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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
NDSN icon
601
Nordson
NDSN
$16.5B
– –
-4,774
Closed -$645K
NERV icon
602
Minerva Neurosciences
NERV
$188M
– –
-2,404
Closed -$116K
NI icon
603
NiSource
NI
$22.4B
– –
-9,540
Closed -$238K
NOC icon
604
Northrop Grumman
NOC
$77B
– –
-1,183
Closed -$358K
NSC icon
605
Norfolk Southern
NSC
$78.8B
– –
-3,349
Closed -$489K
NTR icon
606
Nutrien
NTR
$32.7B
– –
-6,093
Closed -$207K
NVO
607
Novo Nordisk
NVO
$216B
– –
-15,286
Closed -$460K
O icon
608
Realty Income
O
$61.2B
– –
-4,841
Closed -$234K
PEG icon
609
Public Service Enterprise Group
PEG
$39.8B
– –
-6,494
Closed -$292K
PLD icon
610
Prologis
PLD
$138B
– –
-5,496
Closed -$442K
PNW icon
611
Pinnacle West Capital
PNW
$12.9B
– –
-3,220
Closed -$244K
RIO icon
612
Rio Tinto
RIO
$148B
– –
-5,268
Closed -$240K
RTX icon
613
RTX Corp
RTX
$287B
– –
-21,323
Closed -$1.27M
RVTY icon
614
Revvity
RVTY
$12.3B
– –
-8,350
Closed -$629K
STT icon
615
State Street
STT
$50.9B
– –
-12,858
Closed -$685K
TAL icon
616
TAL Education Group
TAL
$5.71B
– –
-5,055
Closed -$269K
TEVA icon
617
Teva Pharmaceuticals
TEVA
$35.9B
– –
-31,058
Closed -$279K
TTWO icon
618
Take-Two Interactive
TTWO
$43B
– –
-3,646
Closed -$432K
TXG icon
619
10x Genomics
TXG
$5.87B
– –
-3,355
Closed -$209K
UNH icon
620
UnitedHealth
UNH
$382B
– –
-1,009
Closed -$251K
VSTM icon
621
Verastem
VSTM
$532M
– –
-2,800
Closed -$89K
VZ icon
622
Verizon
VZ
$194B
– –
-6,496
Closed -$349K
WFC icon
623
Wells Fargo
WFC
$261B
– –
-20,715
Closed -$595K
XRAY icon
624
Dentsply Sirona
XRAY
$2.59B
– –
-11,019
Closed -$428K
XYL icon
625
Xylem
XYL
$28.5B
– –
-11,643
Closed -$758K
22 23 24
25
26

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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.