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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
WP
51
DELISTED
Worldpay, Inc.
WP
$2.82M 0.53%
22,986
+6,677
+41% +$792K
SUI icon
52
Sun Communities
SUI
$14.7B
$2.78M 0.52%
21,718
+3,177
+17% +$394K
STL
53
DELISTED
Sterling Bancorp
STL
$2.73M 0.51%
128,372
+28,384
+28% +$583K
RTX icon
54
RTX Corp
RTX
$262B
$2.73M 0.51%
33,305
+2,304
+7% +$193K
SYF icon
55
Synchrony
SYF
$24.5B
$2.71M 0.51%
78,281
+13,712
+21% +$465K
MAS icon
56
Masco
MAS
$15.7B
$2.68M 0.5%
68,265
+50,235
+279% +$1.94M
COP icon
57
ConocoPhillips
COP
$145B
$2.65M 0.5%
+43,505
New +$2.71M
TSN icon
58
Tyson Foods
TSN
$20.1B
$2.64M 0.5%
32,680
+20,248
+163% +$1.56M
DIS icon
59
Walt Disney
DIS
$166B
$2.59M 0.49%
18,525
-6,065
-25% -$804K
TT icon
60
Trane Technologies
TT
$105B
$2.58M 0.49%
20,395
-1,624
-7% -$194K
AZN icon
61
AstraZeneca
AZN
$263B
$2.52M 0.48%
30,589
+26,697
+686% +$2.09M
EWBC icon
62
East-West Bancorp
EWBC
$18B
$2.52M 0.47%
53,872
+15,922
+42% +$763K
HDS
63
DELISTED
HD Supply Holdings, Inc.
HDS
$2.51M 0.47%
62,241
+14,933
+32% +$641K
ATH
64
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$2.47M 0.47%
57,441
+3,398
+6% +$147K
BABA icon
65
Alibaba
BABA
$279B
$2.41M 0.45%
14,220
+9,878
+227% +$1.7M
TSS
66
DELISTED
Total System Services, Inc.
TSS
$2.4M 0.45%
18,715
-17,627
-49% -$1.94M
FLIR
67
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$2.34M 0.44%
+43,331
New +$2.2M
TRU icon
68
TransUnion
TRU
$14.5B
$2.34M 0.44%
+31,862
New +$2.18M
LPT
69
DELISTED
Liberty Property Trust
LPT
$2.33M 0.44%
46,541
+13,814
+42% +$676K
MS icon
70
Morgan Stanley
MS
$343B
$2.31M 0.43%
52,679
-25,750
-33% -$1.15M
PG icon
71
Procter & Gamble
PG
$347B
$2.27M 0.43%
20,692
-3,276
-14% -$349K
META icon
72
Meta Platforms (Facebook)
META
$1.59T
$2.25M 0.42%
11,644
+7,888
+210% +$1.44M
LEN icon
73
Lennar Class A
LEN
$19.8B
$2.22M 0.42%
+47,272
New +$2.36M
AXS icon
74
AXIS Capital
AXS
$8.38B
$2.21M 0.42%
37,131
+10,419
+39% +$606K
NFLX icon
75
Netflix
NFLX
$285B
$2.17M 0.41%
59,140
+39,830
+206% +$1.44M
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
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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.