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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 | |
|---|---|---|---|---|---|---|
551
Cleveland-Cliffs
CLF
$6.81B
| $134K | 0.02% |
+20,804
| New | +$125K |
|
|
MNRL
552
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
| $133K | 0.02% |
+14,962
| New | +$165K |
|
553
Xenon Pharmaceuticals
XENE
$6.32B
| $132K | 0.02% |
11,954
+278
| +2% | +$3.27K |
|
554
KeyCorp
KEY
$24.3B
| $131K | 0.02% |
+10,944
| New | +$133K |
|
|
BCOV
555
DELISTED
Brightcove, Inc.
BCOV
| $131K | 0.02% |
12,812
+890
| +7% | +$8.88K |
|
556
Photronics
PLAB
$1.79B
| $128K | 0.02% |
+12,809
| New | +$138K |
|
557
Petrobras Class A
PBR.A
$107B
| $126K | 0.02% |
+17,649
| New | +$147K |
|
|
VNTR
558
DELISTED
Venator Materials PLC
VNTR
| $125K | 0.02% |
64,624
-16,182
| -20% | -$31.5K |
|
|
AMRN
559
Amarin Corp
AMRN
$284M
| $123K | 0.02% |
1,463
-564
| -28% | -$67.6K |
|
560
Telefônica Brasil
VIV
$22.4B
| $122K | 0.02% |
+35,578
| New | +$322K |
|
561
Tronox
TROX
$995M
| $117K | 0.02% |
+14,872
| New | +$124K |
|
562
NextCure
NXTC
$17.3M
| $115K | 0.02% |
+1,089
| New | +$134K |
|
563
Wave Life Sciences
WVE
$1.12B
| $100K | 0.02% |
11,758
-5,389
| -31% | -$59.1K |
|
|
SNR
564
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $97K | 0.02% |
24,197
-222
| -0.9% | -$873 |
|
565
WisdomTree
WT
$2.97B
| $92K | 0.02% |
28,675
-209
| -0.7% | -$754 |
|
|
SEI
566
Solaris Energy Infrastructure
SEI
$3.31B
| $90K | 0.02% |
14,144
+509
| +4% | +$3.73K |
|
|
RVLP
567
DELISTED
RVL Pharmaceuticals plc Ordinary Shares
RVLP
| $85K | 0.01% |
+15,620
| New | +$90K |
|
568
Arcos Dorados Holdings
ARCO
$1.73B
| $82K | 0.01% |
20,400
+6,242
| +44% | +$28K |
|
569
ASE Group
ASX
$80.8B
| $72K | 0.01% |
+17,584
| New | +$78.4K |
|
|
CPRX
570
DELISTED
Catalyst Pharmaceutical
CPRX
| $61K | 0.01% |
+20,536
| New | +$80.3K |
|
571
Adecoagro
AGRO
$1.53B
| $59K | 0.01% |
12,696
+1,251
| +11% | +$5.89K |
|
|
STSA
572
DELISTED
Satsuma Pharmaceuticals, Inc. Common Stock
STSA
| $55K | 0.01% |
14,195
+2,376
| +20% | +$47.7K |
|
573
Akebia Therapeutics
AKBA
$327M
| $41K | 0.01% |
16,396
-12,561
| -43% | -$110K |
|
574
Alaunos Therapeutics
TCRT
$4.74M
| $40K | 0.01% |
+106
| New | +$46.8K |
|
575
Apple
AAPL
$4.89T
| – | – |
-7,836
| Closed | -$715K |
|
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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.