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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
HR
26
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.46M 0.6%
114,999
+103,607
+909% +$2.98M
META icon
27
Meta Platforms (Facebook)
META
$1.54T
$3.43M 0.6%
13,089
+779
+6% +$201K
TFC icon
28
Truist Financial
TFC
$62.5B
$3.38M 0.59%
88,886
+26,692
+43% +$1.01M
NKE icon
29
Nike
NKE
$60.8B
$3.35M 0.58%
26,702
+23,054
+632% +$2.47M
ADI icon
30
Analog Devices
ADI
$185B
$3.32M 0.58%
28,409
+15,956
+128% +$1.87M
AME icon
31
Ametek
AME
$55.3B
$3.24M 0.57%
32,634
+51
+0.2% +$4.93K
LIN icon
32
Linde
LIN
$234B
$3.23M 0.56%
13,544
+1,044
+8% +$253K
TGT icon
33
Target
TGT
$61.1B
$3.2M 0.56%
20,304
+18,029
+792% +$2.47M
CRL icon
34
Charles River Laboratories
CRL
$11B
$3.19M 0.56%
14,096
-5,983
-30% -$1.24M
STZ icon
35
Constellation Brands
STZ
$22.1B
$3.16M 0.55%
16,667
+13,867
+495% +$2.53M
JPM icon
36
JPMorgan Chase
JPM
$930B
$3.13M 0.55%
32,500
+4,942
+18% +$485K
KO icon
37
Coca-Cola
KO
$349B
$3.09M 0.54%
+62,676
New +$3.01M
BBL
38
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$3.09M 0.54%
72,535
+37,269
+106% +$1.66M
INVH icon
39
Invitation Homes
INVH
$17.5B
$3.08M 0.54%
110,227
+33,345
+43% +$951K
MCK icon
40
McKesson
MCK
$96.5B
$3.07M 0.54%
20,610
+9,016
+78% +$1.37M
RVTY icon
41
Revvity
RVTY
$12.6B
$3.03M 0.53%
+24,154
New +$2.78M
AFG icon
42
American Financial Group
AFG
$11.7B
$3.03M 0.53%
45,192
+2,818
+7% +$181K
BMY icon
43
Bristol-Myers Squibb
BMY
$126B
$3M 0.52%
49,743
-44,193
-47% -$2.66M
ADBE icon
44
Adobe
ADBE
$84.3B
$2.87M 0.5%
5,856
-2,692
-31% -$1.25M
HD icon
45
Home Depot
HD
$324B
$2.87M 0.5%
10,320
+6,906
+202% +$1.87M
VRSK icon
46
Verisk Analytics
VRSK
$25.3B
$2.86M 0.5%
15,437
-2,892
-16% -$529K
DD icon
47
DuPont de Nemours
DD
$18.6B
$2.85M 0.5%
41,002
+10,933
+36% +$766K
DISCK
48
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$2.83M 0.49%
+144,498
New +$2.85M
NVRO
49
DELISTED
NEVRO CORP.
NVRO
$2.74M 0.48%
19,667
-2,488
-11% -$332K
PYPL icon
50
PayPal
PYPL
$49.4B
$2.7M 0.47%
13,702
-8,132
-37% -$1.53M
1
2
3 4 5

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CCM
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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 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.