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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
(+31%)
Cap. Flow
+$106M
Cap. Flow
% of AUM
20.02%
Top 10 Holdings %
Top 10 Hldgs %
11.04%
Holding
617
New
239
Increased
170
Reduced
51
Closed
157
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$5.16M |
| 2 |
Coca-Cola
KO
|
+$4.68M |
| 3 |
Kimberly-Clark
KMB
|
+$4.52M |
| 4 |
Fidelity National Information Services
FIS
|
+$3.87M |
| 5 |
Markel Group
MKL
|
+$3.84M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Exelon
EXC
|
+$5.41M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
+$4.53M |
| 3 |
PepsiCo
PEP
|
+$4.26M |
| 4 |
Salesforce
CRM
|
+$3.58M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
476
BGC Group
BGC
$5.55B
| – | – |
-126,907
| Closed | -$674K |
|
477
BP
BP
$113B
| – | – |
-30,874
| Closed | -$1.33M |
|
|
478
Berkshire Hathaway Class B
BRK.B
$1.06T
| – | – |
-17,663
| Closed | -$3.55M |
|
479
Brixmor Property Group
BRX
$9.81B
| – | – |
-15,663
| Closed | -$288K |
|
480
Boston Properties
BXP
$10.8B
| – | – |
-4,471
| Closed | -$599K |
|
481
Conagra Brands
CAG
$6.88B
| – | – |
-10,563
| Closed | -$293K |
|
482
CDW
CDW
$16.6B
| – | – |
-2,164
| Closed | -$209K |
|
483
C.H. Robinson
CHRW
$24.2B
| – | – |
-10,002
| Closed | -$870K |
|
484
Colgate-Palmolive
CL
$72.1B
| – | – |
-8,655
| Closed | -$593K |
|
485
Cummins
CMI
$91.8B
| – | – |
-5,202
| Closed | -$821K |
|
486
Columbia Sportswear
COLM
$3.16B
| – | – |
-14,884
| Closed | -$1.55M |
|
|
487
Salesforce
CRM
$129B
| – | – |
-22,625
| Closed | -$3.58M |
|
488
CareTrust REIT
CTRE
$10B
| – | – |
-47,831
| Closed | -$1.12M |
|
489
Cognizant
CTSH
$20.3B
| – | – |
-20,688
| Closed | -$1.5M |
|
490
CubeSmart
CUBE
$9.29B
| – | – |
-58,300
| Closed | -$1.87M |
|
491
CVS Health
CVS
$136B
| – | – |
-4,481
| Closed | -$242K |
|
492
Chevron
CVX
$387B
| – | – |
-11,080
| Closed | -$1.36M |
|
493
DigitalBridge
DBRG
$2.93B
| – | – |
-2,898
| Closed | -$62K |
|
494
D.R. Horton
DHI
$39.9B
| – | – |
-21,604
| Closed | -$894K |
|
495
Darden Restaurants
DRI
$22.2B
| – | – |
-2,717
| Closed | -$330K |
|
|
DX
496
Dynex Capital
DX
$2.99B
| – | – |
-14,520
| Closed | -$265K |
|
497
Edison International
EIX
$30.6B
| – | – |
-5,911
| Closed | -$366K |
|
498
Estee Lauder
EL
$28.9B
| – | – |
-1,855
| Closed | -$307K |
|
499
Emerson Electric
EMR
$81.2B
| – | – |
-37,899
| Closed | -$2.6M |
|
500
Essent Group
ESNT
$5.94B
| – | – |
-26,435
| Closed | -$1.15M |
|
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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.