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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 | |
|---|---|---|---|---|---|---|
|
DFS
126
DELISTED
Discover Financial Services
DFS
| $1.34M | 0.26% |
26,682
+17,539
| +192% | +$772K |
|
127
Envista
NVST
$4.26B
| $1.34M | 0.26% |
+63,375
| New | +$1.19M |
|
128
Digital Realty Trust
DLR
$66.4B
| $1.33M | 0.26% |
+9,390
| New | +$1.33M |
|
|
CHNG
129
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $1.33M | 0.26% |
118,772
+64,872
| +120% | +$729K |
|
130
Applied Materials
AMAT
$447B
| $1.32M | 0.26% |
21,868
+12,710
| +139% | +$686K |
|
131
Liberty Broadband Class C
LBRDK
$4.26B
| $1.32M | 0.26% |
+10,668
| New | +$1.34M |
|
132
NVIDIA
NVDA
$5.06T
| $1.31M | 0.26% |
138,480
-3,560
| -3% | -$28.8K |
|
133
Louisiana-Pacific
LPX
$5.04B
| $1.31M | 0.26% |
+50,929
| New | +$1.08M |
|
134
Universal Health Services
UHS
$9.16B
| $1.29M | 0.26% |
+13,924
| New | +$1.39M |
|
135
Masco
MAS
$15.6B
| $1.26M | 0.25% |
+25,153
| New | +$1.09M |
|
136
Otis Worldwide
OTIS
$27.2B
| $1.24M | 0.24% |
+21,718
| New | +$1.13M |
|
137
Equity Residential
EQR
$25.6B
| $1.22M | 0.24% |
20,753
+15,223
| +275% | +$943K |
|
|
ATVI
138
DELISTED
Activision Blizzard
ATVI
| $1.22M | 0.24% |
+16,071
| New | +$1.12M |
|
|
PPL
139
PPL Corp
PPL
$27.3B
| $1.2M | 0.24% |
+46,286
| New | +$1.2M |
|
140
Lockheed Martin
LMT
$131B
| $1.2M | 0.24% |
3,275
+802
| +32% | +$303K |
|
141
Owens Corning
OC
$11.2B
| $1.17M | 0.23% |
21,062
+14,751
| +234% | +$688K |
|
|
MNTA
142
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $1.17M | 0.23% |
35,200
+25,550
| +265% | +$814K |
|
143
Dollar Tree
DLTR
$22.6B
| $1.17M | 0.23% |
+12,603
| New | +$1.05M |
|
144
CubeSmart
CUBE
$9.29B
| $1.16M | 0.23% |
+43,136
| New | +$1.14M |
|
145
New York Times
NYT
$11.4B
| $1.16M | 0.23% |
+27,693
| New | +$1.01M |
|
|
INOV
146
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $1.16M | 0.23% |
60,202
+45,121
| +299% | +$801K |
|
147
First Industrial Realty Trust
FR
$8.79B
| $1.15M | 0.23% |
29,806
+21,142
| +244% | +$774K |
|
148
Donaldson
DCI
$10.6B
| $1.14M | 0.23% |
+24,486
| New | +$1.08M |
|
149
Pinterest
PINS
$12.3B
| $1.13M | 0.22% |
+50,747
| New | +$990K |
|
150
Clorox
CLX
$11.3B
| $1.1M | 0.22% |
+5,019
| New | +$1M |
|
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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.