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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
VT icon
1
Vanguard Total World Stock ETF
VT
$77.2B
$8.42M 1.47%
104,465
– –
AMZN icon
2
Amazon
AMZN
$2.63T
$7.4M 1.29%
47,020
+28,180
+150% +$4.44M
TMUS icon
3
T-Mobile US
TMUS
$207B
$5.78M 1.01%
50,562
+13,706
+37% +$1.52M
MSFT icon
4
Microsoft
MSFT
$2.9T
$5.43M 0.95%
25,806
+1,595
+7% +$335K
CCI icon
5
Crown Castle
CCI
$33.8B
$5.27M 0.92%
31,647
+28,448
+889% +$4.69M
MRK icon
6
Merck
MRK
$315B
$4.99M 0.87%
63,004
+9,044
+17% +$708K
GS icon
7
Goldman Sachs
GS
$324B
$4.94M 0.86%
24,601
+12,481
+103% +$2.54M
FISV
8
Fiserv Inc
FISV
$26.8B
$4.79M 0.84%
46,508
+6,606
+17% +$658K
EL icon
9
Estee Lauder
EL
$29.9B
$4.78M 0.83%
21,896
+17,189
+365% +$3.54M
WFC icon
10
Wells Fargo
WFC
$262B
$4.62M 0.81%
+196,539
New +$4.84M
BG icon
11
Bunge Global
BG
$24B
$4.52M 0.79%
98,950
+50,382
+104% +$2.25M
ELS icon
12
Equity Lifestyle Properties
ELS
$12.7B
$4.38M 0.76%
71,467
+45,850
+179% +$2.97M
PH icon
13
Parker-Hannifin
PH
$122B
$3.92M 0.68%
19,367
+7,115
+58% +$1.4M
EHC icon
14
Encompass Health
EHC
$11B
$3.88M 0.68%
75,122
+17,088
+29% +$877K
MDT icon
15
Medtronic
MDT
$105B
$3.83M 0.67%
+36,845
New +$3.7M
GOOG icon
16
Alphabet (Google) Class C
GOOG
$4.17T
$3.83M 0.67%
52,060
+29,840
+134% +$2.28M
Y
17
DELISTED
Alleghany Corp
Y
$3.8M 0.66%
7,310
+492
+7% +$259K
UN
18
DELISTED
Unilever NV New York Registry Shares
UN
$3.75M 0.65%
+62,149
New +$3.6M
BSX icon
19
Boston Scientific
BSX
$63.9B
$3.73M 0.65%
97,543
+12,652
+15% +$488K
LOW icon
20
Lowe's Companies
LOW
$115B
$3.72M 0.65%
22,429
+16,113
+255% +$2.48M
ACGL icon
21
Arch Capital
ACGL
$34.5B
$3.67M 0.64%
125,585
+42,835
+52% +$1.31M
LBRDK icon
22
Liberty Broadband Class C
LBRDK
$4.36B
$3.64M 0.63%
25,477
+14,809
+139% +$2.03M
CSX icon
23
CSX Corp
CSX
$92.8B
$3.61M 0.63%
+139,503
New +$3.44M
RNR icon
24
RenaissanceRe
RNR
$13.6B
$3.6M 0.63%
21,219
+1,257
+6% +$222K
HR icon
25
Healthcare Realty
HR
$7.37B
$3.49M 0.61%
134,271
+34,800
+35% +$913K
1
2 3 4 5

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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
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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.