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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 | |
|---|---|---|---|---|---|---|
351
Amphastar Pharmaceuticals
AMPH
$825M
| $403K | 0.08% |
+17,933
| New | +$328K |
|
|
ZGNX
352
DELISTED
Zogenix, Inc.
ZGNX
| $402K | 0.08% |
+14,894
| New | +$411K |
|
353
Popular Inc
BPOP
$11B
| $401K | 0.08% |
+10,798
| New | +$402K |
|
354
NVR
NVR
$17.2B
| $398K | 0.08% |
+122
| New | +$374K |
|
355
Outfront Media
OUT
$5.64B
| $398K | 0.08% |
+28,506
| New | +$400K |
|
356
Exelixis
EXEL
$13.9B
| $397K | 0.08% |
16,710
+4,257
| +34% | +$98.7K |
|
357
Akebia Therapeutics
AKBA
$327M
| $393K | 0.08% |
28,957
+13,573
| +88% | +$140K |
|
|
PDM
358
Piedmont Realty Trust
PDM
$1.22B
| $393K | 0.08% |
+23,654
| New | +$395K |
|
359
Valvoline
VVV
$4.97B
| $391K | 0.08% |
+20,211
| New | +$343K |
|
360
Shopify
SHOP
$148B
| $390K | 0.08% |
+4,110
| New | +$285K |
|
361
Aflac
AFL
$63.9B
| $389K | 0.08% |
+10,799
| New | +$390K |
|
362
Fox Class A
FOXA
$23.2B
| $388K | 0.08% |
14,476
-5,113
| -26% | -$138K |
|
363
Westamerica Bancorp
WABC
$1.39B
| $386K | 0.08% |
+6,720
| New | +$391K |
|
|
COWN
364
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $386K | 0.08% |
+23,785
| New | +$289K |
|
365
Boeing
BA
$165B
| $385K | 0.08% |
+2,100
| New | +$323K |
|
366
Flex
FLEX
$43.4B
| $384K | 0.08% |
+49,650
| New | +$358K |
|
367
Corpay
CPAY
$24.2B
| $383K | 0.08% |
+1,523
| New | +$361K |
|
|
CLGX
368
DELISTED
Corelogic, Inc.
CLGX
| $382K | 0.08% |
+5,677
| New | +$252K |
|
369
SelectQuote
SLQT
$114M
| $381K | 0.08% |
+15,023
| New | +$403K |
|
|
AQUA
370
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
| $381K | 0.08% |
+20,487
| New | +$339K |
|
371
Surgery Partners
SGRY
$2.06B
| $379K | 0.07% |
+32,722
| New | +$359K |
|
372
Aurinia Pharmaceuticals
AUPH
$1.97B
| $377K | 0.07% |
23,199
+11,977
| +107% | +$192K |
|
373
The Mosaic Company
MOS
$7.09B
| $371K | 0.07% |
+29,685
| New | +$356K |
|
|
DRNA
374
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
| $369K | 0.07% |
14,539
+216
| +2% | +$4.65K |
|
375
Willis Towers Watson
WTW
$27.9B
| $367K | 0.07% |
1,863
+563
| +43% | +$108K |
|
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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.