ASML
$692B
$2.61M 0.48%
13,164
+7,478
+132% +$1.5M
BAX icon
35
Baxter International
BAX
$11.2B
$2.6M 0.48%
35,269
-6,799
-16% -$479K
RDS.A
36
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$2.6M 0.48%
37,561
+31,728
+544% +$2.2M
ASB icon
37
Associated Banc-Corp
ASB
$5.8B
$2.58M 0.47%
94,632
+58,817
+164% +$1.58M
DRE
38
DELISTED
Duke Realty Corp.
DRE
$2.56M 0.47%
88,280
+20,703
+31% +$571K
CPT icon
39
Camden Property Trust
CPT
$11.1B
$2.54M 0.47%
27,920
-2,435
-8% -$212K
KEY icon
40
KeyCorp
KEY
$24.9B
$2.54M 0.47%
+129,757
New +$2.59M
DD icon
41
DuPont de Nemours
DD
$18.9B
$2.48M 0.45%
14,853
+7,170
+93% +$1.2M
ICE icon
42
Intercontinental Exchange
ICE
$80.6B
$2.46M 0.45%
33,461
+23,336
+230% +$1.7M
AMP icon
43
Ameriprise Financial
AMP
$47.4B
$2.42M 0.44%
17,312
+13,957
+416% +$1.98M
UAL icon
44
United Airlines
UAL
$38.1B
$2.39M 0.44%
34,273
+19,388
+130% +$1.35M
RVTY icon
45
Revvity
RVTY
$12.3B
$2.36M 0.43%
32,278
+3,739
+13% +$280K
TMUS icon
46
T-Mobile US
TMUS
$207B
$2.35M 0.43%
39,330
+29,895
+317% +$1.77M
ATH
47
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$2.35M 0.43%
53,482
+42,935
+407% +$2.01M
META icon
48
Meta Platforms (Facebook)
META
$1.59T
$2.27M 0.42%
11,706
+5,068
+76% +$916K
REG icon
49
Regency Centers
REG
$15.1B
$2.27M 0.42%
36,627
+3,963
+12% +$233K
MA icon
50
Mastercard
MA
$470B
$2.24M 0.41%
11,419
+4,991
+78% +$938K
1
2
3 4 5

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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
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.