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
MLM icon
176
Martin Marietta Materials
MLM
$33.7B
$969K 0.19%
+4,690
New +$902K
SAGE
177
DELISTED
Sage Therapeutics
SAGE
$959K 0.19%
23,055
+8,094
+54% +$294K
BIDU icon
178
Baidu
BIDU
$36.3B
$955K 0.19%
7,969
+834
+12% +$89.2K
IIPR icon
179
Innovative Industrial Properties
IIPR
$1.8B
$953K 0.19%
+10,831
New +$882K
ETFC
180
DELISTED
E*Trade Financial Corporation
ETFC
$953K 0.19%
19,173
+3,663
+24% +$158K
GH icon
181
Guardant Health
GH
$19.6B
$948K 0.19%
+11,689
New +$942K
PFG icon
182
Principal Financial Group
PFG
$23.5B
$948K 0.19%
+22,811
New +$832K
WRB icon
183
W.R. Berkley
WRB
$28B
$943K 0.19%
+37,022
New +$908K
CPB icon
184
Campbell Soup
CPB
$6.5B
$942K 0.19%
+18,974
New +$942K
FAF icon
185
First American
FAF
$7.71B
$940K 0.19%
+19,566
New +$924K
SMPL icon
186
Simply Good Foods
SMPL
$921M
$934K 0.18%
50,276
+35,966
+251% +$637K
NATI
187
DELISTED
National Instruments Corp
NATI
$933K 0.18%
24,095
+10,802
+81% +$408K
K
188
DELISTED
Kellanova
K
$928K 0.18%
+14,957
New +$905K
SIRI icon
189
SiriusXM
SIRI
$10.2B
$922K 0.18%
15,711
+7,759
+98% +$435K
ACI icon
190
Albertsons Companies
ACI
$5.48B
$917K 0.18%
+58,121
New +$906K
WSO icon
191
Watsco Inc
WSO
$15.1B
$916K 0.18%
+5,153
New +$853K
ENTG icon
192
Entegris
ENTG
$20B
$915K 0.18%
+15,494
New +$861K
IDA icon
193
Idacorp
IDA
$8.31B
$910K 0.18%
+10,414
New +$940K
GM icon
194
General Motors
GM
$75.7B
$904K 0.18%
+35,720
New +$869K
EGP icon
195
EastGroup Properties
EGP
$11.6B
$890K 0.18%
+7,506
New +$830K
ORLY icon
196
O'Reilly Automotive
ORLY
$72.2B
$890K 0.18%
+31,665
New +$828K
EL icon
197
Estee Lauder
EL
$29.3B
$888K 0.18%
+4,707
New +$841K
MKSI icon
198
MKS Inc
MKSI
$22.8B
$884K 0.17%
+7,805
New +$776K
INFO
199
DELISTED
IHS Markit Ltd. Common Shares
INFO
$883K 0.17%
+11,697
New +$796K
ENS icon
200
EnerSys
ENS
$7.09B
$878K 0.17%
+13,644
New +$804K
6 7
8
9 10

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.