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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 | |
|---|---|---|---|---|---|---|
251
DexCom
DXCM
$27.6B
| $655K | 0.13% |
6,460
+3,108
| +93% | +$278K |
|
252
Illinois Tool Works
ITW
$81.4B
| $655K | 0.13% |
+3,745
| New | +$612K |
|
|
SRC
253
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $651K | 0.13% |
+18,682
| New | +$566K |
|
254
Zurn Elkay Water Solutions
ZWS
$8.07B
| $648K | 0.13% |
+46,118
| New | +$605K |
|
|
SYNH
255
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $648K | 0.13% |
+11,118
| New | +$598K |
|
256
Spire
SR
$4.92B
| $643K | 0.13% |
+9,780
| New | +$697K |
|
257
CenterPoint Energy
CNP
$29.1B
| $642K | 0.13% |
+34,365
| New | +$592K |
|
258
Knight Transportation
KNX
$11.8B
| $636K | 0.13% |
+15,243
| New | +$581K |
|
259
Wabtec
WAB
$51.1B
| $635K | 0.13% |
+11,031
| New | +$625K |
|
260
ON Semiconductor
ON
$33.8B
| $623K | 0.12% |
+31,448
| New | +$512K |
|
|
ADVM
261
DELISTED
Adverum Biotechnologies
ADVM
| $619K | 0.12% |
2,964
+154
| +5% | +$27.3K |
|
262
Ashland
ASH
$3.04B
| $616K | 0.12% |
+8,910
| New | +$553K |
|
263
Ally Financial
ALLY
$13.1B
| $613K | 0.12% |
+30,905
| New | +$526K |
|
264
RLI Corp
RLI
$5.68B
| $613K | 0.12% |
+14,940
| New | +$589K |
|
265
Kohl's
KSS
$2.03B
| $607K | 0.12% |
+29,224
| New | +$563K |
|
266
Rocket Pharmaceuticals
RCKT
$348M
| $603K | 0.12% |
28,812
+14,436
| +100% | +$260K |
|
267
Kontoor Brands
KTB
$4.62B
| $600K | 0.12% |
+33,713
| New | +$601K |
|
268
Robert Half
RHI
$3.61B
| $593K | 0.12% |
+11,234
| New | +$533K |
|
|
CNST
269
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
| $589K | 0.12% |
19,610
+5,222
| +36% | +$188K |
|
270
Eagle Materials
EXP
$6.6B
| $587K | 0.12% |
+8,358
| New | +$526K |
|
271
Phillips 66
PSX
$82.9B
| $584K | 0.12% |
+8,117
| New | +$575K |
|
|
EXAS
272
DELISTED
Exact Sciences
EXAS
| $582K | 0.12% |
6,691
+48
| +0.7% | +$3.83K |
|
273
Regeneron Pharmaceuticals
REGN
$68.8B
| $581K | 0.11% |
+931
| New | +$528K |
|
274
Teledyne Technologies
TDY
$30.4B
| $580K | 0.11% |
+1,865
| New | +$613K |
|
275
Schneider National
SNDR
$6.59B
| $565K | 0.11% |
+22,900
| New | +$504K |
|
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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.