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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
ACI icon
576
Albertsons Companies
ACI
$5.4B
– –
-58,121
Closed -$917K
AEP icon
577
American Electric Power
AEP
$73.7B
– –
-2,618
Closed -$209K
AIZ icon
578
Assurant
AIZ
$13.7B
– –
-2,772
Closed -$286K
ALE
579
DELISTED
Allete
ALE
– –
-5,358
Closed -$293K
AMAT icon
580
Applied Materials
AMAT
$426B
– –
-21,868
Closed -$1.32M
AMGN icon
581
Amgen
AMGN
$203B
– –
-3,017
Closed -$712K
AMPH icon
582
Amphastar Pharmaceuticals
AMPH
$825M
– –
-17,933
Closed -$403K
AMT icon
583
American Tower
AMT
$77.7B
– –
-775
Closed -$200K
ARES icon
584
Ares Management
ARES
$28.5B
– –
-12,523
Closed -$497K
ARMK icon
585
Aramark
ARMK
$15B
– –
-33,927
Closed -$553K
AVB icon
586
AvalonBay Communities
AVB
$27.1B
– –
-9,902
Closed -$1.53M
AVY icon
587
Avery Dennison
AVY
$12.3B
– –
-12,904
Closed -$1.47M
DCH
588
Dauch Corp
DCH
$1.3B
– –
-15,011
Closed -$114K
AXSM icon
589
Axsome Therapeutics
AXSM
$12.4B
– –
-3,204
Closed -$264K
AZN icon
590
AstraZeneca
AZN
$263B
– –
-22,152
Closed -$2.34M
AZTA icon
591
Azenta
AZTA
$1.26B
– –
-5,743
Closed -$254K
AZZ icon
592
AZZ Inc
AZZ
$4.5B
– –
-6,035
Closed -$207K
BA icon
593
Boeing
BA
$165B
– –
-2,100
Closed -$385K
BAP icon
594
Credicorp
BAP
$30.9B
– –
-2,075
Closed -$277K
BC icon
595
Brunswick
BC
$5.19B
– –
-3,564
Closed -$228K
BDX icon
596
Becton Dickinson
BDX
$43.1B
– –
-2,066
Closed -$482K
BEN icon
597
Franklin Resources
BEN
$16.9B
– –
-23,518
Closed -$493K
BIDU icon
598
Baidu
BIDU
$35.8B
– –
-7,969
Closed -$955K
BIP icon
599
Brookfield Infrastructure Partners
BIP
$18.8B
– –
-7,949
Closed -$241K
BJ icon
600
BJs Wholesale Club
BJ
$11.9B
– –
-5,858
Closed -$218K
22 23
24
25 26

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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
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.