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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 | |
|---|---|---|---|---|---|---|
501
Evergy
EVRG
$20B
| – | – |
-29,286
| Closed | -$1.7M |
|
|
502
Exelon
EXC
$48.4B
| – | – |
-151,228
| Closed | -$5.41M |
|
503
First American
FAF
$7.03B
| – | – |
-12,413
| Closed | -$639K |
|
504
Diamondback Energy
FANG
$57.8B
| – | – |
-3,079
| Closed | -$313K |
|
505
First Industrial Realty Trust
FR
$8.79B
| – | – |
-43,968
| Closed | -$1.55M |
|
506
Fortive
FTV
$18.5B
| – | – |
-58,179
| Closed | -$3.08M |
|
507
Gilead Sciences
GILD
$162B
| – | – |
-14,465
| Closed | -$940K |
|
508
Gaming and Leisure Properties
GLPI
$12.6B
| – | – |
-17,054
| Closed | -$658K |
|
509
GameStop
GME
$9.58B
| – | – |
-69,436
| Closed | -$176K |
|
|
510
Alphabet (Google) Class A
GOOGL
$3.88T
| – | – |
-76,920
| Closed | -$4.53M |
|
511
W.W. Grainger
GWW
$64.6B
| – | – |
-4,242
| Closed | -$1.28M |
|
512
HEICO Corp Class A
HEI.A
$34.8B
| – | – |
-4,227
| Closed | -$355K |
|
513
Houlihan Lokey
HLI
$9.52B
| – | – |
-4,452
| Closed | -$204K |
|
514
Helix Energy Solutions
HLX
$1.43B
| – | – |
-14,198
| Closed | -$112K |
|
515
HUB Group
HUBG
$3.01B
| – | – |
-10,428
| Closed | -$213K |
|
516
Intel
INTC
$504B
| – | – |
-21,557
| Closed | -$1.16M |
|
517
Iovance Biotherapeutics
IOVA
$2.29B
| – | – |
-12,157
| Closed | -$116K |
|
518
IPG Photonics
IPGP
$4.09B
| – | – |
-1,463
| Closed | -$222K |
|
519
IQVIA
IQV
$34.6B
| – | – |
-5,747
| Closed | -$827K |
|
520
ITT
ITT
$17.5B
| – | – |
-21,794
| Closed | -$1.26M |
|
521
Invesco
IVZ
$13.2B
| – | – |
-33,121
| Closed | -$640K |
|
|
JBGS
522
JBG SMITH
JBGS
$844M
| – | – |
-25,647
| Closed | -$1.06M |
|
523
JPMorgan Chase
JPM
$930B
| – | – |
-5,176
| Closed | -$524K |
|
524
Kraft Heinz
KHC
$30.1B
| – | – |
-55,697
| Closed | -$1.82M |
|
525
Kohl's
KSS
$2.06B
| – | – |
-11,057
| Closed | -$760K |
|
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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.