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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
+5.93%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$531M
AUM Growth
+$127M
Cap. Flow
+$106M
Cap. Flow %
20.02%
Top 10 Hldgs %
11.04%
Holding
617
New
239
Increased
170
Reduced
51
Closed
157

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$5.16M
2
KO icon
Coca-Cola
KO
+$4.68M
3
KMB icon
Kimberly-Clark
KMB
+$4.52M
4
FIS icon
Fidelity National Information Services
FIS
+$3.87M
5
MKL icon
Markel Group
MKL
+$3.84M

Top Sells

Rank Stock Value
1
EXC icon
Exelon
EXC
+$5.41M
2
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$4.53M
3
PEP icon
PepsiCo
PEP
+$4.26M
4
CRM icon
Salesforce
CRM
+$3.58M
5
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$3.55M

Sector Composition

Rank Sector Weight
1 Financials 24.77%
2 Industrials 11.11%
3 Consumer Discretionary 10.11%
4 Real Estate 9.8%
5 Technology 9.28%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HST icon
226
Host Hotels & Resorts
HST
$16.4B
$575K 0.11%
+31,566
New +$595K
WD icon
227
Walker & Dunlop
WD
$1.61B
$572K 0.11%
+10,751
New +$569K
WDAY icon
228
Workday
WDAY
$31.6B
$571K 0.11%
+2,776
New +$561K
AGN
229
DELISTED
Allergan plc
AGN
$571K 0.11%
+3,412
New +$472K
ALLE icon
230
Allegion
ALLE
$13.3B
$566K 0.11%
+5,120
New +$512K
SMAR
231
DELISTED
Smartsheet Inc.
SMAR
$564K 0.11%
+11,652
New +$495K
CZR icon
232
Caesars Entertainment
CZR
$6.09B
$558K 0.11%
12,108
+7,653
+172% +$375K
SAGE
233
DELISTED
Sage Therapeutics
SAGE
$554K 0.1%
+3,028
New +$517K
BRSL
234
Brightstar Lottery PLC
BRSL
$1.9B
$548K 0.1%
42,260
+23,807
+129% +$324K
EVR icon
235
Evercore
EVR
$13B
$546K 0.1%
+6,170
New +$549K
GWPH
236
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$544K 0.1%
+3,158
New +$546K
JRVR icon
237
James River Group Holdings
JRVR
$209M
$543K 0.1%
+11,583
New +$504K
CVLT icon
238
Commault Systems
CVLT
$5.85B
$542K 0.1%
10,929
+78
+0.7% +$4.15K
WY icon
239
Weyerhaeuser
WY
$17B
$536K 0.1%
20,343
-12,753
-39% -$324K
AZPN
240
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$534K 0.1%
4,300
+1,960
+84% +$243K
EFOR
241
Everforth Inc
EFOR
$805M
$532K 0.1%
8,778
+4,994
+132% +$300K
MFA
242
MFA Financial
MFA
$921M
$527K 0.1%
18,344
-20,265
-52% -$591K
LHCG
243
DELISTED
LHC Group LLC
LHCG
$527K 0.1%
4,407
+2,250
+104% +$254K
BLMN icon
244
Bloomin' Brands
BLMN
$701M
$523K 0.1%
27,651
-1,936
-7% -$37.8K
OVV icon
245
Ovintiv
OVV
$17.3B
$518K 0.1%
20,208
+6,413
+46% +$200K
SAFE
246
Safehold
SAFE
$1.15B
$517K 0.1%
8,545
+4,641
+119% +$222K
BAX icon
247
Baxter International
BAX
$11.2B
$509K 0.1%
+6,214
New +$482K
DDS icon
248
Dillards
DDS
$8.76B
$507K 0.1%
+8,137
New +$523K
WMS icon
249
Advanced Drainage Systems
WMS
$10.8B
$504K 0.09%
+15,379
New +$444K
HCC icon
250
Warrior Met Coal
HCC
$4.28B
$503K 0.09%
+19,266
New +$549K
8 9
10
11 12

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
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Quantitative Systematic Strategies's Q2 2019 Portfolio in Review

As of Q2 2019, Quantitative Systematic Strategies held 617 positions worth $531M, up 31% from $404M the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Quantitative Systematic Strategies deployed $106M of net new capital in Q2 2019, opening 239 new positions and adding to 170 existing holdings. Its largest new stake was Coca-Cola: 95,492 shares worth $4.86M.

By sector, the portfolio is most concentrated in Financials at 25% of assets, down from 25% a quarter earlier, followed by Industrials and Consumer Discretionary.

On the sell side, the largest reduction was Honeywell, an estimated $3.36M trimmed.

  • Quantitative Systematic Strategies's largest Q2 2019 buy was Coca-Cola: 95,492 shares worth $4.86M.
  • Quantitative Systematic Strategies added most to Microsoft in Q2 2019, an estimated $5.16M increase.
  • Quantitative Systematic Strategies's biggest Q2 2019 reduction was Honeywell, cutting an estimated $3.36M.
  • Quantitative Systematic Strategies fully exited Exelon in Q2 2019, selling an estimated $5.41M.
  • Quantitative Systematic Strategies's ten largest holdings make up 11% of its $531M portfolio in Q2 2019.
  • Quantitative Systematic Strategies opened 239 new positions and closed 157 in Q2 2019.
  • Quantitative Systematic Strategies's portfolio value rose 31% quarter-over-quarter to $531M.

Based on Quantitative Systematic Strategies's 13F filing for Q2 2019, filed 25 Jul 2019.