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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
ZBRA icon
626
Zebra Technologies
ZBRA
$12.5B
– –
-1,661
Closed -$305K
ZM icon
627
Zoom
ZM
$25.5B
– –
-2,030
Closed -$297K
ZS icon
628
Zscaler
ZS
$23B
– –
-5,814
Closed -$354K
LSXMA
629
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
– –
-38,887
Closed -$890K
SWCH
630
DELISTED
Switch, Inc. Class A Common Stock
SWCH
– –
-12,038
Closed -$174K
PHAS
631
DELISTED
PhaseBio Pharmaceuticals, Inc. Common Stock
PHAS
– –
-10,938
Closed -$36K
CTXS
632
DELISTED
Citrix Systems Inc
CTXS
– –
-2,281
Closed -$323K
CONE
633
DELISTED
CyrusOne Inc Common Stock
CONE
– –
-6,960
Closed -$430K
COR
634
DELISTED
Coresite Realty Corporation
COR
– –
-3,656
Closed -$424K
WORK
635
DELISTED
Slack Technologies, Inc.
WORK
– –
-9,537
Closed -$256K
PE
636
DELISTED
PARSLEY ENERGY INC
PE
– –
-18,648
Closed -$107K
NBL
637
DELISTED
Noble Energy, Inc.
NBL
– –
-13,983
Closed -$84K
AGN
638
DELISTED
Allergan plc
AGN
– –
-3,145
Closed -$557K
UN
639
DELISTED
Unilever NV New York Registry Shares
UN
– –
-14,334
Closed -$699K
STL
640
DELISTED
Sterling Bancorp
STL
– –
-15,916
Closed -$166K
22 23 24 25
26

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CCM
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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
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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.