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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
(+31%)
Cap. Flow
+$106M
Cap. Flow
% of AUM
20.02%
Top 10 Holdings %
Top 10 Hldgs %
11.04%
Holding
617
New
239
Increased
170
Reduced
51
Closed
157
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$5.16M |
| 2 |
Coca-Cola
KO
|
+$4.68M |
| 3 |
Kimberly-Clark
KMB
|
+$4.52M |
| 4 |
Fidelity National Information Services
FIS
|
+$3.87M |
| 5 |
Markel Group
MKL
|
+$3.84M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Exelon
EXC
|
+$5.41M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
+$4.53M |
| 3 |
PepsiCo
PEP
|
+$4.26M |
| 4 |
Salesforce
CRM
|
+$3.58M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
KRA
326
DELISTED
Kraton Corporation
KRA
| $313K | 0.06% |
+10,078
| New | +$305K |
|
|
HZNP
327
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $312K | 0.06% |
+12,970
| New | +$329K |
|
|
OPLN
328
Openlane
OPLN
$4.13B
| $309K | 0.06% |
+12,379
| New | +$267K |
|
|
GTLS
329
DELISTED
Chart Industries
GTLS
| $299K | 0.06% |
+3,883
| New | +$319K |
|
330
Webster Financial
WBS
$12.2B
| $297K | 0.06% |
+6,207
| New | +$309K |
|
331
Norwegian Cruise Line
NCLH
$8.59B
| $295K | 0.06% |
+5,505
| New | +$306K |
|
332
The GEO Group
GEO
$4.15B
| $294K | 0.06% |
+14,015
| New | +$296K |
|
333
Boot Barn
BOOT
$4.48B
| $291K | 0.05% |
8,158
+1,050
| +15% | +$31.6K |
|
334
Woodward
WWD
$24.5B
| $291K | 0.05% |
+2,569
| New | +$275K |
|
335
Morningstar
MORN
$6.37B
| $290K | 0.05% |
+2,002
| New | +$276K |
|
|
CPLG
336
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
| $290K | 0.05% |
23,411
+7,797
| +50% | +$98.7K |
|
337
Under Armour
UAA
$2.87B
| $289K | 0.05% |
+11,403
| New | +$267K |
|
338
FedEx
FDX
$74.7B
| $288K | 0.05% |
+1,754
| New | +$307K |
|
|
LLL
339
DELISTED
L3 Technologies, Inc.
LLL
| $288K | 0.05% |
+1,176
| New | +$275K |
|
340
ZTO Express
ZTO
$18.3B
| $287K | 0.05% |
14,994
-857
| -5% | -$16.1K |
|
|
ALXN
341
DELISTED
Alexion Pharmaceuticals
ALXN
| $287K | 0.05% |
+2,192
| New | +$283K |
|
|
PPLI
342
People Inc
PPLI
$3.14B
| $284K | 0.05% |
+7,296
| New | +$291K |
|
343
Chord Energy
CHRD
$7.82B
| $277K | 0.05% |
+48,771
| New | +$277K |
|
|
PPL
344
PPL Corp
PPL
$27.3B
| $275K | 0.05% |
+8,878
| New | +$275K |
|
|
P
345
Everpure Inc
P
$25B
| $275K | 0.05% |
+18,010
| New | +$352K |
|
346
Diodes
DIOD
$4.26B
| $274K | 0.05% |
+7,531
| New | +$266K |
|
347
Ecolab
ECL
$74.1B
| $274K | 0.05% |
+1,388
| New | +$258K |
|
348
Equity Residential
EQR
$25.6B
| $272K | 0.05% |
+3,587
| New | +$274K |
|
349
Helmerich & Payne
HP
$3.5B
| $272K | 0.05% |
+5,369
| New | +$296K |
|
350
Preferred Bank
PFBC
$1.2B
| $271K | 0.05% |
+5,735
| New | +$269K |
|
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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.