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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
CTRN icon
226
Citi Trends
CTRN
$524M
$780K 0.14%
+31,231
New +$623K
BPMC
227
DELISTED
Blueprint Medicines
BPMC
$776K 0.14%
8,369
-4,536
-35% -$349K
NOW icon
228
ServiceNow
NOW
$102B
$776K 0.14%
+8,000
New +$714K
CUBE icon
229
CubeSmart
CUBE
$9.53B
$766K 0.13%
23,700
-19,436
-45% -$588K
IEX icon
230
IDEX
IEX
$16.5B
$760K 0.13%
4,166
-6,361
-60% -$1.1M
NVT icon
231
nVent Electric
NVT
$24.5B
$756K 0.13%
42,729
+18,953
+80% +$355K
DG icon
232
Dollar General
DG
$25.9B
$755K 0.13%
3,600
+1,005
+39% +$198K
NTAP icon
233
NetApp
NTAP
$32.9B
$751K 0.13%
+17,124
New +$747K
EEFT icon
234
Euronet Worldwide
EEFT
$3.02B
$748K 0.13%
+8,214
New +$801K
ASH icon
235
Ashland
ASH
$3.04B
$746K 0.13%
10,524
+1,614
+18% +$120K
ENB icon
236
Enbridge
ENB
$124B
$744K 0.13%
+25,483
New +$802K
NEM icon
237
Newmont
NEM
$98.2B
$744K 0.13%
+11,728
New +$765K
AY
238
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$741K 0.13%
+25,904
New +$757K
AEO icon
239
American Eagle Outfitters
AEO
$2.85B
$736K 0.13%
49,698
-28,954
-37% -$345K
ONB icon
240
Old National Bancorp
ONB
$10.1B
$735K 0.13%
58,544
+34,945
+148% +$480K
CABO icon
241
Cable One
CABO
$213M
$726K 0.13%
+385
New +$698K
NOMD icon
242
Nomad Foods
NOMD
$1.64B
$725K 0.13%
28,451
+4,830
+20% +$115K
AMSF icon
243
AMERISAFE
AMSF
$569M
$724K 0.13%
+12,614
New +$795K
WM icon
244
Waste Management
WM
$95.9B
$718K 0.13%
+6,341
New +$701K
ON icon
245
ON Semiconductor
ON
$33.8B
$709K 0.12%
32,690
+1,242
+4% +$26.4K
SGRY icon
246
Surgery Partners
SGRY
$2.06B
$709K 0.12%
32,390
-332
-1% -$5.9K
UNVR
247
DELISTED
Univar Solutions Inc.
UNVR
$702K 0.12%
41,595
+11,355
+38% +$201K
SNDR icon
248
Schneider National
SNDR
$6.59B
$697K 0.12%
28,180
+5,280
+23% +$136K
CEO
249
DELISTED
CNOOC Limited
CEO
$697K 0.12%
7,252
+3,048
+73% +$335K
ANSS
250
DELISTED
Ansys
ANSS
$695K 0.12%
+2,125
New +$666K
8 9
10
11 12

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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CBT
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FSCP
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ECM
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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.