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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
CFG icon
101
Citizens Financial Group
CFG
$30.3B
$1.5M 0.3%
+59,493
New +$1.35M
EVRG icon
102
Evergy
EVRG
$20B
$1.49M 0.29%
25,147
+20,762
+473% +$1.23M
TU icon
103
Telus
TU
$15.8B
$1.49M 0.29%
+88,712
New +$1.48M
AVY icon
104
Avery Dennison
AVY
$11.9B
$1.47M 0.29%
+12,904
New +$1.42M
MKL icon
105
Markel Group
MKL
$24.5B
$1.47M 0.29%
+1,589
New +$1.44M
VOYA icon
106
Voya Financial
VOYA
$8.78B
$1.46M 0.29%
31,326
+16,932
+118% +$752K
CRWD icon
107
CrowdStrike
CRWD
$187B
$1.45M 0.29%
+57,912
New +$1.16M
BBL
108
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$1.45M 0.29%
+35,266
New +$1.28M
A icon
109
Agilent Technologies
A
$39.5B
$1.44M 0.28%
+16,290
New +$1.33M
MOH icon
110
Molina Healthcare
MOH
$10.5B
$1.43M 0.28%
8,025
+5,275
+192% +$898K
SGEN
111
DELISTED
Seagen Inc. Common Stock
SGEN
$1.43M 0.28%
+8,396
New +$1.25M
FHN icon
112
First Horizon
FHN
$12.1B
$1.43M 0.28%
143,215
+83,276
+139% +$757K
MRTX
113
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$1.42M 0.28%
12,409
+6,796
+121% +$659K
DOV icon
114
Dover
DOV
$26.6B
$1.41M 0.28%
14,563
+8,507
+140% +$785K
ORCL icon
115
Oracle
ORCL
$346B
$1.4M 0.28%
+25,411
New +$1.35M
DAR icon
116
Darling Ingredients
DAR
$10.1B
$1.4M 0.28%
+56,935
New +$1.24M
C icon
117
Citigroup
C
$221B
$1.4M 0.28%
27,398
+13,741
+101% +$652K
MDB icon
118
MongoDB
MDB
$24.1B
$1.39M 0.27%
6,144
+4,110
+202% +$761K
AXTA icon
119
Axalta
AXTA
$6.78B
$1.39M 0.27%
+61,570
New +$1.26M
GWPH
120
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$1.39M 0.27%
11,299
+5,247
+87% +$595K
ENOV icon
121
Enovis
ENOV
$1.5B
$1.38M 0.27%
+28,781
New +$1.27M
NUVA
122
DELISTED
NuVasive, Inc.
NUVA
$1.37M 0.27%
+24,637
New +$1.42M
PEP icon
123
PepsiCo
PEP
$184B
$1.37M 0.27%
10,360
+2,476
+31% +$326K
NVS icon
124
Novartis
NVS
$297B
$1.36M 0.27%
15,634
+2,699
+21% +$233K
CIEN icon
125
Ciena
CIEN
$57.7B
$1.36M 0.27%
+25,179
New +$1.25M
3 4
5
6 7

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.