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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 | |
|---|---|---|---|---|---|---|
251
Synopsys
SNPS
$71.5B
| $502K | 0.09% |
+3,904
| New | +$470K |
|
252
Texas Capital Bancshares
TCBI
$4.31B
| $502K | 0.09% |
8,186
-2,204
| -21% | -$134K |
|
253
Tenable Holdings
TENB
$3.49B
| $501K | 0.09% |
17,558
+10,423
| +146% | +$309K |
|
254
PTC Therapeutics
PTCT
$6.51B
| $484K | 0.09% |
+10,753
| New | +$425K |
|
255
Analog Devices
ADI
$185B
| $483K | 0.09% |
4,280
-7,897
| -65% | -$855K |
|
256
Invitation Homes
INVH
$17.5B
| $483K | 0.09% |
18,067
-41,817
| -70% | -$1.07M |
|
257
Ball Corp
BALL
$16.6B
| $481K | 0.09% |
+6,879
| New | +$427K |
|
|
IAA
258
DELISTED
IAA, Inc. Common Stock
IAA
| $480K | 0.09% |
+12,379
| New | +$480K |
|
259
NCR Voyix
VYX
$1.05B
| $476K | 0.09% |
24,960
-4,704
| -16% | -$87.5K |
|
260
Korn Ferry
KFY
$3.96B
| $475K | 0.09% |
+11,861
| New | +$539K |
|
261
Alnylam Pharmaceuticals
ALNY
$35.9B
| $470K | 0.09% |
+6,477
| New | +$497K |
|
262
Cheniere Energy
LNG
$57B
| $469K | 0.09% |
6,859
-6,380
| -48% | -$422K |
|
263
Tetra Tech
TTEK
$7.93B
| $461K | 0.09% |
+29,355
| New | +$396K |
|
264
Oxford Industries
OXM
$570M
| $460K | 0.09% |
+6,071
| New | +$464K |
|
265
Royal Caribbean
RCL
$76B
| $457K | 0.09% |
3,772
-11,859
| -76% | -$1.44M |
|
|
PE
266
DELISTED
PARSLEY ENERGY INC
PE
| $456K | 0.09% |
+23,967
| New | +$458K |
|
267
Cboe Global Markets
CBOE
$29.8B
| $449K | 0.08% |
+4,334
| New | +$449K |
|
|
CZR
268
DELISTED
Caesars Entertainment Corporation
CZR
| $449K | 0.08% |
38,023
+23,390
| +160% | +$222K |
|
269
Louisiana-Pacific
LPX
$5.04B
| $444K | 0.08% |
16,928
+7,417
| +78% | +$182K |
|
|
LM
270
DELISTED
Legg Mason, Inc.
LM
| $442K | 0.08% |
+11,558
| New | +$399K |
|
271
Albany International
AIN
$2.12B
| $441K | 0.08% |
+5,314
| New | +$398K |
|
272
GrafTech
EAF
$185M
| $441K | 0.08% |
+3,838
| New | +$450K |
|
273
Mohawk Industries
MHK
$6.71B
| $435K | 0.08% |
2,947
+1,343
| +84% | +$186K |
|
|
MINI
274
DELISTED
Mobile Mini Inc
MINI
| $435K | 0.08% |
+14,290
| New | +$474K |
|
275
Constellium
CSTM
$4.08B
| $431K | 0.08% |
42,934
+14,441
| +51% | +$134K |
|
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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.