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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 | |
|---|---|---|---|---|---|---|
|
MRTX
351
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $271K | 0.05% |
+2,635
| New | +$205K |
|
352
Cactus
WHD
$3.85B
| $268K | 0.05% |
+8,083
| New | +$281K |
|
353
Rocket Pharmaceuticals
RCKT
$358M
| $267K | 0.05% |
+17,804
| New | +$311K |
|
354
Take-Two Interactive
TTWO
$42.7B
| $267K | 0.05% |
+2,353
| New | +$242K |
|
355
Bankunited
BKU
$3.41B
| $265K | 0.05% |
7,853
+265
| +3% | +$9.14K |
|
356
United Parks & Resorts
PRKS
$2.08B
| $265K | 0.05% |
+8,537
| New | +$234K |
|
357
SiriusPoint
SPNT
$2.91B
| $264K | 0.05% |
+25,592
| New | +$274K |
|
358
OneMain Financial
OMF
$6.79B
| $263K | 0.05% |
+7,767
| New | +$254K |
|
|
ARQL
359
DELISTED
Arqule Inc
ARQL
| $263K | 0.05% |
+23,855
| New | +$166K |
|
360
OSI Systems
OSIS
$3.53B
| $262K | 0.05% |
+2,325
| New | +$234K |
|
361
Chipotle Mexican Grill
CMG
$41.1B
| $261K | 0.05% |
+17,800
| New | +$251K |
|
362
COPT Defense Properties
CDP
$4.25B
| $260K | 0.05% |
9,856
+833
| +9% | +$23.2K |
|
|
CSOD
363
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $260K | 0.05% |
+4,484
| New | +$243K |
|
364
AnaptysBio
ANAB
$1.63B
| $258K | 0.05% |
+4,574
| New | +$329K |
|
|
CTLP
365
DELISTED
Cantaloupe
CTLP
| $258K | 0.05% |
34,663
+11,304
| +48% | +$70K |
|
366
iShares MSCI China ETF
MCHI
$6.04B
| $258K | 0.05% |
+4,343
| New | +$261K |
|
|
XEC
367
DELISTED
CIMAREX ENERGY CO
XEC
| $258K | 0.05% |
+4,347
| New | +$278K |
|
368
Axsome Therapeutics
AXSM
$12.4B
| $257K | 0.05% |
+9,963
| New | +$200K |
|
369
TIM SA
TIMB
$10.1B
| $254K | 0.05% |
+16,938
| New | +$246K |
|
370
Brinker International
EAT
$7.93B
| $252K | 0.05% |
+6,408
| New | +$264K |
|
371
Stellantis
STLA
$16.7B
| $252K | 0.05% |
+18,218
| New | +$264K |
|
|
CBAY
372
DELISTED
Cymabay Therapeutics
CBAY
| $252K | 0.05% |
+35,177
| New | +$398K |
|
373
Abercrombie & Fitch
ANF
$4.04B
| $251K | 0.05% |
+15,618
| New | +$361K |
|
374
Evertec
EVTC
$1.79B
| $251K | 0.05% |
+7,681
| New | +$226K |
|
375
Ecopetrol
EC
$33.6B
| $248K | 0.05% |
+13,537
| New | +$253K |
|
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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.