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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 | |
|---|---|---|---|---|---|---|
551
Regency Centers
REG
$14.9B
| – | – |
-45,290
| Closed | -$3.06M |
|
552
Regeneron Pharmaceuticals
REGN
$68.3B
| – | – |
-491
| Closed | -$202K |
|
553
Reinsurance Group of America
RGA
$15.3B
| – | – |
-7,256
| Closed | -$1.03M |
|
554
Ryman Hospitality Properties
RHP
$8.13B
| – | – |
-7,921
| Closed | -$651K |
|
555
RenaissanceRe
RNR
$13.5B
| – | – |
-7,496
| Closed | -$1.08M |
|
556
Rollins
ROL
$19B
| – | – |
-8,958
| Closed | -$249K |
|
557
RPM International
RPM
$13.4B
| – | – |
-21,560
| Closed | -$1.25M |
|
558
Revvity
RVTY
$12.6B
| – | – |
-3,089
| Closed | -$298K |
|
|
RWT
559
Redwood Trust
RWT
$614M
| – | – |
-10,478
| Closed | -$169K |
|
560
Saia
SAIA
$11.3B
| – | – |
-3,937
| Closed | -$241K |
|
561
Banco Santander
SAN
$189B
| – | – |
-29,245
| Closed | -$130K |
|
562
SBA Communications
SBAC
$18.5B
| – | – |
-1,166
| Closed | -$233K |
|
|
SCS
563
DELISTED
Steelcase
SCS
| – | – |
-10,967
| Closed | -$160K |
|
|
SF
564
Stifel
SF
$12.1B
| – | – |
-14,436
| Closed | -$339K |
|
565
Sunstone Hotel Investors
SHO
$2.17B
| – | – |
-12,867
| Closed | -$185K |
|
566
SiriusXM
SIRI
$10.1B
| – | – |
-1,026
| Closed | -$58K |
|
567
Southern Company
SO
$109B
| – | – |
-48,696
| Closed | -$2.52M |
|
568
Sempra
SRE
$61.1B
| – | – |
-14,596
| Closed | -$919K |
|
569
Steel Dynamics
STLD
$34.7B
| – | – |
-33,994
| Closed | -$1.2M |
|
570
Constellation Brands
STZ
$22.1B
| – | – |
-3,042
| Closed | -$533K |
|
571
Skyworks Solutions
SWKS
$9.1B
| – | – |
-16,082
| Closed | -$1.33M |
|
572
Sysco
SYY
$39.1B
| – | – |
-13,418
| Closed | -$896K |
|
573
Hanover Insurance
THG
$7.49B
| – | – |
-16,354
| Closed | -$1.87M |
|
574
Tapestry
TPR
$28.1B
| – | – |
-8,479
| Closed | -$275K |
|
575
Tractor Supply
TSCO
$15.9B
| – | – |
-14,475
| Closed | -$283K |
|
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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.