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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
NVDA icon
126
NVIDIA
NVDA
$5.01T
$1.35M 0.24%
99,800
-38,680
-28% -$450K
MXIM
127
DELISTED
Maxim Integrated Products
MXIM
$1.35M 0.24%
+19,965
New +$1.35M
SR icon
128
Spire
SR
$4.92B
$1.35M 0.24%
25,340
+15,560
+159% +$928K
LHCG
129
DELISTED
LHC Group LLC
LHCG
$1.35M 0.24%
6,344
-8,824
-58% -$1.74M
HIW icon
130
Highwoods Properties
HIW
$3.71B
$1.34M 0.23%
+39,991
New +$1.47M
EPRT icon
131
Essential Properties Realty Trust
EPRT
$6.99B
$1.33M 0.23%
+72,803
New +$1.23M
MZTI
132
The Marzetti Company
MZTI
$2.94B
$1.33M 0.23%
+7,432
New +$1.24M
BEKE icon
133
KE Holdings
BEKE
$16.8B
$1.3M 0.23%
+21,227
New +$1.06M
CNNE icon
134
Cannae Holdings
CNNE
$647M
$1.29M 0.23%
34,731
-18,162
-34% -$689K
SYNH
135
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$1.29M 0.23%
24,325
+13,207
+119% +$786K
BIO icon
136
Bio-Rad Laboratories Class A
BIO
$8.42B
$1.29M 0.23%
2,507
+168
+7% +$85.1K
KNX icon
137
Knight Transportation
KNX
$11.8B
$1.29M 0.22%
31,676
+16,433
+108% +$722K
KSS icon
138
Kohl's
KSS
$2.03B
$1.29M 0.22%
69,451
+40,227
+138% +$851K
TSM icon
139
TSMC
TSM
$2.09T
$1.28M 0.22%
15,838
-23,624
-60% -$1.8M
INOV
140
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$1.27M 0.22%
48,210
-11,992
-20% -$281K
ENTG icon
141
Entegris
ENTG
$19.7B
$1.27M 0.22%
17,106
+1,612
+10% +$108K
ENOV icon
142
Enovis
ENOV
$1.56B
$1.27M 0.22%
23,501
-5,280
-18% -$290K
SBNY
143
DELISTED
Signature Bank
SBNY
$1.25M 0.22%
15,046
-2,423
-14% -$241K
HUN icon
144
Huntsman Corp
HUN
$2.24B
$1.25M 0.22%
56,078
-27,967
-33% -$576K
MDB icon
145
MongoDB
MDB
$24B
$1.24M 0.22%
5,366
-778
-13% -$169K
RACE icon
146
Ferrari
RACE
$63.3B
$1.24M 0.22%
+6,714
New +$1.25M
NYT icon
147
New York Times
NYT
$11.6B
$1.23M 0.22%
28,830
+1,137
+4% +$49.8K
MRTX
148
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$1.22M 0.21%
7,367
-5,042
-41% -$690K
TWLO icon
149
Twilio
TWLO
$29.1B
$1.2M 0.21%
+4,873
New +$1.2M
PINS icon
150
Pinterest
PINS
$12.4B
$1.2M 0.21%
28,821
-21,926
-43% -$715K
4 5
6
7 8

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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
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
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.