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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
ASB icon
526
Associated Banc-Corp
ASB
$5.81B
$191K 0.03%
+15,154
New +$201K
KNSA icon
527
Kiniksa Pharmaceuticals
KNSA
$4.83B
$190K 0.03%
+12,423
New +$233K
IGIC icon
528
International General Insurance
IGIC
$1.23B
$187K 0.03%
26,112
-5,781
-18% -$38.8K
AAMI
529
Acadian Asset Management
AAMI
$2.88B
$187K 0.03%
+14,496
New +$191K
DTIL icon
530
Precision BioSciences
DTIL
$188M
$184K 0.03%
+996
New +$198K
AA icon
531
Alcoa
AA
$11.7B
$181K 0.03%
+15,601
New +$209K
RRR icon
532
Red Rock Resorts
RRR
$3.74B
$179K 0.03%
+10,446
New +$152K
MNR
533
DELISTED
Monmouth Real Estate Investment Corp
MNR
$179K 0.03%
+12,910
New +$184K
OBDC icon
534
Blue Owl Capital
OBDC
$5.35B
$174K 0.03%
+14,440
New +$177K
MFA
535
MFA Financial
MFA
$929M
$170K 0.03%
+15,849
New +$171K
AGNC icon
536
AGNC Investment
AGNC
$12.3B
$169K 0.03%
12,165
+1,169
+11% +$16.1K
MYOV
537
DELISTED
Myovant Sciences Ltd.
MYOV
$167K 0.03%
11,916
-306
-3% -$5.69K
SURF
538
DELISTED
Surface Oncology, Inc. Common Stock
SURF
$162K 0.03%
23,549
+1,732
+8% +$10.5K
FFWM
539
DELISTED
First Foundation Inc
FFWM
$161K 0.03%
12,320
+2,179
+21% +$33.1K
TAC icon
540
TransAlta
TAC
$4.34B
$160K 0.03%
+26,044
New +$163K
CSTM icon
541
Constellium
CSTM
$3.96B
$159K 0.03%
20,214
-8,480
-30% -$70K
GNMK
542
DELISTED
GenMark Diagnostics, Inc
GNMK
$158K 0.03%
+11,120
New +$170K
ISBC
543
DELISTED
Investors Bancorp, Inc.
ISBC
$157K 0.03%
21,566
+6,854
+47% +$54.6K
NLY icon
544
Annaly Capital Management
NLY
$16.9B
$152K 0.03%
+5,321
New +$154K
PBCT
545
DELISTED
People's United Financial Inc
PBCT
$151K 0.03%
14,617
-11,550
-44% -$125K
BGC icon
546
BGC Group
BGC
$5.58B
$148K 0.03%
61,512
-1,330
-2% -$3.47K
ATRS
547
DELISTED
Antares Pharma, Inc.
ATRS
$144K 0.03%
53,255
+6,881
+15% +$19K
AVDL
548
DELISTED
Avadel Pharmaceuticals
AVDL
$139K 0.02%
27,630
+434
+2% +$3.16K
ATRA icon
549
Atara Biotherapeutics
ATRA
$71.2M
$138K 0.02%
427
-11
-3% -$3.75K
DRH icon
550
Diamondrock Hospitality Co
DRH
$2.63B
$137K 0.02%
27,002
-17,098
-39% -$88.9K
20 21
22
23 24

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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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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.