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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 | |
|---|---|---|---|---|---|---|
|
ATRS
451
DELISTED
Antares Pharma, Inc.
ATRS
| $68K | 0.01% |
20,543
+10,276
| +100% | +$29.7K |
|
|
CMRX
452
DELISTED
Chimerix, Inc.
CMRX
| $67K | 0.01% |
+15,544
| New | +$47.8K |
|
|
JCP
453
DELISTED
J.C. Penney Company, Inc.
JCP
| $67K | 0.01% |
58,624
-37,728
| -39% | -$44.8K |
|
454
Minerva Neurosciences
NERV
$207M
| $62K | 0.01% |
+1,387
| New | +$69.4K |
|
455
Goldgroup Mining Inc.
GORO
$173M
| $58K | 0.01% |
+17,075
| New | +$57.8K |
|
|
TRQ
456
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $55K | 0.01% |
4,415
+822
| +23% | +$11.4K |
|
|
ASRT
457
DELISTED
Assertio
ASRT
| $50K | 0.01% |
+242
| New | +$57.6K |
|
|
IMGN
458
DELISTED
Immunogen Inc
IMGN
| $44K | 0.01% |
20,301
+9,459
| +87% | +$22.4K |
|
459
Teekay Tankers
TNK
$2.62B
| $17K | ﹤0.01% |
+1,677
| New | +$15.3K |
|
460
Agilent Technologies
A
$39.5B
| – | – |
-34,882
| Closed | -$2.8M |
|
461
American Airlines Group
AAL
$8.96B
| – | – |
-44,660
| Closed | -$1.42M |
|
462
Advance Auto Parts
AAP
$3.22B
| – | – |
-6,468
| Closed | -$1.1M |
|
463
Ameris Bancorp
ABCB
$6B
| – | – |
-9,931
| Closed | -$341K |
|
464
Automatic Data Processing
ADP
$97.1B
| – | – |
-1,429
| Closed | -$228K |
|
|
AL
465
DELISTED
Air Lease Corp
AL
| – | – |
-5,909
| Closed | -$203K |
|
466
Allstate
ALL
$65.5B
| – | – |
-26,472
| Closed | -$2.49M |
|
467
Ashland
ASH
$3.05B
| – | – |
-2,657
| Closed | -$208K |
|
468
Ascendis Pharma A/S
ASND
$16.6B
| – | – |
-2,198
| Closed | -$259K |
|
469
American Express
AXP
$233B
| – | – |
-10,803
| Closed | -$1.18M |
|
470
Axalta
AXTA
$6.78B
| – | – |
-28,461
| Closed | -$718K |
|
471
Boeing
BA
$165B
| – | – |
-2,410
| Closed | -$919K |
|
472
Barings BDC
BBDC
$858M
| – | – |
-12,482
| Closed | -$122K |
|
473
Bath & Body Works
BBWI
$3.9B
| – | – |
-26,390
| Closed | -$588K |
|
474
Brunswick
BC
$5.17B
| – | – |
-17,903
| Closed | -$901K |
|
|
BDN
475
Brandywine Realty Trust
BDN
$533M
| – | – |
-31,108
| Closed | -$493K |
|
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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.