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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 | |
|---|---|---|---|---|---|---|
201
Purple Innovation
PRPL
$29.9M
| $871K | 0.17% |
+1,936
| New | +$610K |
|
202
Perrigo
PRGO
$1.4B
| $865K | 0.17% |
+15,651
| New | +$824K |
|
|
EV
203
DELISTED
Eaton Vance Corp.
EV
| $865K | 0.17% |
+22,415
| New | +$816K |
|
|
SJR
204
DELISTED
Shaw Communications Inc.
SJR
| $863K | 0.17% |
52,752
+33,185
| +170% | +$548K |
|
|
BERY
205
DELISTED
Berry Global Group, Inc.
BERY
| $858K | 0.17% |
+21,088
| New | +$792K |
|
206
American Eagle Outfitters
AEO
$2.87B
| $857K | 0.17% |
+78,652
| New | +$744K |
|
207
Home Depot
HD
$331B
| $855K | 0.17% |
+3,414
| New | +$781K |
|
208
LPL Financial
LPLA
$26.3B
| $855K | 0.17% |
10,904
+7,090
| +186% | +$474K |
|
209
Lowe's Companies
LOW
$116B
| $853K | 0.17% |
6,316
+2,790
| +79% | +$319K |
|
210
AT&T
T
$165B
| $848K | 0.17% |
+37,146
| New | +$846K |
|
211
Genmab
GMAB
$17.7B
| $847K | 0.17% |
+24,990
| New | +$681K |
|
212
Independence Realty Trust
IRT
$3.9B
| $845K | 0.17% |
+73,518
| New | +$733K |
|
213
Zimmer Biomet
ZBH
$17.7B
| $842K | 0.17% |
+7,269
| New | +$838K |
|
214
Yum! Brands
YUM
$40.8B
| $838K | 0.17% |
+9,643
| New | +$824K |
|
215
Insulet
PODD
$11.3B
| $834K | 0.16% |
+4,292
| New | +$821K |
|
216
Alphabet (Google) Class A
GOOGL
$3.91T
| $831K | 0.16% |
+11,720
| New | +$790K |
|
217
Boston Beer
SAM
$1.88B
| $824K | 0.16% |
+1,535
| New | +$743K |
|
218
Aecom
ACM
$9.08B
| $799K | 0.16% |
21,270
+10,017
| +89% | +$359K |
|
219
Labcorp
LH
$24.5B
| $799K | 0.16% |
+5,600
| New | +$775K |
|
220
Advance Auto Parts
AAP
$3.34B
| $798K | 0.16% |
+5,600
| New | +$712K |
|
|
GRA
221
DELISTED
W.R. Grace & Co.
GRA
| $798K | 0.16% |
+15,713
| New | +$744K |
|
222
Boyd Gaming
BYD
$6.41B
| $797K | 0.16% |
+38,148
| New | +$696K |
|
223
HCA Healthcare
HCA
$85B
| $775K | 0.15% |
7,983
+3,857
| +93% | +$401K |
|
224
Marvell Technology
MRVL
$174B
| $763K | 0.15% |
+21,774
| New | +$637K |
|
|
ACC
225
DELISTED
American Campus Communities, Inc.
ACC
| $761K | 0.15% |
+21,775
| New | +$722K |
|
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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.