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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
ELAN icon
176
Elanco Animal Health
ELAN
$12.3B
$858K 0.16%
+25,398
New +$825K
OSW icon
177
OneSpaWorld
OSW
$2.6B
$858K 0.16%
55,357
+24,941
+82% +$344K
CTLT
178
DELISTED
CATALENT, INC.
CTLT
$849K 0.16%
+15,666
New +$717K
VRNS icon
179
Varonis Systems
VRNS
$5.18B
$846K 0.16%
40,953
+22,644
+124% +$486K
TW icon
180
Tradeweb Markets
TW
$21.1B
$840K 0.16%
+19,167
New +$800K
CCK icon
181
Crown Holdings
CCK
$12.4B
$834K 0.16%
+13,644
New +$795K
FOLD
182
DELISTED
Amicus Therapeutics
FOLD
$830K 0.16%
66,532
+38,608
+138% +$490K
TS icon
183
Tenaris
TS
$29.1B
$828K 0.16%
31,454
+20,058
+176% +$536K
AMD icon
184
Advanced Micro Devices
AMD
$873B
$826K 0.16%
+27,183
New +$775K
MT icon
185
ArcelorMittal
MT
$49.8B
$820K 0.15%
+45,481
New +$858K
ADC icon
186
Agree Realty
ADC
$9.52B
$818K 0.15%
+12,775
New +$853K
KLAC icon
187
KLA
KLAC
$281B
$816K 0.15%
69,030
-56,500
-45% -$653K
LYFT icon
188
Lyft
LYFT
$5.3B
$804K 0.15%
+12,239
New +$736K
FL
189
DELISTED
Foot Locker
FL
$795K 0.15%
18,968
+5,207
+38% +$271K
PVH icon
190
PVH
PVH
$3.57B
$790K 0.15%
+8,349
New +$923K
NOW icon
191
ServiceNow
NOW
$96.2B
$784K 0.15%
14,270
-5,715
-29% -$300K
PRA
192
DELISTED
ProAssurance
PRA
$775K 0.15%
+21,454
New +$798K
PMT
193
PennyMac Mortgage Investment
PMT
$837M
$759K 0.14%
34,773
+24,926
+253% +$529K
KBH icon
194
KB Home
KBH
$3.39B
$758K 0.14%
29,463
+18,288
+164% +$471K
ALK icon
195
Alaska Air
ALK
$4.92B
$756K 0.14%
11,832
+7,347
+164% +$447K
BJ icon
196
BJs Wholesale Club
BJ
$11.6B
$755K 0.14%
+28,581
New +$760K
GPI icon
197
Group 1 Automotive
GPI
$3.86B
$748K 0.14%
9,139
+1,800
+25% +$135K
MC icon
198
Moelis & Co
MC
$4.86B
$738K 0.14%
21,126
+14,480
+218% +$524K
OPTU
199
Optimum Communications Inc
OPTU
$333M
$735K 0.14%
30,187
+19,454
+181% +$462K
MCY icon
200
Mercury Insurance
MCY
$5.8B
$731K 0.14%
11,696
+3,676
+46% +$205K
6 7
8
9 10

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.