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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
PXD
301
DELISTED
Pioneer Natural Resource Co.
PXD
$368K 0.07%
2,395
+273
+13% +$41.9K
DHR icon
302
Danaher
DHR
$135B
$367K 0.07%
+2,897
New +$343K
PRAH
303
DELISTED
PRA Health Sciences, Inc.
PRAH
$366K 0.07%
+3,688
New +$352K
CNMD icon
304
CONMED
CNMD
$1.24B
$359K 0.07%
+4,201
New +$345K
PLAN
305
DELISTED
Anaplan, Inc.
PLAN
$358K 0.07%
+7,100
New +$294K
PTC icon
306
PTC
PTC
$13.1B
$354K 0.07%
3,942
-2,469
-39% -$221K
SMTA
307
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$353K 0.07%
42,272
+19,244
+84% +$142K
EA icon
308
Electronic Arts
EA
$52.4B
$348K 0.07%
+3,440
New +$328K
BIG
309
DELISTED
Big Lots, Inc.
BIG
$345K 0.07%
+12,068
New +$403K
DATA
310
DELISTED
Tableau Software, Inc.
DATA
$345K 0.07%
+2,076
New +$273K
XNCR icon
311
Xencor
XNCR
$1.45B
$344K 0.06%
+8,403
New +$276K
OEC icon
312
Orion
OEC
$387M
$343K 0.06%
+16,040
New +$317K
AGS
313
DELISTED
PlayAGS
AGS
$336K 0.06%
17,284
+7,195
+71% +$155K
WEN icon
314
Wendy's
WEN
$1.37B
$336K 0.06%
+17,150
New +$323K
RMAX icon
315
RE/MAX Holdings
RMAX
$197M
$334K 0.06%
10,848
+5,218
+93% +$188K
ESRT icon
316
Empire State Realty Trust
ESRT
$941M
$330K 0.06%
22,305
-64,435
-74% -$997K
G icon
317
Genpact
G
$5.15B
$328K 0.06%
8,599
-6,845
-44% -$249K
MDB icon
318
MongoDB
MDB
$24.1B
$327K 0.06%
+2,151
New +$312K
NOK icon
319
Nokia
NOK
$54.3B
$327K 0.06%
+65,342
New +$344K
DGX icon
320
Quest Diagnostics
DGX
$25.2B
$322K 0.06%
+3,158
New +$303K
ILMN icon
321
Illumina
ILMN
$29.8B
$321K 0.06%
+896
New +$283K
AVLR
322
DELISTED
Avalara, Inc.
AVLR
$321K 0.06%
+4,443
New +$287K
CW icon
323
Curtiss-Wright
CW
$27.7B
$320K 0.06%
+2,514
New +$290K
CNOB icon
324
Center Bancorp
CNOB
$1.58B
$319K 0.06%
+14,056
New +$303K
AON icon
325
Aon
AON
$76B
$315K 0.06%
1,633
+445
+37% +$80.6K
11 12
13
14 15

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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.