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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
ST icon
201
Sensata Technologies
ST
$6.65B
$850K 0.15%
19,701
+6,163
+46% +$251K
WYNN icon
202
Wynn Resorts
WYNN
$10.1B
$849K 0.15%
11,827
-1,605
-12% -$127K
STC icon
203
Stewart Information Services
STC
$2.05B
$845K 0.15%
+19,325
New +$781K
HUBS icon
204
HubSpot
HUBS
$10.5B
$844K 0.15%
+2,889
New +$757K
HOME
205
DELISTED
At Home Group Inc.
HOME
$838K 0.15%
56,400
-20,600
-27% -$272K
EVTC icon
206
Evertec
EVTC
$1.83B
$836K 0.15%
+24,077
New +$774K
AGIO icon
207
Agios Pharmaceuticals
AGIO
$2.16B
$835K 0.15%
23,857
+3,736
+19% +$164K
TIG
208
DELISTED
Trean Insurance Group, Inc. Common Stock
TIG
$834K 0.15%
+54,692
New +$834K
VALE icon
209
Vale
VALE
$62.9B
$832K 0.15%
78,605
+30,002
+62% +$337K
PACB icon
210
Pacific Biosciences
PACB
$422M
$831K 0.14%
84,186
+65,116
+341% +$375K
ESI icon
211
Element Solutions
ESI
$9.12B
$829K 0.14%
78,844
+13,346
+20% +$146K
WAB icon
212
Wabtec
WAB
$51.1B
$825K 0.14%
13,329
+2,298
+21% +$147K
BIIB icon
213
Biogen
BIIB
$29.9B
$824K 0.14%
2,903
+979
+51% +$273K
TRIL
214
DELISTED
Trillium Therapeutics Inc.
TRIL
$822K 0.14%
57,860
+7,077
+14% +$70.6K
WELL icon
215
Welltower
WELL
$178B
$820K 0.14%
14,879
+7,908
+113% +$434K
EDU icon
216
New Oriental
EDU
$7.84B
$818K 0.14%
+113,922
New +$16.5M
BALY icon
217
Bally's
BALY
$672M
$813K 0.14%
30,955
-1,472
-5% -$34.2K
DOC icon
218
Healthpeak Properties
DOC
$15.4B
$809K 0.14%
29,783
-34,125
-53% -$935K
JD icon
219
JD.com
JD
$40.8B
$805K 0.14%
10,373
+4,692
+83% +$326K
PLYM
220
DELISTED
Plymouth Industrial REIT
PLYM
$804K 0.14%
+65,162
New +$851K
CMA
221
DELISTED
Comerica
CMA
$803K 0.14%
21,006
+15,206
+262% +$585K
COR icon
222
Cencora
COR
$60.3B
$793K 0.14%
8,184
+654
+9% +$65K
CNC icon
223
Centene
CNC
$31.3B
$788K 0.14%
+13,516
New +$840K
HTLD icon
224
Heartland Express
HTLD
$1.11B
$788K 0.14%
42,373
+10,432
+33% +$212K
LEA icon
225
Lear
LEA
$7.19B
$785K 0.14%
7,200
+5,027
+231% +$573K
7 8
9
10 11

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TMNFIC
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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
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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.