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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
BATRK icon
626
Atlanta Braves Holdings Series B
BATRK
$3.21B
– –
-39,100
Closed -$892K
BF.B icon
627
Brown-Forman Class B
BF.B
$11.7B
– –
-7,187
Closed -$391K
BG icon
628
Bunge Global
BG
$23.7B
– –
-8,409
Closed -$622K
BLBD icon
629
Blue Bird Corp
BLBD
$2.47B
– –
-12,265
Closed -$291K
BMO icon
630
Bank of Montreal
BMO
$123B
– –
-3,978
Closed -$301K
BN icon
631
Brookfield
BN
$101B
– –
-19,518
Closed -$272K
BNS icon
632
Scotiabank
BNS
$105B
– –
-8,480
Closed -$523K
BOKF icon
633
BOK Financial
BOKF
$8.51B
– –
-4,965
Closed -$491K
BRFS
634
DELISTED
BRF SA
BRFS
– –
-12,686
Closed -$88K
BRO icon
635
Brown & Brown
BRO
$22.1B
– –
-49,706
Closed -$1.26M
BTI icon
636
British American Tobacco
BTI
$128B
– –
-15,125
Closed -$873K
BYD icon
637
Boyd Gaming
BYD
$6.41B
– –
-13,688
Closed -$436K
CAH icon
638
Cardinal Health
CAH
$52.3B
– –
-5,771
Closed -$362K
CAKE icon
639
Cheesecake Factory
CAKE
$4.18B
– –
-9,675
Closed -$467K
CASH icon
640
Pathward Financial
CASH
$1.71B
– –
-7,905
Closed -$288K
CDW icon
641
CDW
CDW
$16.6B
– –
-18,743
Closed -$1.32M
CIO
642
DELISTED
City Office REIT
CIO
– –
-15,470
Closed -$179K
CLX icon
643
Clorox
CLX
$11.3B
– –
-3,208
Closed -$427K
CM icon
644
Canadian Imperial Bank of Commerce
CM
$106B
– –
-6,732
Closed -$297K
CME icon
645
CME Group
CME
$91.6B
– –
-3,203
Closed -$518K
CNP icon
646
CenterPoint Energy
CNP
$28.8B
– –
-8,785
Closed -$241K
COLD icon
647
Americold
COLD
$4.06B
– –
-21,336
Closed -$407K
CSCO icon
648
Cisco
CSCO
$444B
– –
-35,922
Closed -$1.54M
CTRA
649
DELISTED
Coterra Energy
CTRA
– –
-45,522
Closed -$1.09M
CTSH icon
650
Cognizant
CTSH
$20.2B
– –
-3,253
Closed -$262K
24 25
26
27 28

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
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
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.