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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
SAIA icon
301
Saia
SAIA
$11.3B
$558K 0.1%
4,427
+2,613
+144% +$333K
MRVL icon
302
Marvell Technology
MRVL
$174B
$557K 0.1%
14,020
-7,754
-36% -$285K
ACIA
303
DELISTED
Acacia Communications Inc
ACIA
$554K 0.1%
+8,213
New +$557K
AXS icon
304
AXIS Capital
AXS
$8.59B
$553K 0.1%
+12,567
New +$548K
WABC icon
305
Westamerica Bancorp
WABC
$1.39B
$552K 0.1%
10,155
+3,435
+51% +$201K
GRFS
306
Grifois
GRFS
$5.16B
$550K 0.1%
31,707
+17,985
+131% +$318K
NFLX icon
307
Netflix
NFLX
$292B
$543K 0.09%
10,860
+6,280
+137% +$313K
NTRA icon
308
Natera
NTRA
$37.5B
$542K 0.09%
+7,506
New +$427K
DOV icon
309
Dover
DOV
$27.2B
$539K 0.09%
4,973
-9,590
-66% -$1.03M
NUVA
310
DELISTED
NuVasive, Inc.
NUVA
$537K 0.09%
11,055
-13,582
-55% -$732K
QTWO icon
311
Q2 Holdings
QTWO
$3.42B
$534K 0.09%
+5,851
New +$546K
PACW
312
DELISTED
PacWest Bancorp
PACW
$531K 0.09%
+31,105
New +$577K
WDAY icon
313
Workday
WDAY
$33.4B
$530K 0.09%
2,463
-7,259
-75% -$1.44M
LCII icon
314
LCI Industries
LCII
$2.51B
$525K 0.09%
4,940
+939
+23% +$109K
OLLI icon
315
Ollie's Bargain Outlet
OLLI
$4.01B
$524K 0.09%
+6,000
New +$587K
GDDY icon
316
GoDaddy
GDDY
$12.3B
$520K 0.09%
6,846
+3,422
+100% +$258K
IPGP icon
317
IPG Photonics
IPGP
$3.89B
$518K 0.09%
+3,047
New +$503K
CDP icon
318
COPT Defense Properties
CDP
$4.31B
$516K 0.09%
+21,743
New +$542K
WRI
319
DELISTED
Weingarten Realty Investors
WRI
$508K 0.09%
+29,947
New +$528K
MRSN
320
DELISTED
Mersana Therapeutics
MRSN
$505K 0.09%
1,084
+261
+32% +$132K
MT icon
321
ArcelorMittal
MT
$50.4B
$502K 0.09%
37,908
-30,798
-45% -$371K
CSOD
322
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$502K 0.09%
13,799
+144
+1% +$5.18K
F icon
323
Ford
F
$57.3B
$497K 0.09%
74,669
+42,148
+130% +$285K
PODD icon
324
Insulet
PODD
$11.3B
$497K 0.09%
2,099
-2,193
-51% -$462K
VRT icon
325
Vertiv
VRT
$112B
$494K 0.09%
28,508
-20,519
-42% -$321K
11 12
13
14 15

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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.