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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
CSCO icon
576
Cisco
CSCO
$450B
– –
-23,211
Closed -$912K
CVX icon
577
Chevron
CVX
$388B
– –
-3,380
Closed -$245K
DAL icon
578
Delta Air Lines
DAL
$55.9B
– –
-7,525
Closed -$215K
DUK icon
579
Duke Energy
DUK
$102B
– –
-11,766
Closed -$952K
ED icon
580
Consolidated Edison
ED
$41.6B
– –
-7,706
Closed -$601K
EQIX icon
581
Equinix
EQIX
$107B
– –
-1,234
Closed -$771K
ESGR
582
DELISTED
Enstar Group
ESGR
– –
-1,262
Closed -$201K
ETR icon
583
Entergy
ETR
$54.1B
– –
-6,616
Closed -$311K
FDX icon
584
FedEx
FDX
$74.5B
– –
-1,670
Closed -$203K
FE icon
585
FirstEnergy
FE
$28.9B
– –
-9,357
Closed -$375K
FITB
586
Fifth Third Bancorp
FITB
$52B
– –
-26,137
Closed -$388K
HPE icon
587
Hewlett Packard
HPE
$63.2B
– –
-13,427
Closed -$130K
HPQ icon
588
HP
HPQ
$23.5B
– –
-52,994
Closed -$920K
HRTX icon
589
Heron Therapeutics
HRTX
$86.3M
– –
-11,866
Closed -$139K
INTU icon
590
Intuit
INTU
$81.1B
– –
-1,859
Closed -$428K
IPG
591
DELISTED
Interpublic Group of Companies
IPG
– –
-40,637
Closed -$658K
ISRG icon
592
Intuitive Surgical
ISRG
$121B
– –
-4,485
Closed -$740K
KEY icon
593
KeyCorp
KEY
$24.3B
– –
-28,940
Closed -$300K
KMB icon
594
Kimberly-Clark
KMB
$36.4B
– –
-3,178
Closed -$406K
LNT icon
595
Alliant Energy
LNT
$19.4B
– –
-9,359
Closed -$452K
MASI
596
DELISTED
Masimo
MASI
– –
-3,424
Closed -$606K
MCD icon
597
McDonald's
MCD
$188B
– –
-1,212
Closed -$200K
MDT icon
598
Medtronic
MDT
$107B
– –
-13,274
Closed -$1.2M
MSGS icon
599
Madison Square Garden
MSGS
$9.54B
– –
-1,504
Closed -$227K
MTG icon
600
MGIC Investment
MTG
$6.27B
– –
-20,298
Closed -$129K
22 23
24
25 26

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TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
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
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.