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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 | |
|---|---|---|---|---|---|---|
401
Bank of Montreal
BMO
$125B
| $313K | 0.06% |
+5,895
| New | +$301K |
|
402
Neurocrine Biosciences
NBIX
$17.7B
| $313K | 0.06% |
+2,567
| New | +$284K |
|
403
Silgan Holdings
SLGN
$4.91B
| $312K | 0.06% |
+9,646
| New | +$314K |
|
|
DEA
404
Easterly Government Properties
DEA
$1.18B
| $310K | 0.06% |
+5,370
| New | +$341K |
|
|
TCF
405
DELISTED
TCF Financial Corporation Common Stock
TCF
| $310K | 0.06% |
+10,537
| New | +$291K |
|
406
Bruker
BRKR
$9.2B
| $309K | 0.06% |
+7,585
| New | +$299K |
|
|
TXNM
407
TXNM Energy Inc
TXNM
$6.47B
| $309K | 0.06% |
+8,035
| New | +$321K |
|
|
VER
408
DELISTED
VEREIT, Inc.
VER
| $309K | 0.06% |
+9,603
| New | +$267K |
|
409
Public Storage
PSA
$60.2B
| $308K | 0.06% |
+1,605
| New | +$310K |
|
410
Southern Copper
SCCO
$141B
| $308K | 0.06% |
+8,357
| New | +$265K |
|
411
Liberty Global Class C
LBTYK
$3.27B
| $305K | 0.06% |
14,161
-33,115
| -70% | -$661K |
|
|
PLAN
412
DELISTED
Anaplan, Inc.
PLAN
| $304K | 0.06% |
+6,706
| New | +$281K |
|
|
PBCT
413
DELISTED
People's United Financial Inc
PBCT
| $303K | 0.06% |
+26,167
| New | +$304K |
|
414
Atlassian
TEAM
$22B
| $302K | 0.06% |
+1,678
| New | +$279K |
|
415
Four Corners Property Trust
FCPT
$2.86B
| $301K | 0.06% |
+12,332
| New | +$265K |
|
|
RETA
416
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $301K | 0.06% |
+1,932
| New | +$294K |
|
417
Ericsson
ERIC
$30.7B
| $299K | 0.06% |
32,119
+12,607
| +65% | +$109K |
|
418
PPG Industries
PPG
$25.9B
| $297K | 0.06% |
+2,800
| New | +$270K |
|
419
AbbVie
ABBV
$458B
| $296K | 0.06% |
+3,017
| New | +$266K |
|
420
Andersons Inc
ANDE
$2.65B
| $296K | 0.06% |
+21,533
| New | +$313K |
|
421
GFL Environmental
GFL
$14.3B
| $296K | 0.06% |
+15,795
| New | +$270K |
|
|
ALE
422
DELISTED
Allete
ALE
| $293K | 0.06% |
+5,358
| New | +$304K |
|
423
Eli Lilly
LLY
$1.07T
| $292K | 0.06% |
1,780
-720
| -29% | -$111K |
|
424
Empire State Realty Trust
ESRT
$976M
| $290K | 0.06% |
+41,362
| New | +$319K |
|
425
Knowles
KN
$3.22B
| $290K | 0.06% |
+19,012
| New | +$283K |
|
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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.