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
+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
ESGR
76
DELISTED
Enstar Group
ESGR
$2.16M 0.41%
12,376
+8,709
+237% +$1.51M
PEG icon
77
Public Service Enterprise Group
PEG
$39.7B
$2.14M 0.4%
+36,419
New +$2.17M
ABT icon
78
Abbott
ABT
$175B
$2.14M 0.4%
25,405
+2,380
+10% +$187K
TKR icon
79
Timken Company
TKR
$9.84B
$2.13M 0.4%
41,455
+7,490
+22% +$358K
LNT icon
80
Alliant Energy
LNT
$19.1B
$2.12M 0.4%
43,186
-43,584
-50% -$2.08M
TMUS icon
81
T-Mobile US
TMUS
$207B
$2.1M 0.4%
28,389
-22,099
-44% -$1.64M
GPK icon
82
Graphic Packaging
GPK
$3.29B
$2.08M 0.39%
148,972
+41,251
+38% +$553K
VMC icon
83
Vulcan Materials
VMC
$36B
$2.07M 0.39%
15,088
+6,475
+75% +$826K
FDC
84
DELISTED
First Data Corporation
FDC
$2.06M 0.39%
76,159
+42,413
+126% +$1.1M
RJF icon
85
Raymond James Financial
RJF
$32.7B
$2.06M 0.39%
36,570
+23,620
+182% +$1.35M
MDU icon
86
MDU Resources
MDU
$4.41B
$2.03M 0.38%
+206,612
New +$2.01M
WAL icon
87
Western Alliance Bancorporation
WAL
$9.11B
$2.02M 0.38%
45,223
+84
+0.2% +$3.75K
NXPI icon
88
NXP Semiconductors
NXPI
$70.4B
$2M 0.38%
20,458
+17,453
+581% +$1.69M
BMY icon
89
Bristol-Myers Squibb
BMY
$124B
$1.98M 0.37%
43,619
+23,844
+121% +$1.11M
NOC icon
90
Northrop Grumman
NOC
$74.6B
$1.96M 0.37%
+6,068
New +$1.81M
AIG icon
91
American International
AIG
$41.5B
$1.95M 0.37%
+36,569
New +$1.82M
FLS icon
92
Flowserve
FLS
$8.77B
$1.9M 0.36%
+36,133
New +$1.77M
DAL icon
93
Delta Air Lines
DAL
$54.9B
$1.9M 0.36%
33,516
+29,070
+654% +$1.63M
DEI icon
94
Douglas Emmett
DEI
$2.02B
$1.89M 0.36%
47,307
+1,433
+3% +$58.7K
DLTR icon
95
Dollar Tree
DLTR
$23.5B
$1.84M 0.35%
17,147
+7,641
+80% +$804K
BSX icon
96
Boston Scientific
BSX
$63.9B
$1.83M 0.35%
42,623
+63
+0.1% +$2.42K
URI icon
97
United Rentals
URI
$64.8B
$1.83M 0.34%
13,772
+11,466
+497% +$1.46M
INTU icon
98
Intuit
INTU
$77.8B
$1.82M 0.34%
6,982
-2,080
-23% -$529K
DXC icon
99
DXC Technology
DXC
$1.53B
$1.82M 0.34%
+32,921
New +$1.9M
WTW icon
100
Willis Towers Watson
WTW
$27.1B
$1.77M 0.33%
9,238
-4,328
-32% -$784K
2 3
4
5 6

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 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.