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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
POST icon
151
Post Holdings
POST
$4.12B
$1.1M 0.22%
+19,186
New +$1.12M
SPLK
152
DELISTED
Splunk Inc
SPLK
$1.09M 0.21%
+5,464
New +$864K
TRV icon
153
Travelers Companies
TRV
$80.2B
$1.08M 0.21%
+9,480
New +$999K
AGIO icon
154
Agios Pharmaceuticals
AGIO
$2.14B
$1.08M 0.21%
20,121
+6,774
+51% +$314K
KIM icon
155
Kimco Realty
KIM
$17.5B
$1.06M 0.21%
+82,863
New +$922K
STM icon
156
STMicroelectronics
STM
$47.4B
$1.06M 0.21%
+38,636
New +$960K
BIO icon
157
Bio-Rad Laboratories Class A
BIO
$8.38B
$1.06M 0.21%
2,339
+1,574
+206% +$695K
VIAV icon
158
Viavi Solutions
VIAV
$9.96B
$1.05M 0.21%
+82,288
New +$987K
G icon
159
Genpact
G
$5.27B
$1.05M 0.21%
+28,663
New +$969K
GLPI icon
160
Gaming and Leisure Properties
GLPI
$12.7B
$1.05M 0.21%
+30,247
New +$942K
VOD icon
161
Vodafone
VOD
$35B
$1.05M 0.21%
65,615
+34,908
+114% +$527K
LUV icon
162
Southwest Airlines
LUV
$21.8B
$1.04M 0.21%
+30,564
New +$971K
MSCI icon
163
MSCI
MSCI
$40.6B
$1.04M 0.21%
+3,130
New +$1.01M
TWST icon
164
Twist Bioscience
TWST
$5.73B
$1.04M 0.2%
22,902
+12,162
+113% +$436K
RRX icon
165
Regal Rexnord
RRX
$14.3B
$1.01M 0.2%
11,567
+7,939
+219% +$595K
BPMC
166
DELISTED
Blueprint Medicines
BPMC
$1.01M 0.2%
12,905
+7,644
+145% +$517K
AVLR
167
DELISTED
Avalara, Inc.
AVLR
$1M 0.2%
+7,529
New +$740K
WYNN icon
168
Wynn Resorts
WYNN
$10.1B
$1M 0.2%
+13,432
New +$1.08M
COF icon
169
Capital One
COF
$123B
$988K 0.2%
15,781
+376
+2% +$23.4K
CI icon
170
Cigna
CI
$76.2B
$987K 0.2%
5,262
+3,407
+184% +$646K
WY icon
171
Weyerhaeuser
WY
$17.1B
$975K 0.19%
+43,423
New +$879K
CCXI
172
DELISTED
ChemoCentryx, Inc.
CCXI
$975K 0.19%
16,945
+2,330
+16% +$127K
KKR icon
173
KKR & Co
KKR
$86.8B
$974K 0.19%
+31,533
New +$847K
RNG icon
174
RingCentral
RNG
$3.89B
$973K 0.19%
3,415
+2,049
+150% +$518K
CBOE icon
175
Cboe Global Markets
CBOE
$29.7B
$971K 0.19%
+10,405
New +$1.02M
5 6
7
8 9

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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.