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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
ATVI
76
DELISTED
Activision Blizzard
ATVI
$2.08M 0.36%
25,733
+9,662
+60% +$784K
CTLT
77
DELISTED
CATALENT, INC.
CTLT
$2.07M 0.36%
24,190
-5,882
-20% -$497K
OPTU
78
Optimum Communications Inc
OPTU
$316M
$2.07M 0.36%
79,665
-13,689
-15% -$355K
STAG icon
79
STAG Industrial
STAG
$7.86B
$2.06M 0.36%
67,650
+9,565
+16% +$302K
FTV icon
80
Fortive
FTV
$19B
$2.03M 0.35%
42,313
-16,949
-29% -$773K
MDLZ icon
81
Mondelez International
MDLZ
$77.7B
$2.02M 0.35%
35,191
-56,895
-62% -$3.17M
KDP icon
82
Keurig Dr Pepper
KDP
$40.4B
$2M 0.35%
72,579
+16,882
+30% +$495K
EGP icon
83
EastGroup Properties
EGP
$11.5B
$1.97M 0.34%
15,204
+7,698
+103% +$994K
FDX icon
84
FedEx
FDX
$74.5B
$1.93M 0.34%
+7,683
New +$1.54M
GLPI icon
85
Gaming and Leisure Properties
GLPI
$12.8B
$1.9M 0.33%
51,566
+21,319
+70% +$776K
CCK icon
86
Crown Holdings
CCK
$12.8B
$1.88M 0.33%
24,436
+17,609
+258% +$1.29M
HZNP
87
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$1.87M 0.33%
24,111
-12,623
-34% -$869K
SON icon
88
Sonoco
SON
$5.76B
$1.86M 0.32%
+36,445
New +$1.93M
ARGO
89
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.85M 0.32%
53,625
+3,167
+6% +$111K
OC icon
90
Owens Corning
OC
$11.5B
$1.84M 0.32%
26,808
+5,746
+27% +$368K
BABA icon
91
Alibaba
BABA
$269B
$1.81M 0.32%
6,144
+4,066
+196% +$1.07M
CCEP icon
92
Coca-Cola Europacific Partners
CCEP
$46.5B
$1.8M 0.31%
46,501
+1,240
+3% +$50.8K
JRVR icon
93
James River Group Holdings
JRVR
$218M
$1.79M 0.31%
40,100
+5,806
+17% +$271K
SBUX icon
94
Starbucks
SBUX
$118B
$1.75M 0.31%
+20,400
New +$1.63M
COR
95
DELISTED
Coresite Realty Corporation
COR
$1.73M 0.3%
+14,566
New +$1.78M
AZEK
96
DELISTED
The AZEK Co
AZEK
$1.73M 0.3%
+49,570
New +$1.73M
EXC icon
97
Exelon
EXC
$48.6B
$1.71M 0.3%
67,143
+56,608
+537% +$1.5M
MKL icon
98
Markel Group
MKL
$25B
$1.69M 0.29%
1,731
+142
+9% +$144K
ARNA
99
DELISTED
Arena Pharmaceuticals Inc
ARNA
$1.68M 0.29%
22,407
-3,701
-14% -$247K
CB icon
100
Chubb
CB
$140B
$1.67M 0.29%
14,396
-3,621
-20% -$455K
2 3
4
5 6

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TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
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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.