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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 | |
|---|---|---|---|---|---|---|
426
Assurant
AIZ
$13.7B
| $286K | 0.06% |
2,772
-234
| -8% | -$24.2K |
|
427
Brixmor Property Group
BRX
$9.95B
| $286K | 0.06% |
+22,286
| New | +$252K |
|
428
Halozyme
HALO
$9.72B
| $286K | 0.06% |
+10,659
| New | +$240K |
|
429
Planet Fitness
PLNT
$4.23B
| $285K | 0.06% |
+4,703
| New | +$282K |
|
430
Avnet
AVT
$7.33B
| $282K | 0.06% |
+10,102
| New | +$280K |
|
|
AMRN
431
Amarin Corp
AMRN
$284M
| $281K | 0.06% |
2,027
+1,261
| +165% | +$173K |
|
432
Credicorp
BAP
$30.9B
| $277K | 0.05% |
+2,075
| New | +$295K |
|
|
WWE
433
DELISTED
World Wrestling Entertainment
WWE
| $277K | 0.05% |
+6,384
| New | +$274K |
|
434
Exelon
EXC
$48.6B
| $273K | 0.05% |
+10,535
| New | +$280K |
|
435
Target
TGT
$62.1B
| $273K | 0.05% |
+2,275
| New | +$260K |
|
436
Orthofix Medical
OFIX
$455M
| $272K | 0.05% |
+8,496
| New | +$282K |
|
437
Stepan Co
SCL
$1.31B
| $272K | 0.05% |
+2,804
| New | +$264K |
|
|
JOYY
438
JOYY Inc
JOYY
$3.73B
| $268K | 0.05% |
+3,029
| New | +$202K |
|
439
Cushman & Wakefield Ltd
CWK
$2.98B
| $267K | 0.05% |
+21,412
| New | +$241K |
|
440
Starwood Property Trust
STWD
$6.12B
| $266K | 0.05% |
+17,784
| New | +$239K |
|
441
Southern Company
SO
$110B
| $265K | 0.05% |
+5,119
| New | +$285K |
|
442
Vulcan Materials
VMC
$36.3B
| $265K | 0.05% |
+2,285
| New | +$250K |
|
443
Axsome Therapeutics
AXSM
$12.4B
| $264K | 0.05% |
3,204
-490
| -13% | -$37.7K |
|
444
Arvinas
ARVN
$518M
| $262K | 0.05% |
+7,807
| New | +$331K |
|
445
National Beverage
FIZZ
$2.87B
| $262K | 0.05% |
+8,596
| New | +$232K |
|
|
BKI
446
DELISTED
Black Knight, Inc. Common Stock
BKI
| $259K | 0.05% |
+3,566
| New | +$253K |
|
447
Winmark
WINA
$1.19B
| $257K | 0.05% |
+1,503
| New | +$220K |
|
448
HNI Corp
HNI
$3B
| $255K | 0.05% |
+8,326
| New | +$212K |
|
449
Semtech
SMTC
$11.7B
| $255K | 0.05% |
+4,888
| New | +$229K |
|
450
Azenta
AZTA
$1.26B
| $254K | 0.05% |
+5,743
| New | +$220K |
|
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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.