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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
Cap. Flow
+$338M
Cap. Flow %
66.77%
Top 10 Hldgs %
9.45%
Holding
641
New
400
Increased
138
Reduced
26
Closed
76

Top Buys

Rank Stock Value
1
MDLZ icon
Mondelez International
MDLZ
+$4.33M
2
PG icon
Procter & Gamble
PG
+$4.17M
3
BMY icon
Bristol-Myers Squibb
BMY
+$3.55M
4
BAX icon
Baxter International
BAX
+$3.44M
5
Y
Alleghany Corp
Y
+$3.31M

Top Sells

Rank Stock Value
1
ALL icon
Allstate
ALL
+$1.27M
2
RTX icon
RTX Corp
RTX
+$1.27M
3
MDT icon
Medtronic
MDT
+$1.2M
4
CNC icon
Centene
CNC
+$991K
5
DUK icon
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
ODFL icon
301
Old Dominion Freight Line
ODFL
$48.5B
$506K 0.1%
+5,962
New +$453K
PFGC icon
302
Performance Food Group
PFGC
$17.5B
$505K 0.1%
+17,341
New +$451K
ST icon
303
Sensata Technologies
ST
$6.65B
$504K 0.1%
+13,538
New +$478K
HTH icon
304
Hilltop Holdings
HTH
$2.29B
$502K 0.1%
27,201
+16,893
+164% +$290K
VALE icon
305
Vale
VALE
$62.9B
$501K 0.1%
+48,603
New +$445K
HOME
306
DELISTED
At Home Group Inc.
HOME
$500K 0.1%
+77,000
New +$315K
ARES icon
307
Ares Management
ARES
$28.5B
$497K 0.1%
+12,523
New +$442K
ELV icon
308
Elevance Health
ELV
$81.9B
$496K 0.1%
+1,886
New +$503K
DG icon
309
Dollar General
DG
$25.9B
$494K 0.1%
2,595
+1,122
+76% +$203K
BEN icon
310
Franklin Resources
BEN
$16.9B
$493K 0.1%
+23,518
New +$444K
STZ icon
311
Constellation Brands
STZ
$22.2B
$490K 0.1%
+2,800
New +$466K
INSP icon
312
Inspire Medical Systems
INSP
$1.42B
$488K 0.1%
+5,612
New +$431K
OLED icon
313
Universal Display
OLED
$3.71B
$485K 0.1%
+3,244
New +$476K
BDX icon
314
Becton Dickinson
BDX
$43.1B
$482K 0.1%
2,066
-497
-19% -$120K
VMI icon
315
Valmont Industries
VMI
$9.44B
$482K 0.1%
+4,239
New +$471K
MRSN
316
DELISTED
Mersana Therapeutics
MRSN
$481K 0.1%
823
-941
-53% -$321K
WBA
317
DELISTED
Walgreens Boots Alliance
WBA
$481K 0.1%
11,344
+3,105
+38% +$132K
PRGS icon
318
Progress Software
PRGS
$1.55B
$479K 0.09%
+12,352
New +$471K
EWBC icon
319
East-West Bancorp
EWBC
$17.9B
$478K 0.09%
+13,194
New +$441K
RF icon
320
Regions Financial
RF
$26.3B
$478K 0.09%
42,960
-24,202
-36% -$258K
AVNT icon
321
Avient
AVNT
$3.45B
$476K 0.09%
+18,158
New +$422K
GOSS icon
322
Gossamer Bio
GOSS
$66.5M
$476K 0.09%
+36,591
New +$460K
CEO
323
DELISTED
CNOOC Limited
CEO
$474K 0.09%
+4,204
New +$475K
DHR icon
324
Danaher
DHR
$135B
$471K 0.09%
+3,007
New +$432K
SNV
325
DELISTED
Synovus
SNV
$469K 0.09%
22,861
+3,790
+20% +$73.3K
11 12
13
14 15

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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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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.