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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
ACC
376
DELISTED
American Campus Communities, Inc.
ACC
$390K 0.07%
11,162
-10,613
-49% -$366K
HCA icon
377
HCA Healthcare
HCA
$84.8B
$389K 0.07%
3,122
-4,861
-61% -$602K
NAV
378
DELISTED
Navistar International
NAV
$388K 0.07%
8,900
+102
+1% +$3.5K
IAA
379
DELISTED
IAA, Inc. Common Stock
IAA
$381K 0.07%
7,308
+2,093
+40% +$97.4K
INSP icon
380
Inspire Medical Systems
INSP
$1.42B
$380K 0.07%
2,946
-2,666
-48% -$294K
BRSL
381
Brightstar Lottery PLC
BRSL
$1.91B
$378K 0.07%
33,925
+13,751
+68% +$147K
EV
382
DELISTED
Eaton Vance Corp.
EV
$377K 0.07%
9,874
-12,541
-56% -$480K
WBA
383
DELISTED
Walgreens Boots Alliance
WBA
$376K 0.07%
10,457
-887
-8% -$34.7K
SPLK
384
DELISTED
Splunk Inc
SPLK
$376K 0.07%
1,997
-3,467
-63% -$691K
CATM
385
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$376K 0.07%
+19,003
New +$415K
ECHO
386
EchoStar
ECHO
$25.5B
$373K 0.07%
14,992
+6,025
+67% +$168K
TGTX icon
387
TG Therapeutics
TGTX
$8.58B
$373K 0.07%
13,925
-7,964
-36% -$183K
JNPR
388
DELISTED
Juniper Networks
JNPR
$372K 0.06%
+17,315
New +$411K
LBTYA icon
389
Liberty Global Class A
LBTYA
$3.31B
$372K 0.06%
+17,689
New +$397K
SMPL icon
390
Simply Good Foods
SMPL
$904M
$371K 0.06%
16,843
-33,433
-66% -$777K
TCF
391
DELISTED
TCF Financial Corporation Common Stock
TCF
$368K 0.06%
15,733
+5,196
+49% +$139K
HE icon
392
Hawaiian Electric Industries
HE
$2.33B
$365K 0.06%
+10,978
New +$385K
KMI icon
393
Kinder Morgan
KMI
$73.1B
$363K 0.06%
+29,474
New +$411K
HALO icon
394
Halozyme
HALO
$9.72B
$362K 0.06%
13,778
+3,119
+29% +$86.9K
STWD icon
395
Starwood Property Trust
STWD
$6.12B
$359K 0.06%
23,802
+6,018
+34% +$91.9K
ALNY icon
396
Alnylam Pharmaceuticals
ALNY
$36.3B
$358K 0.06%
+2,457
New +$349K
BRO icon
397
Brown & Brown
BRO
$22.9B
$357K 0.06%
+7,892
New +$352K
OMC icon
398
Omnicom Group
OMC
$22.7B
$357K 0.06%
+7,222
New +$387K
RPT
399
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$356K 0.06%
65,442
+37,958
+138% +$233K
GFL icon
400
GFL Environmental
GFL
$14.3B
$354K 0.06%
16,657
+862
+5% +$17.3K
14 15
16
17 18

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CCM
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GPC
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CBT
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FSCP
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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.