We are live on ! Find out more
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
ARGO
76
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.76M 0.35%
50,458
+35,472
+237% +$1.18M
QRVO icon
77
Qorvo
QRVO
$7.65B
$1.74M 0.34%
15,764
+7,959
+102% +$789K
GWW icon
78
W.W. Grainger
GWW
$64.6B
$1.73M 0.34%
5,495
+4,379
+392% +$1.27M
ITT icon
79
ITT
ITT
$17.5B
$1.71M 0.34%
29,166
+23,548
+419% +$1.25M
CCEP icon
80
Coca-Cola Europacific Partners
CCEP
$45.8B
$1.71M 0.34%
+45,261
New +$1.78M
STAG icon
81
STAG Industrial
STAG
$7.74B
$1.7M 0.34%
58,085
+47,547
+451% +$1.25M
SBAC icon
82
SBA Communications
SBAC
$18.5B
$1.7M 0.34%
+5,708
New +$1.68M
IEX icon
83
IDEX
IEX
$16.4B
$1.66M 0.33%
10,527
+6,773
+180% +$1.04M
AZO icon
84
AutoZone
AZO
$47.7B
$1.66M 0.33%
1,474
+1,124
+321% +$1.18M
ARNA
85
DELISTED
Arena Pharmaceuticals Inc
ARNA
$1.64M 0.32%
26,108
+13,982
+115% +$769K
HUM icon
86
Humana
HUM
$47.4B
$1.61M 0.32%
4,146
+2,443
+143% +$914K
QTS
87
DELISTED
QTS REALTY TRUST, INC.
QTS
$1.61M 0.32%
+25,070
New +$1.58M
ELS icon
88
Equity Lifestyle Properties
ELS
$12.8B
$1.6M 0.32%
+25,617
New +$1.57M
BMRN icon
89
BioMarin Pharmaceuticals
BMRN
$11.4B
$1.59M 0.32%
12,933
+5,274
+69% +$524K
KEYS icon
90
Keysight
KEYS
$55.6B
$1.59M 0.31%
+15,776
New +$1.55M
TEL icon
91
TE Connectivity
TEL
$58B
$1.58M 0.31%
+19,411
New +$1.46M
KDP icon
92
Keurig Dr Pepper
KDP
$40.4B
$1.58M 0.31%
+55,697
New +$1.51M
GOOG icon
93
Alphabet (Google) Class C
GOOG
$3.88T
$1.57M 0.31%
22,220
+5,220
+31% +$352K
SAFM
94
DELISTED
Sanderson Farms Inc
SAFM
$1.56M 0.31%
+13,457
New +$1.73M
DELL icon
95
Dell
DELL
$284B
$1.55M 0.31%
+55,731
New +$1.25M
MET icon
96
MetLife
MET
$59.5B
$1.55M 0.31%
+42,474
New +$1.48M
JRVR icon
97
James River Group Holdings
JRVR
$209M
$1.54M 0.3%
34,294
+24,879
+264% +$925K
AVB icon
98
AvalonBay Communities
AVB
$27.1B
$1.53M 0.3%
+9,902
New +$1.57M
ADI icon
99
Analog Devices
ADI
$185B
$1.53M 0.3%
12,453
+4,066
+48% +$447K
HUN icon
100
Huntsman Corp
HUN
$2.25B
$1.51M 0.3%
+84,045
New +$1.41M
2 3
4
5 6

Similar funds

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.