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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
+25.25%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$506M
AUM Growth
+$384M
(+314%)
Cap. Flow
+$338M
Cap. Flow
% of AUM
66.77%
Top 10 Holdings %
Top 10 Hldgs %
9.45%
Holding
641
New
400
Increased
138
Reduced
26
Closed
76
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Mondelez International
MDLZ
|
+$4.33M |
| 2 |
Procter & Gamble
PG
|
+$4.17M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$3.55M |
| 4 |
Baxter International
BAX
|
+$3.44M |
| 5 |
Y
Alleghany Corp
Y
|
+$3.31M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Allstate
ALL
|
+$1.27M |
| 2 |
RTX Corp
RTX
|
+$1.27M |
| 3 |
Medtronic
MDT
|
+$1.2M |
| 4 |
Centene
CNC
|
+$991K |
| 5 |
Duke Energy
DUK
|
+$952K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 18.67% |
| 2 | Financials | 16.28% |
| 3 | Technology | 15.39% |
| 4 | Industrials | 10.01% |
| 5 | Consumer Staples | 8.66% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Cencora
COR
$60.3B
| $759K | 0.15% |
+7,530
| New | +$694K |
|
|
AXNX
227
DELISTED
Axonics, Inc. Common Stock
AXNX
| $754K | 0.15% |
+21,468
| New | +$739K |
|
228
Royalty Pharma
RPRX
$26.1B
| $753K | 0.15% |
+15,517
| New | +$768K |
|
229
Las Vegas Sands
LVS
$30.5B
| $744K | 0.15% |
+16,330
| New | +$767K |
|
230
ArcelorMittal
MT
$50.4B
| $737K | 0.15% |
+68,706
| New | +$693K |
|
|
AGR
231
DELISTED
Avangrid, Inc.
AGR
| $726K | 0.14% |
+17,297
| New | +$742K |
|
232
Bally's
BALY
$672M
| $723K | 0.14% |
+32,427
| New | +$572K |
|
233
Everest Group
EG
$15.2B
| $723K | 0.14% |
+3,508
| New | +$683K |
|
234
Omega Healthcare
OHI
$15.4B
| $723K | 0.14% |
+24,331
| New | +$721K |
|
235
Akamai
AKAM
$16.8B
| $719K | 0.14% |
6,715
+4,374
| +187% | +$440K |
|
236
Apple
AAPL
$4.89T
| $715K | 0.14% |
+7,836
| New | +$607K |
|
|
WDR
237
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $713K | 0.14% |
+45,941
| New | +$630K |
|
238
Amgen
AMGN
$203B
| $712K | 0.14% |
+3,017
| New | +$688K |
|
239
Element Solutions
ESI
$9.12B
| $711K | 0.14% |
+65,498
| New | +$658K |
|
|
BNY
240
Bank of New York Mellon
BNY
$108B
| $705K | 0.14% |
18,232
-9,741
| -35% | -$356K |
|
|
IMMU
241
DELISTED
Immunomedics Inc
IMMU
| $698K | 0.14% |
19,697
-6,205
| -24% | -$181K |
|
242
Watts Water Technologies
WTS
$11.5B
| $693K | 0.14% |
+8,553
| New | +$689K |
|
|
TMX
243
DELISTED
Terminix Global Holdings, Inc.
TMX
| $693K | 0.14% |
+19,405
| New | +$598K |
|
244
VICI Properties
VICI
$29.4B
| $687K | 0.14% |
+34,024
| New | +$623K |
|
245
Bath & Body Works
BBWI
$4.01B
| $680K | 0.13% |
+56,165
| New | +$626K |
|
246
Charter Communications
CHTR
$15.2B
| $674K | 0.13% |
1,321
-1,504
| -53% | -$763K |
|
247
Urban Edge Properties
UE
$2.94B
| $674K | 0.13% |
+56,789
| New | +$570K |
|
248
Heartland Express
HTLD
$1.11B
| $665K | 0.13% |
+31,941
| New | +$642K |
|
249
Vertiv
VRT
$112B
| $665K | 0.13% |
+49,027
| New | +$571K |
|
250
Federated Hermes
FHI
$4.4B
| $664K | 0.13% |
+28,002
| New | +$620K |
|
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Quantitative Systematic Strategies's Q2 2020 Portfolio in Review
As of Q2 2020, Quantitative Systematic Strategies held 641 positions worth $506M, up 314% from $122M the previous quarter. Its ten largest holdings account for 9.5% of the portfolio.
Quantitative Systematic Strategies deployed $338M of net new capital in Q2 2020, opening 400 new positions and adding to 138 existing holdings. Its largest new stake was Archer Daniels Midland: 86,202 shares worth $3.44M.
By sector, the portfolio is most concentrated in Healthcare at 19% of assets, down from 26% a quarter earlier, followed by Financials and Technology.
On the sell side, the largest reduction was Netflix, an estimated $817K trimmed.
- Quantitative Systematic Strategies's largest Q2 2020 buy was Archer Daniels Midland: 86,202 shares worth $3.44M.
- Quantitative Systematic Strategies added most to Mondelez International in Q2 2020, an estimated $4.33M increase.
- Quantitative Systematic Strategies's biggest Q2 2020 reduction was Netflix, cutting an estimated $817K.
- Quantitative Systematic Strategies fully exited Allstate in Q2 2020, selling an estimated $1.27M.
- Quantitative Systematic Strategies's ten largest holdings make up 9.5% of its $506M portfolio in Q2 2020.
- Quantitative Systematic Strategies opened 400 new positions and closed 76 in Q2 2020.
- Quantitative Systematic Strategies's portfolio value rose 314% quarter-over-quarter to $506M.
Based on Quantitative Systematic Strategies's 13F filing for Q2 2020, filed 4 Aug 2020.