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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
AVNT icon
126
Avient
AVNT
$3.34B
$1.31M 0.25%
41,900
+20,893
+99% +$585K
CADE
127
DELISTED
Cadence Bancorporation
CADE
$1.31M 0.25%
63,205
-1,598
-2% -$32.9K
BBL
128
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$1.29M 0.24%
25,327
+8,685
+52% +$415K
QTS
129
DELISTED
QTS REALTY TRUST, INC.
QTS
$1.28M 0.24%
27,667
+3,547
+15% +$162K
VOD icon
130
Vodafone
VOD
$35.7B
$1.27M 0.24%
78,102
+33,311
+74% +$573K
EQH icon
131
Equitable Holdings
EQH
$13B
$1.24M 0.23%
+59,397
New +$1.28M
HPP
132
Hudson Pacific Properties
HPP
$807M
$1.23M 0.23%
5,270
+309
+6% +$74.2K
BWA icon
133
BorgWarner
BWA
$13.1B
$1.23M 0.23%
33,155
+5,609
+20% +$199K
INCY icon
134
Incyte
INCY
$23.4B
$1.21M 0.23%
14,259
+11,588
+434% +$930K
REXR icon
135
Rexford Industrial Realty
REXR
$8.21B
$1.2M 0.23%
29,599
-2,926
-9% -$111K
INFO
136
DELISTED
IHS Markit Ltd. Common Shares
INFO
$1.19M 0.22%
+18,691
New +$1.07M
FSK icon
137
FS KKR Capital
FSK
$2.95B
$1.18M 0.22%
49,597
+9,048
+22% +$222K
RP
138
DELISTED
RealPage, Inc.
RP
$1.18M 0.22%
20,068
+8,716
+77% +$528K
WRI
139
DELISTED
Weingarten Realty Investors
WRI
$1.15M 0.22%
+41,745
New +$1.2M
SRC
140
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$1.14M 0.21%
+26,671
New +$1.13M
STM icon
141
STMicroelectronics
STM
$49.2B
$1.14M 0.21%
+64,474
New +$1.09M
DAN icon
142
Dana Inc
DAN
$2.98B
$1.13M 0.21%
56,529
+11,326
+25% +$202K
UMPQ
143
DELISTED
Umpqua Holdings Corp
UMPQ
$1.13M 0.21%
+67,943
New +$1.15M
KEY icon
144
KeyCorp
KEY
$24.3B
$1.12M 0.21%
+62,988
New +$1.07M
VLO icon
145
Valero Energy
VLO
$93.1B
$1.1M 0.21%
+12,818
New +$1.06M
MSGS icon
146
Madison Square Garden
MSGS
$9.58B
$1.08M 0.2%
5,402
+1,164
+27% +$248K
ETFC
147
DELISTED
E*Trade Financial Corporation
ETFC
$1.08M 0.2%
24,121
-2,122
-8% -$101K
CRL icon
148
Charles River Laboratories
CRL
$11B
$1.07M 0.2%
+7,539
New +$1.02M
MU icon
149
Micron Technology
MU
$1.12T
$1.06M 0.2%
+27,598
New +$1.05M
CDNS icon
150
Cadence Design Systems
CDNS
$92.3B
$1.05M 0.2%
14,872
-1,193
-7% -$79.8K
4 5
6
7 8

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CCM
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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
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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.