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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
NOK icon
526
Nokia
NOK
$50.8B
$186K 0.04%
+42,325
New +$160K
BRSL
527
Brightstar Lottery PLC
BRSL
$1.91B
$180K 0.04%
20,174
+9,382
+87% +$73.1K
WVE icon
528
Wave Life Sciences
WVE
$1.12B
$179K 0.04%
+17,147
New +$161K
LNTH icon
529
Lantheus
LNTH
$6.82B
$176K 0.03%
+12,307
New +$163K
BGC icon
530
BGC Group
BGC
$5.58B
$172K 0.03%
62,842
+48,172
+328% +$133K
CADE
531
DELISTED
Cadence Bancorporation
CADE
$168K 0.03%
+18,914
New +$135K
FFWM
532
DELISTED
First Foundation Inc
FFWM
$166K 0.03%
+10,141
New +$136K
ATRA icon
533
Atara Biotherapeutics
ATRA
$71.2M
$160K 0.03%
+438
New +$111K
ISEE
534
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$159K 0.03%
31,196
+12,965
+71% +$54K
ALDX icon
535
Aldeyra Therapeutics
ALDX
$91.7M
$154K 0.03%
+36,963
New +$135K
WBT
536
DELISTED
Welbilt, Inc.
WBT
$150K 0.03%
+24,681
New +$134K
TECK icon
537
Teck Resources
TECK
$29.5B
$146K 0.03%
+14,000
New +$129K
XENE icon
538
Xenon Pharmaceuticals
XENE
$6.32B
$146K 0.03%
+11,676
New +$149K
BDSI
539
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$146K 0.03%
+33,410
New +$150K
VNTR
540
DELISTED
Venator Materials PLC
VNTR
$145K 0.03%
80,806
+56,955
+239% +$88.7K
SURF
541
DELISTED
Surface Oncology, Inc. Common Stock
SURF
$143K 0.03%
+21,817
New +$78.8K
AGNC icon
542
AGNC Investment
AGNC
$12.3B
$142K 0.03%
+10,996
New +$138K
GRWG icon
543
GrowGeneration
GRWG
$82.9M
$141K 0.03%
+20,631
New +$114K
KALV
544
DELISTED
KalVista Pharmaceuticals
KALV
$132K 0.03%
+10,910
New +$116K
ATRS
545
DELISTED
Antares Pharma, Inc.
ATRS
$128K 0.03%
+46,374
New +$129K
INN
546
Summit Hotel Properties
INN
$761M
$125K 0.02%
+21,000
New +$118K
ISBC
547
DELISTED
Investors Bancorp, Inc.
ISBC
$125K 0.02%
+14,712
New +$124K
GAIN icon
548
Gladstone Investment Corp
GAIN
$635M
$123K 0.02%
+11,967
New +$123K
RNAC icon
549
Cartesian Therapeutics
RNAC
$232M
$117K 0.02%
1,376
+134
+11% +$12.1K
DCH
550
Dauch Corp
DCH
$1.3B
$114K 0.02%
+15,011
New +$86.7K
20 21
22
23 24

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CCM
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GPC
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CBT
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FSCP
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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.