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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 | |
|---|---|---|---|---|---|---|
476
Portland General Electric
POR
$6.02B
| $231K | 0.05% |
+5,528
| New | +$253K |
|
477
Washington Trust Bancorp
WASH
$732M
| $231K | 0.05% |
+7,046
| New | +$230K |
|
478
Columbus McKinnon
CMCO
$465M
| $229K | 0.05% |
+6,855
| New | +$189K |
|
479
Sturm, Ruger & Co
RGR
$610M
| $229K | 0.05% |
+3,013
| New | +$183K |
|
480
Western Digital
WDC
$179B
| $229K | 0.05% |
6,853
-19,550
| -74% | -$633K |
|
|
SGI
481
Somnigroup International
SGI
$15.1B
| $229K | 0.05% |
+12,752
| New | +$183K |
|
482
Brunswick
BC
$5.19B
| $228K | 0.05% |
+3,564
| New | +$178K |
|
483
Lincoln National
LNC
$7.91B
| $227K | 0.04% |
+6,177
| New | +$217K |
|
484
Mesa Laboratories
MLAB
$539M
| $227K | 0.04% |
+1,049
| New | +$242K |
|
485
Yeti Holdings
YETI
$3.82B
| $227K | 0.04% |
+5,301
| New | +$159K |
|
486
Enanta Pharmaceuticals
ENTA
$372M
| $226K | 0.04% |
+4,501
| New | +$233K |
|
487
Kearny Financial
KRNY
$592M
| $226K | 0.04% |
+27,673
| New | +$232K |
|
|
THS
488
DELISTED
Treehouse Foods
THS
| $225K | 0.04% |
+5,129
| New | +$250K |
|
|
CIT
489
DELISTED
CIT Group Inc.
CIT
| $225K | 0.04% |
+10,864
| New | +$210K |
|
|
CMA
490
DELISTED
Comerica
CMA
| $221K | 0.04% |
+5,800
| New | +$202K |
|
|
AVDL
491
DELISTED
Avadel Pharmaceuticals
AVDL
| $220K | 0.04% |
+27,196
| New | +$240K |
|
492
Constellium
CSTM
$3.96B
| $220K | 0.04% |
28,694
+3,348
| +13% | +$24.3K |
|
493
Deere & Co
DE
$170B
| $220K | 0.04% |
1,400
-4,342
| -76% | -$629K |
|
494
International General Insurance
IGIC
$1.23B
| $220K | 0.04% |
+31,893
| New | +$206K |
|
495
Hamilton Lane
HLNE
$3.63B
| $219K | 0.04% |
+3,258
| New | +$205K |
|
496
Tennant Co
TNC
$1.5B
| $219K | 0.04% |
+3,375
| New | +$205K |
|
497
BJs Wholesale Club
BJ
$11.9B
| $218K | 0.04% |
+5,858
| New | +$180K |
|
|
RCM
498
DELISTED
R1 RCM Inc. Common Stock
RCM
| $216K | 0.04% |
+19,364
| New | +$199K |
|
499
HealthStream
HSTM
$793M
| $213K | 0.04% |
+9,617
| New | +$223K |
|
500
Paychex
PAYX
$40.4B
| $212K | 0.04% |
+2,798
| New | +$194K |
|
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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.