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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
AXAS
601
DELISTED
Abraxas Petroleum Corp
AXAS
– –
-2,098
Closed -$52K
ONDK
602
DELISTED
On Deck Capital, Inc.
ONDK
– –
-33,828
Closed -$183K
CSFL
603
DELISTED
CenterState Bank Corporation Common Stock
CSFL
– –
-8,945
Closed -$213K
AMR
604
DELISTED
Alta Mesa Resources Inc
AMR
– –
-11,157
Closed -$3K
CHSP
605
DELISTED
Chesapeake Lodging Trust
CHSP
– –
-23,316
Closed -$648K
APC
606
DELISTED
Anadarko Petroleum
APC
– –
-14,970
Closed -$681K
BMS
607
DELISTED
Bemis
BMS
– –
-5,838
Closed -$324K
GNCA
608
DELISTED
Genocea Biosciences, Inc.
GNCA
– –
-2,420
Closed -$11K
ULTI
609
DELISTED
Ultimate Software Group Inc
ULTI
– –
-1,547
Closed -$511K
IDTI
610
DELISTED
Integrated Device Technology I
IDTI
– –
-11,192
Closed -$548K
SBNY
611
DELISTED
Signature Bank
SBNY
– –
-5,621
Closed -$720K
CY
612
DELISTED
Cypress Semiconductor
CY
– –
-54,320
Closed -$810K
TRCO
613
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
– –
-4,389
Closed -$203K
RHT
614
DELISTED
Red Hat Inc
RHT
– –
-1,374
Closed -$251K
TCF
615
DELISTED
TCF Financial Corporation
TCF
– –
-34,167
Closed -$707K
21 22 23 24
25

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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
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.