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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
AXNX
276
DELISTED
Axonics, Inc. Common Stock
AXNX
$631K 0.11%
12,368
-9,100
-42% -$380K
C icon
277
Citigroup
C
$222B
$620K 0.11%
14,374
-13,024
-48% -$649K
BWIN
278
Baldwin Insurance Group
BWIN
$2.58B
$620K 0.11%
24,886
-7,848
-24% -$170K
DOW icon
279
Dow Inc
DOW
$21.6B
$613K 0.11%
+13,022
New +$585K
TT icon
280
Trane Technologies
TT
$106B
$613K 0.11%
+5,057
New +$568K
ETFC
281
DELISTED
E*Trade Financial Corporation
ETFC
$606K 0.11%
12,108
-7,065
-37% -$369K
APTV icon
282
Aptiv
APTV
$12B
$605K 0.11%
+6,600
New +$554K
TEL icon
283
TE Connectivity
TEL
$58.8B
$604K 0.11%
6,184
-13,227
-68% -$1.22M
PLNT icon
284
Planet Fitness
PLNT
$4.23B
$600K 0.1%
9,734
+5,031
+107% +$289K
DISH
285
DELISTED
DISH Network Corp.
DISH
$598K 0.1%
+20,596
New +$680K
SSNC icon
286
SS&C Technologies
SSNC
$17.8B
$595K 0.1%
9,838
+3,696
+60% +$221K
JBL icon
287
Jabil
JBL
$32.8B
$593K 0.1%
17,318
+1,426
+9% +$47.7K
PRGS icon
288
Progress Software
PRGS
$1.55B
$592K 0.1%
16,148
+3,796
+31% +$138K
KTB icon
289
Kontoor Brands
KTB
$4.62B
$590K 0.1%
24,361
-9,352
-28% -$196K
PRGO icon
290
Perrigo
PRGO
$1.4B
$590K 0.1%
12,852
-2,799
-18% -$147K
LOPE icon
291
Grand Canyon Education
LOPE
$3.71B
$588K 0.1%
7,352
+3,578
+95% +$324K
VER
292
DELISTED
VEREIT, Inc.
VER
$585K 0.1%
18,000
+8,397
+87% +$277K
PB icon
293
Prosperity Bancshares
PB
$8.77B
$582K 0.1%
+11,227
New +$615K
BCPC
294
Balchem Corp
BCPC
$5.23B
$581K 0.1%
5,947
+536
+10% +$52.5K
ABT icon
295
Abbott
ABT
$180B
$580K 0.1%
+5,333
New +$541K
AVGO icon
296
Broadcom
AVGO
$1.82T
$580K 0.1%
+15,910
New +$533K
FCFS icon
297
FirstCash
FCFS
$8.55B
$571K 0.1%
9,982
+4,745
+91% +$290K
VCEL icon
298
Vericel Corp
VCEL
$2.3B
$569K 0.1%
+30,730
New +$509K
BAX icon
299
Baxter International
BAX
$11.6B
$566K 0.1%
7,032
-38,270
-84% -$3.22M
COUP
300
DELISTED
Coupa Software Incorporated
COUP
$563K 0.1%
+2,054
New +$599K
10 11
12
13 14

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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.