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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
(+13%)
Cap. Flow
+$52M
Cap. Flow
% of AUM
9.07%
Top 10 Holdings %
Top 10 Hldgs %
9.84%
Holding
781
New
216
Increased
230
Reduced
128
Closed
206
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
New Oriental
EDU
|
+$16.5M |
| 2 |
Wells Fargo
WFC
|
+$4.84M |
| 3 |
Crown Castle
CCI
|
+$4.69M |
| 4 |
Amazon
AMZN
|
+$4.44M |
| 5 |
Medtronic
MDT
|
+$3.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Procter & Gamble
PG
|
+$5.45M |
| 2 |
Archer Daniels Midland
ADM
|
+$3.57M |
| 3 |
Baxter International
BAX
|
+$3.22M |
| 4 |
Mondelez International
MDLZ
|
+$3.17M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
426
Washington Trust Bancorp
WASH
$732M
| $317K | 0.06% |
10,350
+3,304
| +47% | +$109K |
|
|
XLNX
427
DELISTED
Xilinx Inc
XLNX
| $317K | 0.06% |
+3,039
| New | +$312K |
|
428
Aldeyra Therapeutics
ALDX
$91.7M
| $316K | 0.06% |
42,655
+5,692
| +15% | +$36.8K |
|
429
Federal Signal
FSS
$7.25B
| $315K | 0.05% |
+10,753
| New | +$332K |
|
|
AKRO
430
DELISTED
Akero Therapeutics
AKRO
| $312K | 0.05% |
+10,134
| New | +$354K |
|
|
AMTD
431
DELISTED
TD Ameritrade Holding Corp
AMTD
| $311K | 0.05% |
+7,936
| New | +$299K |
|
|
IPHI
432
DELISTED
INPHI CORPORATION
IPHI
| $310K | 0.05% |
2,765
-809
| -23% | -$94.4K |
|
433
Global Payments
GPN
$22.1B
| $308K | 0.05% |
1,733
-17,014
| -91% | -$2.94M |
|
434
Navient
NAVI
$774M
| $308K | 0.05% |
36,438
+3,129
| +9% | +$25.7K |
|
435
Hilton Grand Vacations
HGV
$3.84B
| $307K | 0.05% |
14,650
+4,414
| +43% | +$94K |
|
436
Hamilton Lane
HLNE
$3.63B
| $306K | 0.05% |
4,742
+1,484
| +46% | +$102K |
|
437
Qorvo
QRVO
$7.63B
| $304K | 0.05% |
2,355
-13,409
| -85% | -$1.66M |
|
438
Aecom
ACM
$9.07B
| $300K | 0.05% |
7,163
-14,107
| -66% | -$538K |
|
439
Spectrum Brands
SPB
$2.04B
| $299K | 0.05% |
+5,224
| New | +$286K |
|
440
TIM SA
TIMB
$10.2B
| $298K | 0.05% |
25,816
-497
| -2% | -$6.81K |
|
441
HUB Group
HUBG
$3.01B
| $297K | 0.05% |
11,824
+3,144
| +36% | +$81.3K |
|
442
Sixth Street Specialty
TSLX
$1.59B
| $296K | 0.05% |
+17,180
| New | +$294K |
|
443
Radian Group
RDN
$5.14B
| $291K | 0.05% |
+19,944
| New | +$297K |
|
444
Lightspeed Commerce
LSPD
$1.3B
| $288K | 0.05% |
+8,981
| New | +$276K |
|
445
lululemon athletica
LULU
$13B
| $288K | 0.05% |
+875
| New | +$292K |
|
446
Liberty Global Class C
LBTYK
$3.27B
| $286K | 0.05% |
13,915
-246
| -2% | -$5.41K |
|
447
Melco Resorts & Entertainment
MLCO
$2.1B
| $285K | 0.05% |
+17,088
| New | +$303K |
|
|
CADE
448
DELISTED
Cadence Bancorporation
CADE
| $281K | 0.05% |
32,687
+13,773
| +73% | +$119K |
|
|
ITCI
449
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $279K | 0.05% |
+10,855
| New | +$248K |
|
450
AptarGroup
ATR
$8.45B
| $276K | 0.05% |
+2,438
| New | +$285K |
|
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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.