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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 | |
|---|---|---|---|---|---|---|
376
BWX Technologies
BWXT
$16B
| $366K | 0.07% |
+6,457
| New | +$361K |
|
377
Welltower
WELL
$178B
| $361K | 0.07% |
+6,971
| New | +$343K |
|
|
AAT
378
American Assets Trust
AAT
$1.49B
| $359K | 0.07% |
+12,905
| New | +$353K |
|
379
BioCryst Pharmaceuticals
BCRX
$2.37B
| $359K | 0.07% |
75,251
+30,537
| +68% | +$122K |
|
|
PCH
380
DELISTED
PotlatchDeltic
PCH
| $359K | 0.07% |
+9,429
| New | +$319K |
|
381
Nike
NKE
$61.9B
| $358K | 0.07% |
3,648
+804
| +28% | +$74.2K |
|
382
Canadian Pacific Kansas City
CP
$82B
| $357K | 0.07% |
+7,000
| New | +$332K |
|
383
Viatris
VTRS
$20.1B
| $355K | 0.07% |
+22,049
| New | +$357K |
|
384
FirstCash
FCFS
$8.55B
| $353K | 0.07% |
+5,237
| New | +$369K |
|
385
SS&C Technologies
SSNC
$17.8B
| $347K | 0.07% |
+6,142
| New | +$335K |
|
386
Essent Group
ESNT
$6.06B
| $342K | 0.07% |
+9,426
| New | +$289K |
|
387
JD.com
JD
$40.8B
| $342K | 0.07% |
5,681
-6,026
| -51% | -$305K |
|
388
Grand Canyon Education
LOPE
$3.71B
| $342K | 0.07% |
+3,774
| New | +$336K |
|
389
Blackstone Mortgage Trust
BXMT
$2.82B
| $341K | 0.07% |
+14,159
| New | +$325K |
|
390
Jack in the Box
JACK
$278M
| $340K | 0.07% |
+4,588
| New | +$283K |
|
391
TIM SA
TIMB
$10.2B
| $340K | 0.07% |
26,313
+15,194
| +137% | +$190K |
|
|
STSA
392
DELISTED
Satsuma Pharmaceuticals, Inc. Common Stock
STSA
| $340K | 0.07% |
+11,819
| New | +$274K |
|
|
HR
393
DELISTED
Healthcare Realty Trust Incorporated
HR
| $334K | 0.07% |
+11,392
| New | +$341K |
|
|
AIMC
394
DELISTED
Altra Industrial Motion Corp
AIMC
| $329K | 0.07% |
+10,328
| New | +$273K |
|
395
Brinker International
EAT
$8.02B
| $328K | 0.06% |
+13,664
| New | +$293K |
|
396
Old National Bancorp
ONB
$10.1B
| $325K | 0.06% |
+23,599
| New | +$318K |
|
|
B
397
Barrick Mining
B
$62.2B
| $321K | 0.06% |
+11,903
| New | +$297K |
|
398
Artisan Partners
APAM
$2.79B
| $319K | 0.06% |
+9,808
| New | +$272K |
|
399
McGrath RentCorp
MGRC
$2.94B
| $319K | 0.06% |
+5,914
| New | +$317K |
|
|
AGNT
400
AGNT Inc
AGNT
$665M
| $315K | 0.06% |
+36,972
| New | +$189K |
|
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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.