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
ESI icon
276
Element Solutions
ESI
$9.33B
$429K 0.08%
41,491
+23,722
+134% +$250K
ISBC
277
DELISTED
Investors Bancorp, Inc.
ISBC
$429K 0.08%
38,475
-43,827
-53% -$497K
CSL icon
278
Carlisle Companies
CSL
$13.4B
$426K 0.08%
3,036
-2,424
-44% -$326K
STAY
279
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$425K 0.08%
25,172
+11,398
+83% +$201K
TRTX
280
TPG RE Finance Trust
TRTX
$657M
$423K 0.08%
+21,905
New +$429K
RPD icon
281
Rapid7
RPD
$639M
$422K 0.08%
+7,303
New +$384K
BRO icon
282
Brown & Brown
BRO
$22.3B
$421K 0.08%
+12,573
New +$399K
EDU icon
283
New Oriental
EDU
$7.85B
$421K 0.08%
+4,361
New +$390K
AAT
284
American Assets Trust
AAT
$1.49B
$416K 0.08%
8,837
+1,022
+13% +$47K
SRPT icon
285
Sarepta Therapeutics
SRPT
$1.68B
$412K 0.08%
+2,712
New +$330K
FSLR icon
286
First Solar
FSLR
$22.1B
$411K 0.08%
+6,260
New +$377K
ACAD icon
287
Acadia Pharmaceuticals
ACAD
$4.25B
$408K 0.08%
15,281
+6,134
+67% +$157K
ARRY
288
DELISTED
Array Biopharma Inc
ARRY
$405K 0.08%
+8,733
New +$245K
VTRS icon
289
Viatris
VTRS
$20.1B
$400K 0.08%
+20,997
New +$464K
CMP icon
290
Compass Minerals
CMP
$1.25B
$395K 0.07%
+7,194
New +$398K
CUZ icon
291
Cousins Properties
CUZ
$5.19B
$395K 0.07%
+10,930
New +$411K
GEF icon
292
Greif
GEF
$4.36B
$391K 0.07%
+11,997
New +$446K
KEYS icon
293
Keysight
KEYS
$55.6B
$391K 0.07%
+4,349
New +$369K
CLF icon
294
Cleveland-Cliffs
CLF
$6.25B
$389K 0.07%
36,480
+22,209
+156% +$219K
MSCI icon
295
MSCI
MSCI
$40.2B
$386K 0.07%
+1,616
New +$362K
GPN icon
296
Global Payments
GPN
$21.3B
$384K 0.07%
2,400
-14,303
-86% -$2.13M
QURE icon
297
uniQure
QURE
$2.71B
$378K 0.07%
+4,838
New +$308K
GWB
298
DELISTED
Great Western Bancorp, Inc.
GWB
$375K 0.07%
+10,504
New +$354K
TOL icon
299
Toll Brothers
TOL
$13.7B
$374K 0.07%
+10,213
New +$381K
COR icon
300
Cencora
COR
$59.4B
$370K 0.07%
+4,345
New +$344K
10 11
12
13 14

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.