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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
+9.81%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$573M
AUM Growth
+$67.3M
Cap. Flow
+$52M
Cap. Flow %
9.07%
Top 10 Hldgs %
9.84%
Holding
781
New
216
Increased
230
Reduced
128
Closed
206

Top Buys

Rank Stock Value
1
EDU icon
New Oriental
EDU
+$16.5M
2
WFC icon
Wells Fargo
WFC
+$4.84M
3
CCI icon
Crown Castle
CCI
+$4.69M
4
AMZN icon
Amazon
AMZN
+$4.44M
5
MDT icon
Medtronic
MDT
+$3.7M

Top Sells

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$5.45M
2
ADM icon
Archer Daniels Midland
ADM
+$3.57M
3
BAX icon
Baxter International
BAX
+$3.22M
4
MDLZ icon
Mondelez International
MDLZ
+$3.17M
5
MO icon
Altria Group
MO
+$3.14M

Sector Composition

Rank Sector Weight
1 Healthcare 16.85%
2 Financials 15.89%
3 Technology 12.51%
4 Consumer Discretionary 11.53%
5 Real Estate 10.9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BRKR icon
251
Bruker
BRKR
$9.2B
$691K 0.12%
17,385
+9,800
+129% +$409K
DAR icon
252
Darling Ingredients
DAR
$9.93B
$691K 0.12%
19,166
-37,769
-66% -$1.16M
MET icon
253
MetLife
MET
$61B
$690K 0.12%
18,553
-23,921
-56% -$908K
ODFL icon
254
Old Dominion Freight Line
ODFL
$48.5B
$687K 0.12%
7,594
+1,632
+27% +$153K
VMI icon
255
Valmont Industries
VMI
$9.44B
$680K 0.12%
5,479
+1,240
+29% +$153K
EIG icon
256
Employers Holdings
EIG
$908M
$677K 0.12%
+22,387
New +$709K
NSA
257
DELISTED
National Storage Affiliates Trust
NSA
$677K 0.12%
+20,699
New +$665K
AVTR icon
258
Avantor
AVTR
$7.81B
$672K 0.12%
+29,883
New +$621K
ROST icon
259
Ross Stores
ROST
$76.6B
$672K 0.12%
+7,199
New +$646K
GRWG icon
260
GrowGeneration
GRWG
$82.9M
$671K 0.12%
42,000
+21,369
+104% +$254K
BKI
261
DELISTED
Black Knight, Inc. Common Stock
BKI
$668K 0.12%
7,675
+4,109
+115% +$324K
MOH icon
262
Molina Healthcare
MOH
$10.3B
$666K 0.12%
3,638
-4,387
-55% -$798K
SPGI icon
263
S&P Global
SPGI
$126B
$666K 0.12%
+1,847
New +$652K
PII icon
264
Polaris
PII
$4.15B
$661K 0.12%
+7,002
New +$689K
CTRE icon
265
CareTrust REIT
CTRE
$10.2B
$659K 0.11%
+37,057
New +$674K
FATE icon
266
Fate Therapeutics
FATE
$281M
$656K 0.11%
16,401
+1,302
+9% +$45.5K
PGR icon
267
Progressive
PGR
$124B
$656K 0.11%
6,925
+430
+7% +$38.6K
FICO icon
268
Fair Isaac
FICO
$28.7B
$655K 0.11%
1,539
+207
+16% +$87.9K
ROKU icon
269
Roku
ROKU
$21.1B
$650K 0.11%
+3,442
New +$544K
TJX icon
270
TJX Companies
TJX
$170B
$648K 0.11%
11,646
-24,596
-68% -$1.33M
VIRT icon
271
Virtu Financial
VIRT
$5.2B
$648K 0.11%
28,140
+8,762
+45% +$220K
FOUR icon
272
Shift4
FOUR
$3.84B
$641K 0.11%
+13,251
New +$589K
IQV icon
273
IQVIA
IQV
$34.7B
$634K 0.11%
4,021
+1,137
+39% +$178K
AIG icon
274
American International
AIG
$41.9B
$631K 0.11%
22,922
+9,046
+65% +$270K
SNV
275
DELISTED
Synovus
SNV
$631K 0.11%
29,825
+6,964
+30% +$145K
9 10
11
12 13

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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
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ECM
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RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
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Quantitative Systematic Strategies's Q3 2020 Portfolio in Review

As of Q3 2020, Quantitative Systematic Strategies held 781 positions worth $573M, up 13% from $506M the previous quarter. Its ten largest holdings account for 9.8% of the portfolio.

Quantitative Systematic Strategies deployed $52M of net new capital in Q3 2020, opening 216 new positions and adding to 230 existing holdings. Its largest new stake was New Oriental: 113,922 shares worth $818K.

By sector, the portfolio is most concentrated in Healthcare at 17% of assets, down from 19% a quarter earlier, followed by Financials and Technology.

On the sell side, the largest reduction was Archer Daniels Midland, an estimated $3.57M trimmed.

  • Quantitative Systematic Strategies's largest Q3 2020 buy was New Oriental: 113,922 shares worth $818K.
  • Quantitative Systematic Strategies added most to Crown Castle in Q3 2020, an estimated $4.69M increase.
  • Quantitative Systematic Strategies's biggest Q3 2020 reduction was Archer Daniels Midland, cutting an estimated $3.57M.
  • Quantitative Systematic Strategies fully exited Procter & Gamble in Q3 2020, selling an estimated $5.45M.
  • Quantitative Systematic Strategies's ten largest holdings make up 9.8% of its $573M portfolio in Q3 2020.
  • Quantitative Systematic Strategies opened 216 new positions and closed 206 in Q3 2020.
  • Quantitative Systematic Strategies's portfolio value rose 13% quarter-over-quarter to $573M.

Based on Quantitative Systematic Strategies's 13F filing for Q3 2020, filed 9 Nov 2020.