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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 | |
|---|---|---|---|---|---|---|
401
Banco Bradesco
BBD
$38.7B
| $214K | 0.04% |
+28,955
| New | +$198K |
|
402
Best Buy
BBY
$17.8B
| $211K | 0.04% |
3,028
-4,652
| -61% | -$325K |
|
|
KREF
403
KKR Real Estate Finance Trust
KREF
$459M
| $210K | 0.04% |
+10,518
| New | +$212K |
|
404
Mueller Water Products
MWA
$3.89B
| $210K | 0.04% |
+21,428
| New | +$214K |
|
405
SLR Investment Corp
SLRC
$703M
| $209K | 0.04% |
+10,190
| New | +$215K |
|
406
Equity Lifestyle Properties
ELS
$12.8B
| $207K | 0.04% |
3,414
-17,230
| -83% | -$1.02M |
|
407
Domino's
DPZ
$10.7B
| $204K | 0.04% |
+734
| New | +$201K |
|
408
BJ's Restaurants
BJRI
$1.37B
| $203K | 0.04% |
+4,627
| New | +$212K |
|
|
CNH
409
CNH Industrial
CNH
$13.2B
| $203K | 0.04% |
22,654
-40,402
| -64% | -$352K |
|
410
Petrobras
PBR
$122B
| $201K | 0.04% |
+12,899
| New | +$197K |
|
411
Palomar
PLMR
$3.42B
| $201K | 0.04% |
+8,354
| New | +$184K |
|
|
RDUS
412
DELISTED
Radius Recycling
RDUS
| $201K | 0.04% |
+7,664
| New | +$183K |
|
413
Tandem Diabetes Care
TNDM
$1.16B
| $200K | 0.04% |
+3,102
| New | +$200K |
|
414
Ezcorp Inc
EZPW
$1.86B
| $199K | 0.04% |
21,022
+10,919
| +108% | +$106K |
|
|
VNTR
415
DELISTED
Venator Materials PLC
VNTR
| $197K | 0.04% |
37,243
+24,294
| +188% | +$133K |
|
|
CBLK
416
DELISTED
Carbon Black, Inc. Common Stock
CBLK
| $191K | 0.04% |
11,430
-99
| -0.9% | -$1.52K |
|
|
EPZM
417
DELISTED
Epizyme, Inc
EPZM
| $188K | 0.04% |
+14,989
| New | +$193K |
|
|
MNTA
418
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $187K | 0.04% |
+14,990
| New | +$199K |
|
419
First Bancorp
FBP
$4.4B
| $186K | 0.04% |
+16,871
| New | +$181K |
|
|
ACRE
420
Ares Commercial Real Estate
ACRE
$251M
| $184K | 0.03% |
+12,382
| New | +$187K |
|
|
TEF
421
DELISTED
Telefonica
TEF
| $171K | 0.03% |
+25,520
| New | +$170K |
|
422
Navient
NAVI
$793M
| $169K | 0.03% |
12,365
-52,683
| -81% | -$687K |
|
|
ALDR
423
DELISTED
Alder Biopharmaceuticals
ALDR
| $167K | 0.03% |
+14,194
| New | +$172K |
|
424
BioCryst Pharmaceuticals
BCRX
$2.38B
| $165K | 0.03% |
43,590
+32,618
| +297% | +$196K |
|
425
SLM Corp
SLM
$4.56B
| $161K | 0.03% |
+16,514
| New | +$164K |
|
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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.