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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
V icon
1
Visa
V
$672B
$5.09M 0.93%
38,442
+13,255
+53% +$1.71M
CL icon
2
Colgate-Palmolive
CL
$73.3B
$4.75M 0.87%
73,301
+10,574
+17% +$692K
HIG icon
3
Hartford Financial Services
HIG
$38.6B
$4.38M 0.8%
85,595
+42,536
+99% +$2.23M
MDLZ icon
4
Mondelez International
MDLZ
$78.1B
$4.37M 0.8%
106,659
+40,346
+61% +$1.62M
ABT icon
5
Abbott
ABT
$175B
$4.21M 0.77%
68,958
+22,352
+48% +$1.36M
FIS icon
6
Fidelity National Information Services
FIS
$21B
$4.15M 0.76%
39,149
+22,622
+137% +$2.3M
ALL icon
7
Allstate
ALL
$64.8B
$4.11M 0.75%
44,976
+39,237
+684% +$3.73M
AMZN icon
8
Amazon
AMZN
$2.63T
$3.88M 0.71%
45,600
+20,960
+85% +$1.66M
PM icon
9
Philip Morris
PM
$303B
$3.74M 0.69%
46,371
+8,536
+23% +$724K
ELV icon
10
Elevance Health
ELV
$84.4B
$3.69M 0.68%
15,480
-1,298
-8% -$301K
BAC icon
11
Bank of America
BAC
$432B
$3.62M 0.66%
128,221
+105,214
+457% +$3.14M
WFC icon
12
Wells Fargo
WFC
$262B
$3.54M 0.65%
63,932
+451
+0.7% +$24.2K
H icon
13
Hyatt Hotels
H
$17.6B
$3.53M 0.65%
45,809
+19,418
+74% +$1.54M
MTB icon
14
M&T Bank
MTB
$36.3B
$3.43M 0.63%
20,162
+14,281
+243% +$2.56M
SWK icon
15
Stanley Black & Decker
SWK
$13.9B
$3.4M 0.62%
25,575
+11,966
+88% +$1.72M
SIVB
16
DELISTED
SVB Financial Group
SIVB
$3.38M 0.62%
11,707
+4,831
+70% +$1.42M
LEA icon
17
Lear
LEA
$7.2B
$3.37M 0.62%
18,126
+8,454
+87% +$1.65M
HON icon
18
Honeywell
HON
$73.8B
$3.31M 0.61%
25,469
+23,246
+1,046% +$3.09M
MSFT icon
19
Microsoft
MSFT
$2.9T
$3.31M 0.61%
33,536
+6,056
+22% +$587K
WCN
20
Waste Connections
WCN
$42.7B
$3.26M 0.6%
43,265
+29,482
+214% +$2.2M
ADP icon
21
Automatic Data Processing
ADP
$97.2B
$3.06M 0.56%
22,829
+4,827
+27% +$612K
AJG icon
22
Arthur J. Gallagher & Co
AJG
$62.3B
$3.05M 0.56%
46,680
+35,594
+321% +$2.41M
HIW icon
23
Highwoods Properties
HIW
$3.58B
$3.05M 0.56%
60,059
+31,876
+113% +$1.47M
NSC icon
24
Norfolk Southern
NSC
$74.3B
$3M 0.55%
19,898
+9,821
+97% +$1.44M
MRK icon
25
Merck
MRK
$315B
$2.98M 0.55%
51,386
+18,499
+56% +$1.04M
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.