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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 | |
|---|---|---|---|---|---|---|
376
Commercial Metals
CMC
$7.53B
| $247K | 0.05% |
+13,833
| New | +$226K |
|
377
CBIZ
CBZ
$2.16B
| $244K | 0.05% |
+12,473
| New | +$250K |
|
378
Red Rock Resorts
RRR
$3.67B
| $242K | 0.05% |
+11,286
| New | +$274K |
|
379
Canadian Natural Resources
CNQ
$98B
| $234K | 0.04% |
+17,725
| New | +$244K |
|
380
Four Corners Property Trust
FCPT
$2.84B
| $234K | 0.04% |
+8,549
| New | +$245K |
|
381
Regions Financial
RF
$26.2B
| $233K | 0.04% |
15,580
-120,440
| -89% | -$1.78M |
|
|
SIVB
382
DELISTED
SVB Financial Group
SIVB
| $233K | 0.04% |
+1,036
| New | +$240K |
|
383
Papa John's
PZZA
$999M
| $232K | 0.04% |
+5,184
| New | +$256K |
|
384
ATI
ATI
$27.3B
| $231K | 0.04% |
+9,157
| New | +$223K |
|
385
Ingersoll Rand
IR
$33B
| $228K | 0.04% |
+6,597
| New | +$213K |
|
386
EnerSys
ENS
$7.29B
| $226K | 0.04% |
+3,303
| New | +$216K |
|
|
SFBS
387
ServisFirst Bancshares
SFBS
$4.76B
| $226K | 0.04% |
+6,584
| New | +$220K |
|
388
Encompass Health
EHC
$11B
| $225K | 0.04% |
+4,464
| New | +$217K |
|
389
ORIX
IX
$43.8B
| $225K | 0.04% |
+15,000
| New | +$215K |
|
390
Bausch Health
BHC
$1.66B
| $224K | 0.04% |
+8,868
| New | +$211K |
|
|
QVCGA
391
DELISTED
QVC Group Inc Series A
QVCGA
| $224K | 0.04% |
+373
| New | +$266K |
|
392
Neurocrine Biosciences
NBIX
$17.5B
| $223K | 0.04% |
+2,642
| New | +$217K |
|
393
Ingevity
NGVT
$2.56B
| $223K | 0.04% |
+2,125
| New | +$214K |
|
394
Ciena
CIEN
$57.7B
| $220K | 0.04% |
+5,348
| New | +$206K |
|
395
Toyota
TM
$209B
| $219K | 0.04% |
+1,770
| New | +$216K |
|
|
ZAYO
396
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $219K | 0.04% |
+6,654
| New | +$212K |
|
397
Nordson
NDSN
$16.3B
| $217K | 0.04% |
+1,537
| New | +$211K |
|
398
Aflac
AFL
$63.3B
| $216K | 0.04% |
+3,950
| New | +$204K |
|
399
Marcus & Millichap
MMI
$1.13B
| $216K | 0.04% |
+6,998
| New | +$254K |
|
400
Freeport-McMoran
FCX
$91.3B
| $215K | 0.04% |
+18,551
| New | +$216K |
|
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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.