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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
FLG
551
Flagstar Bank National Association
FLG
$5.77B
$114K 0.02%
+3,733
New +$112K
SEI
552
Solaris Energy Infrastructure
SEI
$3.31B
$101K 0.02%
+13,635
New +$89.2K
WT icon
553
WisdomTree
WT
$2.97B
$100K 0.02%
28,884
+17,255
+148% +$52.4K
BCOV
554
DELISTED
Brightcove, Inc.
BCOV
$94K 0.02%
+11,922
New +$96K
CLDT
555
Chatham Lodging
CLDT
$630M
$92K 0.02%
+15,011
New +$101K
ETRN
556
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$92K 0.02%
+11,068
New +$87.1K
FBP icon
557
First Bancorp
FBP
$4.4B
$89K 0.02%
+15,976
New +$86.6K
SNR
558
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$88K 0.02%
+24,419
New +$73.5K
WPG
559
DELISTED
Washington Prime Group Inc.
WPG
$74K 0.01%
+9,730
New +$71.5K
PACB icon
560
Pacific Biosciences
PACB
$422M
$66K 0.01%
+19,070
New +$64.9K
ARCO icon
561
Arcos Dorados Holdings
ARCO
$1.73B
$58K 0.01%
+14,158
New +$52.8K
AGRO icon
562
Adecoagro
AGRO
$1.53B
$50K 0.01%
+11,445
New +$47.8K
VRAY
563
DELISTED
ViewRay, Inc.
VRAY
$22K ﹤0.01%
10,018
-7,211
-42% -$15.4K
TMUSR
564
DELISTED
T-Mobile US, Inc. Subscription Rights Expiring 7/27/2020
TMUSR
$2K ﹤0.01%
+13,292
New +$3.73K
ALKS icon
565
Alkermes
ALKS
$8.82B
– –
-12,528
Closed -$181K
ALL icon
566
Allstate
ALL
$66.9B
– –
-13,820
Closed -$1.27M
AMD icon
567
Advanced Micro Devices
AMD
$851B
– –
-7,530
Closed -$342K
AMP icon
568
Ameriprise Financial
AMP
$46.8B
– –
-2,832
Closed -$290K
ARE icon
569
Alexandria Real Estate Equities
ARE
$8.88B
– –
-1,714
Closed -$235K
ASND icon
570
Ascendis Pharma A/S
ASND
$16.7B
– –
-2,230
Closed -$251K
BKD icon
571
Brookdale Senior Living
BKD
$3.62B
– –
-44,312
Closed -$138K
CHWY icon
572
Chewy
CHWY
$8.54B
– –
-8,061
Closed -$302K
CNC icon
573
Centene
CNC
$31.3B
– –
-16,678
Closed -$991K
COST icon
574
Costco
COST
$415B
– –
-1,314
Closed -$375K
CRM icon
575
Salesforce
CRM
$134B
– –
-4,235
Closed -$610K
21 22
23
24 25

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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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SH
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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.