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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
EHTH icon
326
eHealth
EHTH
$42.5M
$492K 0.09%
+6,223
New +$504K
HTH icon
327
Hilltop Holdings
HTH
$2.29B
$492K 0.09%
23,883
-3,318
-12% -$64.4K
ABCB icon
328
Ameris Bancorp
ABCB
$5.89B
$491K 0.09%
21,555
+2,215
+11% +$52.1K
AVNT icon
329
Avient
AVNT
$3.45B
$491K 0.09%
18,551
+393
+2% +$10.2K
IDA icon
330
Idacorp
IDA
$8.23B
$491K 0.09%
6,149
-4,265
-41% -$376K
RTX icon
331
RTX Corp
RTX
$287B
$490K 0.09%
+8,517
New +$519K
UDR icon
332
UDR
UDR
$12.9B
$484K 0.08%
+14,831
New +$521K
CI icon
333
Cigna
CI
$76.6B
$477K 0.08%
2,817
-2,445
-46% -$430K
GOSS icon
334
Gossamer Bio
GOSS
$66.5M
$474K 0.08%
38,183
+1,592
+4% +$21.1K
GRMN
335
Garmin
GRMN
$46.9B
$474K 0.08%
+4,996
New +$499K
MSCI icon
336
MSCI
MSCI
$40B
$474K 0.08%
1,329
-1,801
-58% -$654K
OUT icon
337
Outfront Media
OUT
$5.64B
$474K 0.08%
33,113
+4,607
+16% +$68.9K
CZR
338
DELISTED
Caesars Entertainment Corporation
CZR
$474K 0.08%
+8,462
New +$104K
ATSG
339
DELISTED
Air Transport Services Group
ATSG
$473K 0.08%
18,884
+56
+0.3% +$1.4K
BWXT icon
340
BWX Technologies
BWXT
$16B
$471K 0.08%
8,362
+1,905
+30% +$107K
RETA
341
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$466K 0.08%
4,785
+2,853
+148% +$356K
CXO
342
DELISTED
CONCHO RESOURCES INC.
CXO
$464K 0.08%
+10,510
New +$524K
FIVE icon
343
Five Below
FIVE
$11.2B
$463K 0.08%
+3,648
New +$415K
KRC icon
344
Kilroy Realty
KRC
$4.58B
$462K 0.08%
+8,891
New +$507K
BKNG icon
345
Booking.com
BKNG
$138B
$453K 0.08%
6,625
-2,100
-24% -$148K
ADSW
346
DELISTED
Advanced Disposal Services Inc
ADSW
$453K 0.08%
+14,977
New +$451K
GEO icon
347
The GEO Group
GEO
$4.13B
$450K 0.08%
+39,720
New +$443K
MSGS icon
348
Madison Square Garden
MSGS
$9.54B
$448K 0.08%
+2,975
New +$467K
IMVT icon
349
Immunovant
IMVT
$8.09B
$447K 0.08%
12,710
-4,360
-26% -$131K
PSB
350
DELISTED
PS Business Parks, Inc.
PSB
$441K 0.08%
+3,602
New +$465K
12 13
14
15 16

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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.