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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
TVTX icon
576
Travere Therapeutics
TVTX
$5.27B
– –
-9,911
Closed -$224K
TWLO icon
577
Twilio
TWLO
$28.1B
– –
-2,974
Closed -$384K
TWO
578
Two Harbors Investment
TWO
$1.27B
– –
-17,345
Closed -$939K
UA icon
579
Under Armour Class C
UA
$2.81B
– –
-31,793
Closed -$600K
VEON icon
580
VEON
VEON
$3.6B
– –
-409
Closed -$21K
VRSK icon
581
Verisk Analytics
VRSK
$25.3B
– –
-10,350
Closed -$1.38M
VST icon
582
Vistra
VST
$57B
– –
-34,604
Closed -$901K
WLK icon
583
Westlake Corp
WLK
$9.64B
– –
-4,729
Closed -$321K
WMB icon
584
Williams Companies
WMB
$92B
– –
-21,491
Closed -$617K
WM icon
585
Waste Management
WM
$95.3B
– –
-2,660
Closed -$276K
WMT icon
586
Walmart Inc
WMT
$863B
– –
-38,079
Closed -$1.24M
WYNN icon
587
Wynn Resorts
WYNN
$10B
– –
-1,951
Closed -$233K
YUM icon
588
Yum! Brands
YUM
$40.6B
– –
-13,318
Closed -$1.33M
ONIT
589
Onity Group
ONIT
$327M
– –
-826
Closed -$23K
AAMI
590
Acadian Asset Management
AAMI
$2.86B
– –
-30,483
Closed -$413K
BERY
591
DELISTED
Berry Global Group, Inc.
BERY
– –
-4,469
Closed -$221K
AY
592
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
– –
-10,643
Closed -$207K
SAVE
593
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-4,164
Closed -$220K
EGIO
594
DELISTED
Edgio, Inc. Common Stock
EGIO
– –
-368
Closed -$48K
SJR
595
DELISTED
Shaw Communications Inc.
SJR
– –
-30,670
Closed -$639K
ZEN
596
DELISTED
ZENDESK INC
ZEN
– –
-13,471
Closed -$1.15M
KSU
597
DELISTED
Kansas City Southern
KSU
– –
-2,780
Closed -$322K
CLDR
598
DELISTED
Cloudera, Inc.
CLDR
– –
-15,625
Closed -$171K
MIK
599
DELISTED
Michaels Stores, Inc
MIK
– –
-13,946
Closed -$159K
PS
600
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
– –
-7,787
Closed -$247K
21 22 23
24
25

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TMNFIC
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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.