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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
AKAM icon
151
Akamai
AKAM
$16.8B
$1.2M 0.21%
10,815
+4,100
+61% +$455K
PDM
152
Piedmont Realty Trust
PDM
$1.22B
$1.19M 0.21%
87,945
+64,291
+272% +$996K
LHX icon
153
L3Harris
LHX
$55.9B
$1.18M 0.21%
+6,942
New +$1.22M
CHNG
154
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$1.17M 0.2%
80,585
-38,187
-32% -$486K
PANW icon
155
Palo Alto Networks
PANW
$264B
$1.14M 0.2%
+28,014
New +$1.17M
STM icon
156
STMicroelectronics
STM
$46B
$1.14M 0.2%
37,127
-1,509
-4% -$44.4K
EXP icon
157
Eagle Materials
EXP
$6.6B
$1.13M 0.2%
13,064
+4,706
+56% +$380K
AMD icon
158
Advanced Micro Devices
AMD
$851B
$1.13M 0.2%
+13,736
New +$1.02M
ANDE icon
159
Andersons Inc
ANDE
$2.65B
$1.12M 0.19%
58,269
+36,736
+171% +$605K
EWBC icon
160
East-West Bancorp
EWBC
$17.9B
$1.09M 0.19%
33,410
+20,216
+153% +$714K
CALM icon
161
Cal-Maine
CALM
$4.28B
$1.08M 0.19%
+28,094
New +$1.19M
DELL icon
162
Dell
DELL
$283B
$1.07M 0.19%
31,331
-24,400
-44% -$761K
RLI icon
163
RLI Corp
RLI
$5.68B
$1.07M 0.19%
25,522
+10,582
+71% +$464K
OHI icon
164
Omega Healthcare
OHI
$15.4B
$1.06M 0.18%
35,404
+11,073
+46% +$346K
PAYC icon
165
Paycom
PAYC
$6.78B
$1.06M 0.18%
+3,395
New +$992K
MPT
166
Medical Properties Trust
MPT
$2.89B
$1.05M 0.18%
+59,791
New +$1.11M
LH icon
167
Labcorp
LH
$24.3B
$1.05M 0.18%
6,506
+906
+16% +$144K
CPB icon
168
Campbell Soup
CPB
$6.51B
$1.04M 0.18%
21,600
+2,626
+14% +$130K
ESRT icon
169
Empire State Realty Trust
ESRT
$976M
$1.04M 0.18%
169,899
+128,537
+311% +$834K
EVRG icon
170
Evergy
EVRG
$20.1B
$1.04M 0.18%
20,401
-4,746
-19% -$265K
CCXI
171
DELISTED
ChemoCentryx, Inc.
CCXI
$1.04M 0.18%
18,896
+1,951
+12% +$105K
GL icon
172
Globe Life
GL
$13.5B
$1.03M 0.18%
12,941
+6,698
+107% +$535K
FNF icon
173
Fidelity National Financial
FNF
$13.9B
$1.02M 0.18%
+33,887
New +$1.06M
KIM icon
174
Kimco Realty
KIM
$17.6B
$1.01M 0.18%
89,966
+7,103
+9% +$83.9K
SXT icon
175
Sensient Technologies
SXT
$5.4B
$1.01M 0.18%
+17,467
New +$963K
5 6
7
8 9

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.