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
UHS icon
726
Universal Health Services
UHS
$9.43B
– –
-13,924
Closed -$1.29M
UNP icon
727
Union Pacific
UNP
$183B
– –
-16,075
Closed -$2.72M
VIAV icon
728
Viavi Solutions
VIAV
$9.75B
– –
-82,288
Closed -$1.05M
VICE icon
729
AdvisorShares Vice ETF
VICE
$7.27M
– –
-5,366
Closed -$251K
VICI icon
730
VICI Properties
VICI
$29.4B
– –
-34,024
Closed -$687K
VMC icon
731
Vulcan Materials
VMC
$36.3B
– –
-2,285
Closed -$265K
VTRS icon
732
Viatris
VTRS
$20.1B
– –
-22,049
Closed -$355K
VVV icon
733
Valvoline
VVV
$4.97B
– –
-20,211
Closed -$391K
WBD icon
734
Warner Bros
WBD
$64.6B
– –
-9,656
Closed -$204K
WEN icon
735
Wendy's
WEN
$1.33B
– –
-25,394
Closed -$553K
WGO icon
736
Winnebago Industries
WGO
$870M
– –
-3,719
Closed -$248K
WINA icon
737
Winmark
WINA
$1.19B
– –
-1,503
Closed -$257K
WMG icon
738
Warner Music
WMG
$13.8B
– –
-8,202
Closed -$242K
WMT icon
739
Walmart Inc
WMT
$871B
– –
-63,090
Closed -$2.52M
WPC icon
740
W.P. Carey
WPC
$17.1B
– –
-6,322
Closed -$419K
WRB icon
741
W.R. Berkley
WRB
$28B
– –
-37,022
Closed -$943K
WSM icon
742
Williams-Sonoma
WSM
$26.7B
– –
-10,346
Closed -$424K
WSO icon
743
Watsco Inc
WSO
$14.9B
– –
-5,153
Closed -$916K
WTS icon
744
Watts Water Technologies
WTS
$11.5B
– –
-8,553
Closed -$693K
YETI icon
745
Yeti Holdings
YETI
$3.82B
– –
-5,301
Closed -$227K
YUM icon
746
Yum! Brands
YUM
$41B
– –
-9,643
Closed -$838K
ZWS icon
747
Zurn Elkay Water Solutions
ZWS
$8.07B
– –
-46,118
Closed -$648K
CPAY icon
748
Corpay
CPAY
$24.2B
– –
-1,523
Closed -$383K
TXNM
749
TXNM Energy Inc
TXNM
$6.47B
– –
-8,035
Closed -$309K
FLG
750
Flagstar Bank National Association
FLG
$5.77B
– –
-3,733
Closed -$114K
28 29
30
31 32

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.