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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 | |
|---|---|---|---|---|---|---|
501
Repligen
RGEN
$7.44B
| $212K | 0.04% |
+1,718
| New | +$202K |
|
|
SCHW
502
Charles Schwab
SCHW
$177B
| $212K | 0.04% |
+6,275
| New | +$225K |
|
|
SCU
503
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
| $211K | 0.04% |
+16,320
| New | +$209K |
|
504
PTC Therapeutics
PTCT
$6.37B
| $210K | 0.04% |
+4,147
| New | +$204K |
|
505
American Electric Power
AEP
$73.7B
| $209K | 0.04% |
+2,618
| New | +$214K |
|
506
CONMED
CNMD
$1.29B
| $208K | 0.04% |
+2,884
| New | +$201K |
|
507
HUB Group
HUBG
$3.01B
| $208K | 0.04% |
+8,680
| New | +$200K |
|
508
Netflix
NFLX
$292B
| $208K | 0.04% |
4,580
-19,190
| -81% | -$817K |
|
509
AZZ Inc
AZZ
$4.5B
| $207K | 0.04% |
+6,035
| New | +$185K |
|
|
PRFT
510
DELISTED
Perficient Inc
PRFT
| $206K | 0.04% |
+5,765
| New | +$191K |
|
511
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.9B
| $205K | 0.04% |
+7,219
| New | +$197K |
|
512
Taylor Morrison
TMHC
| $205K | 0.04% |
+10,603
| New | +$167K |
|
513
Datadog
DDOG
$87.9B
| $204K | 0.04% |
2,345
-7,435
| -76% | -$453K |
|
514
Toll Brothers
TOL
$14B
| $204K | 0.04% |
+6,246
| New | +$171K |
|
515
Warner Bros
WBD
$64.6B
| $204K | 0.04% |
+9,656
| New | +$209K |
|
|
STAY
516
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $204K | 0.04% |
+18,219
| New | +$191K |
|
517
Saia
SAIA
$11.3B
| $202K | 0.04% |
+1,814
| New | +$174K |
|
518
Texas Pacific Land
TPL
$28.9B
| $202K | 0.04% |
+3,060
| New | +$188K |
|
|
IAA
519
DELISTED
IAA, Inc. Common Stock
IAA
| $201K | 0.04% |
+5,215
| New | +$195K |
|
520
American Tower
AMT
$77.7B
| $200K | 0.04% |
775
-1,755
| -69% | -$434K |
|
521
D.R. Horton
DHI
$41B
| $200K | 0.04% |
+3,610
| New | +$175K |
|
522
Hilton Grand Vacations
HGV
$3.84B
| $200K | 0.04% |
+10,236
| New | +$202K |
|
523
Ford
F
$57.3B
| $198K | 0.04% |
+32,521
| New | +$180K |
|
|
MOMO
524
Hello Group
MOMO
$869M
| $191K | 0.04% |
+10,927
| New | +$230K |
|
|
RPT
525
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $191K | 0.04% |
+27,484
| New | +$175K |
|
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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.