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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
VT icon
1
Vanguard Total World Stock ETF
VT
$77.2B
$7.81M 1.54%
104,465
– –
BMY icon
2
Bristol-Myers Squibb
BMY
$124B
$5.52M 1.09%
93,936
+59,358
+172% +$3.55M
PG icon
3
Procter & Gamble
PG
$347B
$5.45M 1.08%
45,607
+35,795
+365% +$4.17M
MSFT icon
4
Microsoft
MSFT
$2.9T
$4.93M 0.97%
24,211
+10,578
+78% +$1.92M
MDLZ icon
5
Mondelez International
MDLZ
$78.1B
$4.71M 0.93%
92,086
+84,255
+1,076% +$4.33M
MRK icon
6
Merck
MRK
$315B
$3.98M 0.79%
53,960
+32,522
+152% +$2.45M
BAX icon
7
Baxter International
BAX
$11.2B
$3.9M 0.77%
45,302
+39,506
+682% +$3.44M
FISV
8
Fiserv Inc
FISV
$26.8B
$3.9M 0.77%
39,902
+30,837
+340% +$3.11M
TMUS icon
9
T-Mobile US
TMUS
$207B
$3.84M 0.76%
36,856
+25,815
+234% +$2.47M
PYPL icon
10
PayPal
PYPL
$49B
$3.8M 0.75%
21,834
+7,031
+47% +$972K
ADBE icon
11
Adobe
ADBE
$86.8B
$3.72M 0.74%
8,548
+5,677
+198% +$2.1M
CRL icon
12
Charles River Laboratories
CRL
$10.5B
$3.5M 0.69%
20,079
+14,080
+235% +$2.25M
ADM icon
13
Archer Daniels Midland
ADM
$42.1B
$3.44M 0.68%
+86,202
New +$3.23M
RNR icon
14
RenaissanceRe
RNR
$13.6B
$3.41M 0.67%
19,962
+14,087
+240% +$2.31M
Y
15
DELISTED
Alleghany Corp
Y
$3.33M 0.66%
6,818
+6,396
+1,516% +$3.31M
GPN icon
16
Global Payments
GPN
$21.6B
$3.18M 0.63%
+18,747
New +$3.12M
MO icon
17
Altria Group
MO
$121B
$3.14M 0.62%
+80,065
New +$3.12M
MA icon
18
Mastercard
MA
$470B
$3.13M 0.62%
10,578
+8,467
+401% +$2.39M
VRSK icon
19
Verisk Analytics
VRSK
$25.2B
$3.12M 0.62%
+18,329
New +$2.9M
BSX icon
20
Boston Scientific
BSX
$63.9B
$2.98M 0.59%
84,891
+33,668
+66% +$1.21M
AME icon
21
Ametek
AME
$54.3B
$2.91M 0.58%
32,583
+22,313
+217% +$1.87M
EHC icon
22
Encompass Health
EHC
$11B
$2.86M 0.56%
58,034
+32,576
+128% +$1.76M
MS icon
23
Morgan Stanley
MS
$343B
$2.86M 0.56%
+59,163
New +$2.48M
NEE icon
24
NextEra Energy
NEE
$186B
$2.84M 0.56%
+47,352
New +$2.83M
META icon
25
Meta Platforms (Facebook)
META
$1.59T
$2.79M 0.55%
+12,310
New +$2.57M
1
2 3 4 5

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TMNFIC
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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
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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.