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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 | |
|---|---|---|---|---|---|---|
201
State Street
STT
$50.6B
| $727K | 0.14% |
+12,976
| New | +$806K |
|
|
SAFM
202
DELISTED
Sanderson Farms Inc
SAFM
| $718K | 0.14% |
5,257
+3,581
| +214% | +$508K |
|
203
DexCom
DXCM
$27.2B
| $716K | 0.13% |
+19,104
| New | +$601K |
|
204
nVent Electric
NVT
$25.7B
| $710K | 0.13% |
+28,640
| New | +$738K |
|
205
W.R. Berkley
WRB
$27.2B
| $709K | 0.13% |
+24,190
| New | +$662K |
|
|
IBKC
206
DELISTED
IBERIABANK Corp
IBKC
| $709K | 0.13% |
9,351
-14,682
| -61% | -$1.12M |
|
|
INXN
207
DELISTED
Interxion Holding N.V.
INXN
| $709K | 0.13% |
9,315
+5,102
| +121% | +$364K |
|
208
AGNC Investment
AGNC
$12.3B
| $702K | 0.13% |
+41,723
| New | +$725K |
|
|
WNS
209
DELISTED
WNS Holdings
WNS
| $699K | 0.13% |
11,802
+6,646
| +129% | +$373K |
|
210
Assured Guaranty
AGO
$3.73B
| $698K | 0.13% |
+16,585
| New | +$731K |
|
211
Avantor
AVTR
$7.75B
| $698K | 0.13% |
+36,556
| New | +$651K |
|
|
WPX
212
DELISTED
WPX Energy, Inc.
WPX
| $678K | 0.13% |
58,931
+18,477
| +46% | +$230K |
|
213
Crocs
CROX
$6.58B
| $657K | 0.12% |
33,247
+15,644
| +89% | +$362K |
|
214
Boston Beer
SAM
$1.82B
| $655K | 0.12% |
+1,735
| New | +$549K |
|
215
Vale
VALE
$63.1B
| $654K | 0.12% |
+48,678
| New | +$624K |
|
216
Qiagen
QGEN
$8.55B
| $642K | 0.12% |
+14,935
| New | +$619K |
|
217
CF Industries
CF
$19.5B
| $640K | 0.12% |
+13,705
| New | +$595K |
|
|
GRA
218
DELISTED
W.R. Grace & Co.
GRA
| $626K | 0.12% |
8,220
+903
| +12% | +$67.6K |
|
219
Cushman & Wakefield Ltd
CWK
$2.92B
| $624K | 0.12% |
34,907
+22,216
| +175% | +$405K |
|
|
NATI
220
DELISTED
National Instruments Corp
NATI
| $620K | 0.12% |
+14,767
| New | +$630K |
|
|
JNPR
221
DELISTED
Juniper Networks
JNPR
| $600K | 0.11% |
22,532
-778
| -3% | -$20.8K |
|
222
Fair Isaac
FICO
$28B
| $594K | 0.11% |
+1,893
| New | +$549K |
|
|
WMGI
223
DELISTED
Wright Medical Group Inc
WMGI
| $588K | 0.11% |
+19,728
| New | +$602K |
|
|
LK
224
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $583K | 0.11% |
+29,927
| New | +$553K |
|
|
PACW
225
DELISTED
PacWest Bancorp
PACW
| $578K | 0.11% |
+14,882
| New | +$576K |
|
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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.