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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
PRMW
426
DELISTED
Primo Water Corporation
PRMW
$161K 0.03%
12,076
-3,070
-20% -$43.1K
VRAY
427
DELISTED
ViewRay, Inc.
VRAY
$156K 0.03%
+17,675
New +$144K
BPFH
428
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$150K 0.03%
+12,452
New +$140K
HTBK
429
DELISTED
Heritage Commerce
HTBK
$141K 0.03%
+11,503
New +$141K
ZNGA
430
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$138K 0.03%
22,437
+10,536
+89% +$62.1K
RJET
431
Republic Airways Holdings
RJET
$765M
$133K 0.03%
+971
New +$134K
CNR
432
DELISTED
Cornerstone Building Brands, Inc.
CNR
$131K 0.02%
22,404
+10,828
+94% +$60.2K
LXRX icon
433
Lexicon Pharmaceuticals
LXRX
$1.02B
$130K 0.02%
20,648
+8,302
+67% +$49.7K
SGMO
434
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$126K 0.02%
+11,742
New +$125K
VIA
435
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$124K 0.02%
+2,215
New +$111K
PSEC icon
436
Prospect Capital
PSEC
$1.06B
$117K 0.02%
+17,895
New +$118K
RRC icon
437
Range Resources
RRC
$9.08B
$113K 0.02%
+16,180
New +$141K
ARAY icon
438
Accuray
ARAY
$28.3M
$110K 0.02%
28,367
+13,605
+92% +$55K
PVG
439
DELISTED
PRETIUM RESOURCES INC.
PVG
$110K 0.02%
+10,952
New +$93K
SBLK icon
440
Star Bulk Carriers
SBLK
$3.03B
$109K 0.02%
+11,259
New +$90.4K
CMBT
441
CMB.TECH NV
CMBT
$4.53B
$104K 0.02%
+11,002
New +$99.8K
CDR
442
DELISTED
Cedar Realty Trust, Inc
CDR
$102K 0.02%
5,853
+3,471
+146% +$69.4K
KDMN
443
DELISTED
Kadmon Holdings, Inc.
KDMN
$100K 0.02%
48,409
+25,524
+112% +$56.8K
CHMA
444
DELISTED
Chiasma, Inc. Common Stock
CHMA
$100K 0.02%
+13,386
New +$87.8K
FSM icon
445
Fortuna Silver Mines
FSM
$2.55B
$88K 0.02%
30,728
+14,795
+93% +$42.7K
IPI icon
446
Intrepid Potash
IPI
$463M
$86K 0.02%
2,556
+1,299
+103% +$45.3K
RIGL icon
447
Rigel Pharmaceuticals
RIGL
$681M
$83K 0.02%
3,169
+1,436
+83% +$32.4K
RIG icon
448
Transocean
RIG
$5.89B
$82K 0.02%
12,851
+1,930
+18% +$14.3K
OCSL icon
449
Oaktree Specialty Lending
OCSL
$1.02B
$81K 0.02%
+4,970
New +$80.3K
HIMX
450
Himax Technologies
HIMX
$2.31B
$80K 0.02%
+23,042
New +$76.1K
16 17
18
19 20

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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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.