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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
QCOM icon
51
Qualcomm
QCOM
$180B
$2.14M 0.42%
+23,498
New +$1.88M
FIS icon
52
Fidelity National Information Services
FIS
$20.7B
$2.14M 0.42%
15,953
+1,191
+8% +$156K
MGP
53
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$2.12M 0.42%
+77,936
New +$2.01M
INVH icon
54
Invitation Homes
INVH
$17.5B
$2.12M 0.42%
76,882
+63,711
+484% +$1.6M
REXR icon
55
Rexford Industrial Realty
REXR
$8.12B
$2.11M 0.42%
+50,958
New +$2.05M
OPTU
56
Optimum Communications Inc
OPTU
$340M
$2.1M 0.42%
+93,354
New +$2.29M
PTC icon
57
PTC
PTC
$13.1B
$2.08M 0.41%
+26,795
New +$1.9M
VRNS icon
58
Varonis Systems
VRNS
$5.14B
$2.07M 0.41%
+70,035
New +$1.75M
HZNP
59
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$2.04M 0.4%
36,734
+13,640
+59% +$584K
PZZA icon
60
Papa John's
PZZA
$999M
$2.04M 0.4%
+25,680
New +$1.91M
KHC icon
61
Kraft Heinz
KHC
$30.1B
$2.03M 0.4%
+63,695
New +$1.91M
DD icon
62
DuPont de Nemours
DD
$18.6B
$2M 0.4%
30,069
+19,693
+190% +$1.15M
BG icon
63
Bunge Global
BG
$23.7B
$2M 0.39%
48,568
+36,364
+298% +$1.41M
VMW
64
DELISTED
VMware, Inc
VMW
$1.92M 0.38%
12,415
+9,909
+395% +$1.36M
EA icon
65
Electronic Arts
EA
$52.4B
$1.89M 0.37%
14,334
+11,341
+379% +$1.34M
MRSH
66
Marsh
MRSH
$84.2B
$1.88M 0.37%
+17,530
New +$1.77M
EQH icon
67
Equitable Holdings
EQH
$12.9B
$1.88M 0.37%
97,230
+79,046
+435% +$1.41M
SBNY
68
DELISTED
Signature Bank
SBNY
$1.87M 0.37%
+17,469
New +$1.72M
TJX icon
69
TJX Companies
TJX
$170B
$1.83M 0.36%
+36,242
New +$1.82M
WDAY icon
70
Workday
WDAY
$31.6B
$1.82M 0.36%
+9,722
New +$1.57M
CW icon
71
Curtiss-Wright
CW
$27.7B
$1.79M 0.35%
20,055
+14,219
+244% +$1.36M
LII icon
72
Lennox International
LII
$18.7B
$1.79M 0.35%
+7,678
New +$1.55M
HOLX
73
DELISTED
Hologic
HOLX
$1.78M 0.35%
+31,261
New +$1.53M
MCK icon
74
McKesson
MCK
$96.5B
$1.78M 0.35%
11,594
+5,869
+103% +$848K
DOC icon
75
Healthpeak Properties
DOC
$15.2B
$1.76M 0.35%
+63,908
New +$1.63M
1 2
3
4 5

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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
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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.