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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
BWIN
276
Baldwin Insurance Group
BWIN
$2.58B
$565K 0.11%
32,734
+19,197
+142% +$232K
ADC icon
277
Agree Realty
ADC
$9.68B
$561K 0.11%
+8,540
New +$545K
FICO icon
278
Fair Isaac
FICO
$28.7B
$557K 0.11%
+1,332
New +$486K
BKNG icon
279
Booking.com
BKNG
$138B
$556K 0.11%
+8,725
New +$531K
PPD
280
DELISTED
PPD, Inc. Common Stock
PPD
$554K 0.11%
+20,658
New +$516K
ARMK icon
281
Aramark
ARMK
$15B
$553K 0.11%
+33,927
New +$595K
WEN icon
282
Wendy's
WEN
$1.33B
$553K 0.11%
+25,394
New +$505K
OEC icon
283
Orion
OEC
$394M
$540K 0.11%
+50,945
New +$471K
CCI icon
284
Crown Castle
CCI
$32.7B
$535K 0.11%
3,199
-4,199
-57% -$676K
TDOC icon
285
Teladoc Health
TDOC
$1.58B
$534K 0.11%
2,800
+1,300
+87% +$228K
SE icon
286
Sea Limited
SE
$61.2B
$531K 0.1%
+4,951
New +$358K
Z icon
287
Zillow
Z
$7.04B
$531K 0.1%
+9,221
New +$458K
DOCU
288
DocuSign
DOCU
$9.63B
$529K 0.1%
+3,069
New +$387K
CSOD
289
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$527K 0.1%
+13,655
New +$480K
ATH
290
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$526K 0.1%
+16,876
New +$471K
ICE icon
291
Intercontinental Exchange
ICE
$82.4B
$524K 0.1%
5,724
+37
+0.7% +$3.39K
PGR icon
292
Progressive
PGR
$124B
$520K 0.1%
6,495
-1,425
-18% -$111K
FATE icon
293
Fate Therapeutics
FATE
$281M
$518K 0.1%
15,099
+2,623
+21% +$78.2K
CZR icon
294
Caesars Entertainment
CZR
$6.1B
$517K 0.1%
+12,906
New +$358K
BIIB icon
295
Biogen
BIIB
$29.9B
$515K 0.1%
1,924
+1,205
+168% +$362K
BCPC
296
Balchem Corp
BCPC
$5.23B
$513K 0.1%
+5,411
New +$506K
JBL icon
297
Jabil
JBL
$32.8B
$510K 0.1%
+15,892
New +$457K
UNVR
298
DELISTED
Univar Solutions Inc.
UNVR
$510K 0.1%
+30,240
New +$434K
LRCX icon
299
Lam Research
LRCX
$382B
$509K 0.1%
15,750
-1,310
-8% -$35.7K
NOMD icon
300
Nomad Foods
NOMD
$1.64B
$507K 0.1%
+23,621
New +$493K
10 11
12
13 14

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
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.