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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
AMP icon
101
Ameriprise Financial
AMP
$47.4B
$1.76M 0.33%
12,149
+7,151
+143% +$1.03M
SLB icon
102
SLB Ltd
SLB
$71.3B
$1.71M 0.32%
43,063
+37,994
+750% +$1.53M
BG icon
103
Bunge Global
BG
$24B
$1.7M 0.32%
30,427
+23,562
+343% +$1.26M
SU icon
104
Suncor Energy
SU
$76.4B
$1.7M 0.32%
54,404
+30,060
+123% +$962K
RPAI
105
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$1.68M 0.32%
142,732
+34,385
+32% +$421K
RACE icon
106
Ferrari
RACE
$65.4B
$1.68M 0.32%
10,377
+5,171
+99% +$744K
Y
107
DELISTED
Alleghany Corp
Y
$1.66M 0.31%
+2,436
New +$1.61M
PARA
108
DELISTED
Paramount Global Class B
PARA
$1.63M 0.31%
32,746
+28,061
+599% +$1.39M
HUM icon
109
Humana
HUM
$47.7B
$1.63M 0.31%
+6,141
New +$1.56M
CNA icon
110
CNA Financial
CNA
$14B
$1.62M 0.31%
+34,477
New +$1.57M
VMW
111
DELISTED
VMware, Inc
VMW
$1.61M 0.3%
9,635
+2,761
+40% +$517K
LMT icon
112
Lockheed Martin
LMT
$119B
$1.61M 0.3%
+4,422
New +$1.48M
CELG
113
DELISTED
Celgene Corp
CELG
$1.58M 0.3%
+17,139
New +$1.63M
LSI
114
DELISTED
Life Storage, Inc.
LSI
$1.56M 0.29%
+24,696
New +$1.59M
AVGO icon
115
Broadcom
AVGO
$1.89T
$1.55M 0.29%
53,870
+39,650
+279% +$1.16M
BFAM icon
116
Bright Horizons
BFAM
$3.79B
$1.53M 0.29%
10,126
+4,649
+85% +$623K
USFD icon
117
US Foods
USFD
$21.2B
$1.53M 0.29%
42,742
+35,327
+476% +$1.28M
ALSN icon
118
Allison Transmission
ALSN
$9.87B
$1.5M 0.28%
+32,300
New +$1.46M
MCK icon
119
McKesson
MCK
$95.3B
$1.47M 0.28%
+10,944
New +$1.36M
PII icon
120
Polaris
PII
$4.22B
$1.39M 0.26%
+15,274
New +$1.39M
ZWS icon
121
Zurn Elkay Water Solutions
ZWS
$7.92B
$1.39M 0.26%
95,176
+66,166
+228% +$890K
JACK icon
122
Jack in the Box
JACK
$272M
$1.38M 0.26%
17,000
+866
+5% +$70K
KRC icon
123
Kilroy Realty
KRC
$4.49B
$1.38M 0.26%
18,649
+10,031
+116% +$763K
WEX icon
124
WEX
WEX
$5.4B
$1.35M 0.25%
+6,494
New +$1.31M
XRAY icon
125
Dentsply Sirona
XRAY
$2.66B
$1.32M 0.25%
+22,708
New +$1.22M
3 4
5
6 7

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
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.