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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
(+13%)
Cap. Flow
+$52M
Cap. Flow
% of AUM
9.07%
Top 10 Holdings %
Top 10 Hldgs %
9.84%
Holding
781
New
216
Increased
230
Reduced
128
Closed
206
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
New Oriental
EDU
|
+$16.5M |
| 2 |
Wells Fargo
WFC
|
+$4.84M |
| 3 |
Crown Castle
CCI
|
+$4.69M |
| 4 |
Amazon
AMZN
|
+$4.44M |
| 5 |
Medtronic
MDT
|
+$3.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Procter & Gamble
PG
|
+$5.45M |
| 2 |
Archer Daniels Midland
ADM
|
+$3.57M |
| 3 |
Baxter International
BAX
|
+$3.22M |
| 4 |
Mondelez International
MDLZ
|
+$3.17M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
651
Intel
INTC
$466B
| – | – |
-39,217
| Closed | -$2.35M |
|
652
Ironwood Pharmaceuticals
IRWD
$611M
| – | – |
-23,359
| Closed | -$241K |
|
653
Illinois Tool Works
ITW
$81.4B
| – | – |
-3,745
| Closed | -$655K |
|
654
Jack in the Box
JACK
$278M
| – | – |
-4,588
| Closed | -$340K |
|
|
K
655
DELISTED
Kellanova
K
| – | – |
-14,957
| Closed | -$928K |
|
|
KALV
656
DELISTED
KalVista Pharmaceuticals
KALV
| – | – |
-10,910
| Closed | -$132K |
|
657
Kraft Heinz
KHC
$30.4B
| – | – |
-63,695
| Closed | -$2.03M |
|
658
Lennox International
LII
$18.8B
| – | – |
-7,678
| Closed | -$1.79M |
|
659
Eli Lilly
LLY
$1.07T
| – | – |
-1,780
| Closed | -$292K |
|
660
Lockheed Martin
LMT
$134B
| – | – |
-3,275
| Closed | -$1.2M |
|
661
Lincoln National
LNC
$7.91B
| – | – |
-6,177
| Closed | -$227K |
|
662
Lantheus
LNTH
$6.82B
| – | – |
-12,307
| Closed | -$176K |
|
663
LPL Financial
LPLA
$26.3B
| – | – |
-10,904
| Closed | -$855K |
|
664
Lam Research
LRCX
$382B
| – | – |
-15,750
| Closed | -$509K |
|
665
Las Vegas Sands
LVS
$30.5B
| – | – |
-16,330
| Closed | -$744K |
|
666
Mastercard
MA
$477B
| – | – |
-10,578
| Closed | -$3.13M |
|
667
Masco
MAS
$16B
| – | – |
-25,153
| Closed | -$1.26M |
|
668
Moody's
MCO
$81.7B
| – | – |
-9,032
| Closed | -$2.48M |
|
669
MKS Inc
MKSI
$22.2B
| – | – |
-7,805
| Closed | -$884K |
|
670
Martin Marietta Materials
MLM
$33.6B
| – | – |
-4,690
| Closed | -$969K |
|
|
MRSH
671
Marsh
MRSH
$86.3B
| – | – |
-17,530
| Closed | -$1.88M |
|
|
672
Altria Group
MO
$122B
| – | – |
-80,065
| Closed | -$3.14M |
|
|
MOMO
673
Hello Group
MOMO
$869M
| – | – |
-10,927
| Closed | -$191K |
|
674
Mueller Water Products
MWA
$3.92B
| – | – |
-26,402
| Closed | -$249K |
|
675
Neurocrine Biosciences
NBIX
$17.7B
| – | – |
-2,567
| Closed | -$313K |
|
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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.