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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
RLJ icon
151
RLJ Lodging Trust
RLJ
$1.85B
$1.04M 0.2%
58,619
+24,273
+71% +$441K
BKNG icon
152
Booking.com
BKNG
$134B
$1.02M 0.19%
13,625
+5,825
+75% +$418K
AMED
153
DELISTED
Amedisys
AMED
$1M 0.19%
8,272
+6,645
+408% +$789K
VICI icon
154
VICI Properties
VICI
$29.1B
$1M 0.19%
45,497
-39,553
-47% -$883K
ELV icon
155
Elevance Health
ELV
$82.5B
$995K 0.19%
3,524
-2,745
-44% -$750K
LYV icon
156
Live Nation Entertainment
LYV
$41.3B
$995K 0.19%
15,017
+4,714
+46% +$303K
BPMC
157
DELISTED
Blueprint Medicines
BPMC
$994K 0.19%
+10,541
New +$870K
FISV
158
Fiserv Inc
FISV
$26.5B
$990K 0.19%
10,856
-3,468
-24% -$304K
H icon
159
Hyatt Hotels
H
$17.3B
$977K 0.18%
12,827
+3,145
+32% +$237K
CHTR icon
160
Charter Communications
CHTR
$15.7B
$973K 0.18%
2,461
+1,875
+320% +$703K
BIO icon
161
Bio-Rad Laboratories Class A
BIO
$8.32B
$967K 0.18%
3,093
+2,149
+228% +$643K
COLD icon
162
Americold
COLD
$4.15B
$959K 0.18%
+29,578
New +$937K
ATO icon
163
Atmos Energy
ATO
$29.9B
$935K 0.18%
8,857
-18,285
-67% -$1.87M
LULU icon
164
lululemon athletica
LULU
$12.6B
$935K 0.18%
+5,188
New +$901K
GM icon
165
General Motors
GM
$71.9B
$930K 0.18%
24,125
+17,309
+254% +$649K
LVS icon
166
Las Vegas Sands
LVS
$30.2B
$916K 0.17%
15,508
-4,612
-23% -$286K
NRG icon
167
NRG Energy
NRG
$29.5B
$916K 0.17%
+26,074
New +$983K
IBOC icon
168
International Bancshares
IBOC
$4.67B
$903K 0.17%
23,951
+14,785
+161% +$580K
ARCC icon
169
Ares Capital
ARCC
$13.4B
$890K 0.17%
+49,612
New +$878K
CPRI icon
170
Capri Holdings
CPRI
$1.8B
$884K 0.17%
25,490
+10,808
+74% +$440K
EPRT icon
171
Essential Properties Realty Trust
EPRT
$7.03B
$882K 0.17%
44,002
-5,257
-11% -$107K
FUL icon
172
H.B. Fuller
FUL
$2.96B
$875K 0.16%
+18,858
New +$869K
CSGP icon
173
CoStar Group
CSGP
$11.2B
$872K 0.16%
+15,740
New +$804K
MPC icon
174
Marathon Petroleum
MPC
$93.1B
$871K 0.16%
15,589
+10,750
+222% +$588K
FLEX icon
175
Flex
FLEX
$47.7B
$866K 0.16%
+120,109
New +$924K
5 6
7
8 9

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.