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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
Cap. Flow
+$338M
Cap. Flow %
66.77%
Top 10 Hldgs %
9.45%
Holding
641
New
400
Increased
138
Reduced
26
Closed
76

Top Buys

Rank Stock Value
1
MDLZ icon
Mondelez International
MDLZ
+$4.33M
2
PG icon
Procter & Gamble
PG
+$4.17M
3
BMY icon
Bristol-Myers Squibb
BMY
+$3.55M
4
BAX icon
Baxter International
BAX
+$3.44M
5
Y
Alleghany Corp
Y
+$3.31M

Top Sells

Rank Stock Value
1
ALL icon
Allstate
ALL
+$1.27M
2
RTX icon
RTX Corp
RTX
+$1.27M
3
MDT icon
Medtronic
MDT
+$1.2M
4
CNC icon
Centene
CNC
+$991K
5
DUK icon
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
UNP icon
26
Union Pacific
UNP
$182B
$2.72M 0.54%
16,075
+11,082
+222% +$1.78M
AFG icon
27
American Financial Group
AFG
$11.7B
$2.69M 0.53%
+42,374
New +$2.73M
LIN icon
28
Linde
LIN
$235B
$2.65M 0.52%
12,500
+9,625
+335% +$1.86M
NVRO
29
DELISTED
NEVRO CORP.
NVRO
$2.65M 0.52%
22,155
+14,528
+190% +$1.72M
LHCG
30
DELISTED
LHC Group LLC
LHCG
$2.64M 0.52%
15,168
+10,583
+231% +$1.55M
HR icon
31
Healthcare Realty
HR
$7.37B
$2.64M 0.52%
+99,471
New +$2.55M
NXPI icon
32
NXP Semiconductors
NXPI
$69.1B
$2.61M 0.52%
22,921
+19,017
+487% +$1.9M
AMZN icon
33
Amazon
AMZN
$2.5T
$2.6M 0.51%
18,840
-1,380
-7% -$167K
JPM icon
34
JPMorgan Chase
JPM
$923B
$2.59M 0.51%
27,558
+19,975
+263% +$1.9M
FTV icon
35
Fortive
FTV
$18.5B
$2.53M 0.5%
59,262
+21,307
+56% +$831K
DGX icon
36
Quest Diagnostics
DGX
$24.9B
$2.52M 0.5%
22,105
+16,696
+309% +$1.77M
WMT icon
37
Walmart Inc
WMT
$860B
$2.52M 0.5%
63,090
+52,230
+481% +$2.15M
MCO icon
38
Moody's
MCO
$82.6B
$2.48M 0.49%
+9,032
New +$2.29M
GS icon
39
Goldman Sachs
GS
$315B
$2.4M 0.47%
12,120
+5,809
+92% +$1.09M
ACGL icon
40
Arch Capital
ACGL
$34.9B
$2.37M 0.47%
82,750
+73,974
+843% +$2.04M
INTC icon
41
Intel
INTC
$508B
$2.35M 0.46%
39,217
+24,472
+166% +$1.46M
AZN icon
42
AstraZeneca
AZN
$261B
$2.34M 0.46%
22,152
+14,051
+173% +$1.45M
TFC icon
43
Truist Financial
TFC
$61.9B
$2.33M 0.46%
62,194
+44,866
+259% +$1.62M
CB icon
44
Chubb
CB
$137B
$2.28M 0.45%
+18,017
New +$2.09M
MU icon
45
Micron Technology
MU
$1.12T
$2.25M 0.45%
43,718
+19,432
+80% +$916K
PH icon
46
Parker-Hannifin
PH
$123B
$2.25M 0.44%
+12,252
New +$1.98M
TSM icon
47
TSMC
TSM
$2.15T
$2.24M 0.44%
+39,462
New +$2.08M
CTLT
48
DELISTED
CATALENT, INC.
CTLT
$2.2M 0.44%
30,072
+10,454
+53% +$710K
BXP icon
49
Boston Properties
BXP
$10.9B
$2.18M 0.43%
+24,112
New +$2.19M
CNNE icon
50
Cannae Holdings
CNNE
$628M
$2.17M 0.43%
52,893
+46,122
+681% +$1.58M
1
2
3 4 5

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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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.