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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 | |
|---|---|---|---|---|---|---|
451
Innospec
IOSP
$2.09B
| $254K | 0.05% |
+3,286
| New | +$240K |
|
452
Travel + Leisure Co
TNL
$4.54B
| $254K | 0.05% |
+9,019
| New | +$244K |
|
453
Clarivate
CLVT
$1.3B
| $252K | 0.05% |
+11,269
| New | +$255K |
|
|
MYOV
454
DELISTED
Myovant Sciences Ltd.
MYOV
| $252K | 0.05% |
12,222
-1,547
| -11% | -$21K |
|
455
GoDaddy
GDDY
$12.3B
| $251K | 0.05% |
+3,424
| New | +$246K |
|
|
ECHO
456
EchoStar
ECHO
$25.5B
| $251K | 0.05% |
+8,967
| New | +$272K |
|
457
AdvisorShares Vice ETF
VICE
$7.27M
| $251K | 0.05% |
+5,366
| New | +$117K |
|
|
GRFS
458
Grifois
GRFS
$5.16B
| $250K | 0.05% |
+13,722
| New | +$272K |
|
459
Mueller Water Products
MWA
$3.92B
| $249K | 0.05% |
+26,402
| New | +$236K |
|
460
Winnebago Industries
WGO
$870M
| $248K | 0.05% |
+3,719
| New | +$190K |
|
|
NAV
461
DELISTED
Navistar International
NAV
| $248K | 0.05% |
+8,798
| New | +$209K |
|
462
Denali Therapeutics
DNLI
$3.67B
| $244K | 0.05% |
+10,094
| New | +$237K |
|
463
Diamondrock Hospitality Co
DRH
$2.63B
| $244K | 0.05% |
+44,100
| New | +$243K |
|
464
Rockwell Automation
ROK
$51.4B
| $242K | 0.05% |
+1,136
| New | +$220K |
|
465
Warner Music
WMG
$13.8B
| $242K | 0.05% |
+8,202
| New | +$256K |
|
466
Brookfield Infrastructure Partners
BIP
$18.8B
| $241K | 0.05% |
+7,949
| New | +$212K |
|
467
CF Industries
CF
$19.2B
| $241K | 0.05% |
8,577
-7,271
| -46% | -$207K |
|
468
Ironwood Pharmaceuticals
IRWD
$611M
| $241K | 0.05% |
+23,359
| New | +$239K |
|
469
Seagate
STX
$193B
| $239K | 0.05% |
+4,935
| New | +$248K |
|
470
CryoPort
CYRX
$775M
| $238K | 0.05% |
+7,881
| New | +$175K |
|
471
General Mills
GIS
$19.2B
| $237K | 0.05% |
+3,852
| New | +$232K |
|
472
Lear
LEA
$7.19B
| $237K | 0.05% |
+2,173
| New | +$216K |
|
473
Olin
OLN
$2.64B
| $235K | 0.05% |
20,489
+5,962
| +41% | +$75.9K |
|
474
Compañía de Cervecerías Unidas
CCU
$2.12B
| $234K | 0.05% |
+16,323
| New | +$235K |
|
475
Navient
NAVI
$774M
| $234K | 0.05% |
33,309
+22,543
| +209% | +$168K |
|
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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.