We are live on ! Find out more
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
DHR icon
626
Danaher
DHR
$135B
– –
-3,007
Closed -$471K
DLR icon
627
Digital Realty Trust
DLR
$73.7B
– –
-9,390
Closed -$1.33M
DLTR icon
628
Dollar Tree
DLTR
$23.1B
– –
-12,603
Closed -$1.17M
DOCU
629
DocuSign
DOCU
$9.63B
– –
-3,069
Closed -$529K
EAT icon
630
Brinker International
EAT
$8.02B
– –
-13,664
Closed -$328K
EG icon
631
Everest Group
EG
$15.2B
– –
-3,508
Closed -$723K
ENTA icon
632
Enanta Pharmaceuticals
ENTA
$372M
– –
-4,501
Closed -$226K
ERIC icon
633
Ericsson
ERIC
$30.7B
– –
-32,119
Closed -$299K
EXAS
634
DELISTED
Exact Sciences
EXAS
– –
-6,691
Closed -$582K
EXEL icon
635
Exelixis
EXEL
$13.9B
– –
-16,710
Closed -$397K
AGNT
636
AGNT Inc
AGNT
$664M
– –
-36,972
Closed -$315K
FAF icon
637
First American
FAF
$7.67B
– –
-19,566
Closed -$940K
FBP icon
638
First Bancorp
FBP
$4.4B
– –
-15,976
Closed -$89K
FCPT icon
639
Four Corners Property Trust
FCPT
$2.86B
– –
-12,332
Closed -$301K
FHI icon
640
Federated Hermes
FHI
$4.4B
– –
-28,002
Closed -$664K
FIS icon
641
Fidelity National Information Services
FIS
$21.5B
– –
-15,953
Closed -$2.14M
FOXA icon
642
Fox Class A
FOXA
$23.2B
– –
-14,476
Closed -$388K
GAIN icon
643
Gladstone Investment Corp
GAIN
$635M
– –
-11,967
Closed -$123K
GEF icon
644
Greif
GEF
$4.47B
– –
-13,585
Closed -$467K
GM icon
645
General Motors
GM
$74.7B
– –
-35,720
Closed -$904K
GOOGL icon
646
Alphabet (Google) Class A
GOOGL
$3.91T
– –
-11,720
Closed -$831K
GWW icon
647
W.W. Grainger
GWW
$65.3B
– –
-5,495
Closed -$1.73M
HASI icon
648
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.9B
– –
-7,219
Closed -$205K
HNI icon
649
HNI Corp
HNI
$3B
– –
-8,326
Closed -$255K
ICE icon
650
Intercontinental Exchange
ICE
$82.4B
– –
-5,724
Closed -$524K
24 25
26
27 28

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
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
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.