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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
BMO icon
601
Bank of Montreal
BMO
$125B
– –
-5,895
Closed -$313K
BPOP icon
602
Popular Inc
BPOP
$11B
– –
-10,798
Closed -$401K
BRX icon
603
Brixmor Property Group
BRX
$9.95B
– –
-22,286
Closed -$286K
BXMT icon
604
Blackstone Mortgage Trust
BXMT
$2.82B
– –
-14,159
Closed -$341K
BXP icon
605
Boston Properties
BXP
$11B
– –
-24,112
Closed -$2.18M
CBOE icon
606
Cboe Global Markets
CBOE
$29.8B
– –
-10,405
Closed -$971K
CCU icon
607
Compañía de Cervecerías Unidas
CCU
$2.12B
– –
-16,323
Closed -$234K
CF icon
608
CF Industries
CF
$19.2B
– –
-8,577
Closed -$241K
CFG icon
609
Citizens Financial Group
CFG
$30.4B
– –
-59,493
Closed -$1.5M
CHTR icon
610
Charter Communications
CHTR
$14.7B
– –
-1,321
Closed -$674K
CIEN icon
611
Ciena
CIEN
$55.3B
– –
-25,179
Closed -$1.36M
CLDT
612
Chatham Lodging
CLDT
$630M
– –
-15,011
Closed -$92K
CLX icon
613
Clorox
CLX
$11.6B
– –
-5,019
Closed -$1.1M
CNMD icon
614
CONMED
CNMD
$1.29B
– –
-2,884
Closed -$208K
CNP icon
615
CenterPoint Energy
CNP
$29.1B
– –
-34,365
Closed -$642K
COF icon
616
Capital One
COF
$124B
– –
-15,781
Closed -$988K
CWK icon
617
Cushman & Wakefield Ltd
CWK
$2.98B
– –
-21,412
Closed -$267K
CYRX icon
618
CryoPort
CYRX
$775M
– –
-7,881
Closed -$238K
CZR icon
619
Caesars Entertainment
CZR
$6.1B
– –
-12,906
Closed -$517K
DCI icon
620
Donaldson
DCI
$10.8B
– –
-24,486
Closed -$1.14M
DDOG icon
621
Datadog
DDOG
$87.9B
– –
-2,345
Closed -$204K
DE icon
622
Deere & Co
DE
$170B
– –
-1,400
Closed -$220K
DEA
623
Easterly Government Properties
DEA
$1.18B
– –
-5,370
Closed -$310K
DGX icon
624
Quest Diagnostics
DGX
$25.1B
– –
-22,105
Closed -$2.52M
DHI icon
625
D.R. Horton
DHI
$41B
– –
-3,610
Closed -$200K
23 24
25
26 27

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CCM
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GPC
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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
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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.