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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
ABBV icon
51
AbbVie
ABBV
$458B
$2.68M 0.47%
30,628
+27,611
+915% +$2.6M
FR icon
52
First Industrial Realty Trust
FR
$8.86B
$2.65M 0.46%
66,524
+36,718
+123% +$1.52M
SYF icon
53
Synchrony
SYF
$23.6B
$2.6M 0.45%
99,439
+80,437
+423% +$1.95M
MGP
54
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$2.59M 0.45%
92,540
+14,604
+19% +$406K
HOLX
55
DELISTED
Hologic
HOLX
$2.51M 0.44%
37,702
+6,441
+21% +$408K
HUM icon
56
Humana
HUM
$46.7B
$2.49M 0.43%
6,023
+1,877
+45% +$755K
MS icon
57
Morgan Stanley
MS
$337B
$2.49M 0.43%
51,530
-7,633
-13% -$385K
A icon
58
Agilent Technologies
A
$39.3B
$2.47M 0.43%
24,426
+8,136
+50% +$786K
PZZA icon
59
Papa John's
PZZA
$1.02B
$2.45M 0.43%
29,776
+4,096
+16% +$376K
VOYA icon
60
Voya Financial
VOYA
$8.92B
$2.43M 0.42%
50,683
+19,357
+62% +$953K
ELV icon
61
Elevance Health
ELV
$81.7B
$2.4M 0.42%
8,918
+7,032
+373% +$1.89M
ADC icon
62
Agree Realty
ADC
$9.74B
$2.38M 0.42%
37,401
+28,861
+338% +$1.9M
MCD icon
63
McDonald's
MCD
$188B
$2.32M 0.4%
+10,554
New +$2.17M
AZO icon
64
AutoZone
AZO
$48.2B
$2.31M 0.4%
1,960
+486
+33% +$574K
EQR icon
65
Equity Residential
EQR
$25.5B
$2.31M 0.4%
44,917
+24,164
+116% +$1.34M
TRU icon
66
TransUnion
TRU
$14.7B
$2.27M 0.4%
+26,997
New +$2.33M
EQH icon
67
Equitable Holdings
EQH
$13.1B
$2.26M 0.39%
123,740
+26,510
+27% +$533K
PEP icon
68
PepsiCo
PEP
$187B
$2.2M 0.38%
15,900
+5,540
+53% +$754K
VRNS icon
69
Varonis Systems
VRNS
$5.27B
$2.2M 0.38%
57,105
-12,930
-18% -$482K
CW icon
70
Curtiss-Wright
CW
$27.6B
$2.17M 0.38%
23,229
+3,174
+16% +$305K
BBWI icon
71
Bath & Body Works
BBWI
$4.01B
$2.16M 0.38%
84,083
+27,918
+50% +$571K
QCOM icon
72
Qualcomm
QCOM
$176B
$2.16M 0.38%
18,336
-5,162
-22% -$551K
CONE
73
DELISTED
CyrusOne Inc Common Stock
CONE
$2.15M 0.38%
+30,757
New +$2.41M
ZBH icon
74
Zimmer Biomet
ZBH
$17.7B
$2.14M 0.37%
16,209
+8,940
+123% +$1.17M
KEYS icon
75
Keysight
KEYS
$54.2B
$2.1M 0.37%
21,213
+5,437
+34% +$534K
1 2
3
4 5

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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
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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.