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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
PRPL icon
101
Purple Innovation
PRPL
$33.2M
$1.67M 0.29%
2,685
+749
+39% +$398K
AFL icon
102
Aflac
AFL
$63.9B
$1.66M 0.29%
45,656
+34,857
+323% +$1.27M
DIS icon
103
Walt Disney
DIS
$165B
$1.66M 0.29%
+13,380
New +$1.67M
OTIS icon
104
Otis Worldwide
OTIS
$27.6B
$1.66M 0.29%
26,511
+4,793
+22% +$293K
VOD icon
105
Vodafone
VOD
$34.9B
$1.65M 0.29%
123,032
+57,417
+88% +$866K
GIS icon
106
General Mills
GIS
$19.2B
$1.65M 0.29%
26,731
+22,879
+594% +$1.43M
FHN icon
107
First Horizon
FHN
$12.1B
$1.6M 0.28%
169,211
+25,996
+18% +$244K
BYD icon
108
Boyd Gaming
BYD
$6.47B
$1.59M 0.28%
51,901
+13,753
+36% +$345K
EA icon
109
Electronic Arts
EA
$52.4B
$1.56M 0.27%
11,961
-2,373
-17% -$323K
IRT icon
110
Independence Realty Trust
IRT
$3.92B
$1.56M 0.27%
134,486
+60,968
+83% +$699K
ORI icon
111
Old Republic International
ORI
$10.3B
$1.55M 0.27%
+105,137
New +$1.68M
GH icon
112
Guardant Health
GH
$19.5B
$1.55M 0.27%
13,842
+2,153
+18% +$197K
PPG icon
113
PPG Industries
PPG
$25.9B
$1.54M 0.27%
12,611
+9,811
+350% +$1.15M
SAGE
114
DELISTED
Sage Therapeutics
SAGE
$1.53M 0.27%
25,044
+1,989
+9% +$101K
NVST icon
115
Envista
NVST
$4.28B
$1.53M 0.27%
62,010
-1,365
-2% -$31.5K
ALLY icon
116
Ally Financial
ALLY
$13.1B
$1.51M 0.26%
60,408
+29,503
+95% +$660K
LPX icon
117
Louisiana-Pacific
LPX
$5.2B
$1.51M 0.26%
51,063
+134
+0.3% +$4.12K
AXTA icon
118
Axalta
AXTA
$7.01B
$1.49M 0.26%
67,389
+5,819
+9% +$135K
G icon
119
Genpact
G
$5.3B
$1.47M 0.26%
37,796
+9,133
+32% +$360K
EXPE icon
120
Expedia Group
EXPE
$31.2B
$1.45M 0.25%
+15,825
New +$1.42M
WY icon
121
Weyerhaeuser
WY
$17.3B
$1.44M 0.25%
50,536
+7,113
+16% +$195K
MU icon
122
Micron Technology
MU
$1.04T
$1.4M 0.24%
29,741
-13,977
-32% -$676K
APAM icon
123
Artisan Partners
APAM
$2.79B
$1.38M 0.24%
35,338
+25,530
+260% +$936K
LUV icon
124
Southwest Airlines
LUV
$22B
$1.36M 0.24%
36,154
+5,590
+18% +$199K
ENS icon
125
EnerSys
ENS
$6.95B
$1.35M 0.24%
20,172
+6,528
+48% +$449K
3 4
5
6 7

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
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ECM
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RG
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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.