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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 | |
|---|---|---|---|---|---|---|
326
Greif
GEF
$4.47B
| $467K | 0.09% |
+13,585
| New | +$446K |
|
327
Globe Life
GL
$13.5B
| $463K | 0.09% |
+6,243
| New | +$474K |
|
328
LCI Industries
LCII
$2.51B
| $460K | 0.09% |
+4,001
| New | +$368K |
|
|
KSU
329
DELISTED
Kansas City Southern
KSU
| $459K | 0.09% |
+10,719
| New | +$1.51M |
|
330
Virtu Financial
VIRT
$5.2B
| $457K | 0.09% |
+19,378
| New | +$453K |
|
331
Ameris Bancorp
ABCB
$5.9B
| $456K | 0.09% |
19,340
+7,479
| +63% | +$175K |
|
332
Alibaba
BABA
$269B
| $448K | 0.09% |
2,078
-1,585
| -43% | -$330K |
|
333
Crown Holdings
CCK
$12.8B
| $445K | 0.09% |
+6,827
| New | +$430K |
|
334
nVent Electric
NVT
$24.5B
| $445K | 0.09% |
23,776
+2,429
| +11% | +$44.2K |
|
335
Sempra
SRE
$60.8B
| $442K | 0.09% |
+7,540
| New | +$463K |
|
336
Skyworks Solutions
SWKS
$9.06B
| $434K | 0.09% |
+3,394
| New | +$376K |
|
337
American International
AIG
$41.9B
| $433K | 0.09% |
+13,876
| New | +$390K |
|
338
Nexstar Media Group
NXST
$5.6B
| $426K | 0.08% |
5,093
+998
| +24% | +$75.1K |
|
339
TG Therapeutics
TGTX
$8.58B
| $426K | 0.08% |
+21,889
| New | +$353K |
|
340
Williams-Sonoma
WSM
$26.7B
| $424K | 0.08% |
+10,346
| New | +$352K |
|
341
Rapid7
RPD
$634M
| $422K | 0.08% |
+8,278
| New | +$385K |
|
342
Synchrony
SYF
$23.7B
| $421K | 0.08% |
+19,002
| New | +$370K |
|
|
IPHI
343
DELISTED
INPHI CORPORATION
IPHI
| $420K | 0.08% |
+3,574
| New | +$376K |
|
344
W.P. Carey
WPC
$17.1B
| $419K | 0.08% |
+6,322
| New | +$393K |
|
|
ATSG
345
DELISTED
Air Transport Services Group
ATSG
| $419K | 0.08% |
+18,828
| New | +$386K |
|
346
Immunovant
IMVT
$8.09B
| $416K | 0.08% |
17,070
+1,561
| +10% | +$33.5K |
|
|
TRIL
347
DELISTED
Trillium Therapeutics Inc.
TRIL
| $411K | 0.08% |
50,783
+32,674
| +180% | +$202K |
|
348
IQVIA
IQV
$34.7B
| $409K | 0.08% |
+2,884
| New | +$391K |
|
|
NP
349
DELISTED
Neenah, Inc. Common Stock
NP
| $407K | 0.08% |
+8,221
| New | +$395K |
|
350
SPX Corp
SPXC
$11B
| $404K | 0.08% |
+9,813
| New | +$370K |
|
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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.