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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
VOYA icon
26
Voya Financial
VOYA
$8.93B
$4.32M 0.81%
78,025
+29,213
+60% +$1.57M
MKL icon
27
Markel Group
MKL
$24.3B
$4.23M 0.8%
3,881
+3,669
+1,731% +$3.84M
ETR icon
28
Entergy
ETR
$53.6B
$4.21M 0.79%
81,724
-24,604
-23% -$1.2M
FIS icon
29
Fidelity National Information Services
FIS
$21B
$4.05M 0.76%
+32,987
New +$3.87M
DOC icon
30
Healthpeak Properties
DOC
$15.3B
$3.94M 0.74%
123,256
+27,097
+28% +$842K
DISCK
31
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$3.85M 0.73%
+135,516
New +$3.68M
NSC icon
32
Norfolk Southern
NSC
$74.3B
$3.84M 0.72%
19,282
+4,134
+27% +$820K
WTFC icon
33
Wintrust Financial
WTFC
$10.7B
$3.77M 0.71%
51,518
+10,165
+25% +$743K
COF icon
34
Capital One
COF
$124B
$3.57M 0.67%
39,332
+4,856
+14% +$434K
NVS icon
35
Novartis
NVS
$292B
$3.5M 0.66%
+38,390
New +$3.25M
HR icon
36
Healthcare Realty
HR
$7.37B
$3.47M 0.65%
126,498
+32,114
+34% +$904K
AFG icon
37
American Financial Group
AFG
$11.7B
$3.44M 0.65%
33,622
+12,066
+56% +$1.21M
PGR icon
38
Progressive
PGR
$119B
$3.44M 0.65%
43,075
+24,975
+138% +$1.93M
ED icon
39
Consolidated Edison
ED
$41.3B
$3.42M 0.64%
+38,997
New +$3.36M
CMS icon
40
CMS Energy
CMS
$22.9B
$3.36M 0.63%
+58,058
New +$3.26M
CNP icon
41
CenterPoint Energy
CNP
$28.6B
$3.3M 0.62%
115,276
+8,728
+8% +$260K
MDT icon
42
Medtronic
MDT
$105B
$3.29M 0.62%
+33,834
New +$3.09M
AIZ icon
43
Assurant
AIZ
$13.5B
$3.29M 0.62%
30,962
+3,640
+13% +$360K
ETN icon
44
Eaton
ETN
$158B
$3.18M 0.6%
38,160
+5,347
+16% +$433K
CAT icon
45
Caterpillar
CAT
$410B
$3.11M 0.59%
22,808
+688
+3% +$90.9K
ACC
46
DELISTED
American Campus Communities, Inc.
ACC
$3.1M 0.58%
67,229
+3,176
+5% +$149K
MCD icon
47
McDonald's
MCD
$187B
$3.02M 0.57%
14,559
+13,086
+888% +$2.59M
CFG icon
48
Citizens Financial Group
CFG
$30.6B
$3.01M 0.57%
85,135
+4,202
+5% +$146K
POR icon
49
Portland General Electric
POR
$6.12B
$2.92M 0.55%
53,998
+47,843
+777% +$2.53M
HON icon
50
Honeywell
HON
$73.8B
$2.86M 0.54%
17,388
-21,132
-55% -$3.36M
1
2
3 4 5

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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
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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.