We are live on
!
Find out more
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
(+16%)
Cap. Flow
+$63.3M
Cap. Flow
% of AUM
11.62%
Top 10 Holdings %
Top 10 Hldgs %
7.77%
Holding
883
New
272
Increased
191
Reduced
143
Closed
277
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Allstate
ALL
|
+$3.73M |
| 2 |
Bank of America
BAC
|
+$3.14M |
| 3 |
Honeywell
HON
|
+$3.09M |
| 4 |
JPMorgan Chase
JPM
|
+$2.83M |
| 5 |
Hilton Worldwide
HLT
|
+$2.74M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PepsiCo
PEP
|
+$3.15M |
| 2 |
Parker-Hannifin
PH
|
+$3M |
| 3 |
Annaly Capital Management
NLY
|
+$2.71M |
| 4 |
Home Depot
HD
|
+$2.21M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
SNBR
776
DELISTED
Sleep Number
SNBR
| – | – |
-16,543
| Closed | -$581K |
|
777
Smith & Nephew
SNN
$12.6B
| – | – |
-9,389
| Closed | -$358K |
|
|
SOHU
778
Sohu.com
SOHU
$336M
| – | – |
-7,085
| Closed | -$219K |
|
779
SPX Corp
SPXC
$11B
| – | – |
-6,584
| Closed | -$214K |
|
780
State Street
STT
$50.9B
| – | – |
-3,452
| Closed | -$344K |
|
781
Synchrony
SYF
$23.7B
| – | – |
-16,572
| Closed | -$556K |
|
782
Sysco
SYY
$39.3B
| – | – |
-4,548
| Closed | -$273K |
|
783
TriCo Bancshares
TCBK
$1.9B
| – | – |
-21,658
| Closed | -$806K |
|
784
Toronto Dominion Bank
TD
$200B
| – | – |
-8,645
| Closed | -$491K |
|
785
Teledyne Technologies
TDY
$30.1B
| – | – |
-2,437
| Closed | -$456K |
|
786
Transportadora de Gas del Sur
TGS
$4.74B
| – | – |
-11,307
| Closed | -$221K |
|
787
Hanover Insurance
THG
$7.45B
| – | – |
-3,118
| Closed | -$368K |
|
788
Thor Industries
THO
$4.04B
| – | – |
-2,736
| Closed | -$315K |
|
|
THS
789
DELISTED
Treehouse Foods
THS
| – | – |
-5,602
| Closed | -$214K |
|
790
TIM SA
TIMB
$10.5B
| – | – |
-16,756
| Closed | -$363K |
|
791
Toyota
TM
$213B
| – | – |
-4,533
| Closed | -$591K |
|
|
TPH
792
DELISTED
Tri Pointe Homes
TPH
| – | – |
-17,694
| Closed | -$291K |
|
|
TRUE
793
DELISTED
TrueCar
TRUE
| – | – |
-32,165
| Closed | -$304K |
|
794
Travelers Companies
TRV
$77.6B
| – | – |
-1,790
| Closed | -$249K |
|
795
Tractor Supply
TSCO
$15.4B
| – | – |
-59,675
| Closed | -$752K |
|
796
Travere Therapeutics
TVTX
$5.23B
| – | – |
-10,974
| Closed | -$245K |
|
797
UBS Group
UBS
$173B
| – | – |
-18,164
| Closed | -$321K |
|
798
UDR
UDR
$12.8B
| – | – |
-44,894
| Closed | -$1.6M |
|
799
UGI
UGI
$7.9B
| – | – |
-8,986
| Closed | -$399K |
|
800
Unilever
UL
$133B
| – | – |
-13,559
| Closed | -$848K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.