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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 | |
|---|---|---|---|---|---|---|
526
Lazard
LAZ
$4.24B
| – | – |
-26,629
| Closed | -$962K |
|
527
Leggett & Platt
LEG
$1.45B
| – | – |
-5,628
| Closed | -$238K |
|
528
Lincoln National
LNC
$7.81B
| – | – |
-40,170
| Closed | -$2.36M |
|
529
Mid-America Apartment Communities
MAA
$15.5B
| – | – |
-28,479
| Closed | -$3.11M |
|
530
Macerich
MAC
$7.17B
| – | – |
-11,916
| Closed | -$517K |
|
531
Moody's
MCO
$82.5B
| – | – |
-1,611
| Closed | -$292K |
|
532
Martin Marietta Materials
MLM
$32.8B
| – | – |
-1,659
| Closed | -$334K |
|
533
Merck
MRK
$322B
| – | – |
-16,645
| Closed | -$1.32M |
|
534
Marvell Technology
MRVL
$188B
| – | – |
-65,284
| Closed | -$1.3M |
|
535
Murphy USA
MUSA
$11.5B
| – | – |
-3,885
| Closed | -$333K |
|
536
Newmont
NEM
$101B
| – | – |
-5,887
| Closed | -$211K |
|
537
NovaGold Resources
NG
$2.6B
| – | – |
-10,591
| Closed | -$44K |
|
538
Nike
NKE
$60.8B
| – | – |
-8,250
| Closed | -$695K |
|
539
National Storage Affiliates Trust
NSA
| – | – |
-20,753
| Closed | -$592K |
|
540
Northern Trust
NTRS
$21.9B
| – | – |
-7,514
| Closed | -$679K |
|
541
NVIDIA
NVDA
$5.06T
| – | – |
-45,920
| Closed | -$206K |
|
|
ADAM
542
Adamas Trust
ADAM
$772M
| – | – |
-7,530
| Closed | -$183K |
|
|
ODP
543
DELISTED
ODP
ODP
| – | – |
-3,068
| Closed | -$111K |
|
544
Old Republic International
ORI
$10.1B
| – | – |
-79,973
| Closed | -$1.67M |
|
|
545
PepsiCo
PEP
$184B
| – | – |
-34,778
| Closed | -$4.26M |
|
546
Performance Food Group
PFGC
$17.3B
| – | – |
-6,992
| Closed | -$277K |
|
547
PNC Financial Services
PNC
$99.5B
| – | – |
-24,495
| Closed | -$3M |
|
548
Pentair
PNR
$10B
| – | – |
-54,707
| Closed | -$2.44M |
|
549
Patterson-UTI
PTEN
$3.93B
| – | – |
-48,199
| Closed | -$676K |
|
550
Qualcomm
QCOM
$180B
| – | – |
-4,233
| Closed | -$241K |
|
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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.