We are live on ! Find out more
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
V icon
1
Visa
V
$672B
$6.66M 1.25%
38,384
-425
-1% -$69.6K
MSFT icon
2
Microsoft
MSFT
$2.9T
$6.21M 1.17%
46,368
+40,618
+706% +$5.16M
AEP icon
3
American Electric Power
AEP
$72.4B
$6.2M 1.17%
70,424
+537
+0.8% +$46.3K
KMB icon
4
Kimberly-Clark
KMB
$36.1B
$6.04M 1.14%
45,310
+35,053
+342% +$4.52M
ADBE icon
5
Adobe
ADBE
$86.8B
$6.03M 1.13%
20,453
+13,656
+201% +$3.79M
TJX icon
6
TJX Companies
TJX
$172B
$5.6M 1.05%
105,865
+10,232
+11% +$544K
MA icon
7
Mastercard
MA
$470B
$5.57M 1.05%
21,045
+11,387
+118% +$2.85M
DTE icon
8
DTE Energy
DTE
$30.9B
$5.55M 1.04%
50,984
+1,399
+3% +$150K
D icon
9
Dominion Energy
D
$62.5B
$5.42M 1.02%
70,037
+50,445
+257% +$3.84M
FE icon
10
FirstEnergy
FE
$28.5B
$5.37M 1.01%
125,472
+35,002
+39% +$1.47M
HIG icon
11
Hartford Financial Services
HIG
$38.6B
$5.36M 1.01%
96,220
-9,379
-9% -$495K
MDLZ icon
12
Mondelez International
MDLZ
$78.1B
$5.35M 1.01%
99,194
+25,492
+35% +$1.32M
AJG icon
13
Arthur J. Gallagher & Co
AJG
$62.3B
$5.3M 1%
60,570
+29,934
+98% +$2.5M
SPGI icon
14
S&P Global
SPGI
$127B
$5.28M 0.99%
23,172
+10,954
+90% +$2.39M
C icon
15
Citigroup
C
$222B
$5.26M 0.99%
75,125
+42,248
+129% +$2.83M
AVB icon
16
AvalonBay Communities
AVB
$27B
$5.22M 0.98%
25,703
+759
+3% +$154K
AMZN icon
17
Amazon
AMZN
$2.63T
$4.93M 0.93%
52,080
+30,600
+142% +$2.85M
KO icon
18
Coca-Cola
KO
$354B
$4.86M 0.92%
+95,492
New +$4.68M
UNP icon
19
Union Pacific
UNP
$174B
$4.85M 0.91%
28,682
+14,512
+102% +$2.49M
DRE
20
DELISTED
Duke Realty Corp.
DRE
$4.83M 0.91%
152,885
+38,416
+34% +$1.19M
CCI icon
21
Crown Castle
CCI
$33.8B
$4.79M 0.9%
36,707
+3,247
+10% +$418K
SNV
22
DELISTED
Synovus
SNV
$4.42M 0.83%
126,323
+28,539
+29% +$992K
MTB icon
23
M&T Bank
MTB
$36.3B
$4.37M 0.82%
25,676
+5,277
+26% +$874K
AME icon
24
Ametek
AME
$54.3B
$4.36M 0.82%
48,013
+26,134
+119% +$2.24M
FITB
25
Fifth Third Bancorp
FITB
$52.3B
$4.36M 0.82%
156,210
+70,901
+83% +$1.94M
1
2 3 4 5

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.