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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
TRNO icon
351
Terreno Realty
TRNO
$7.68B
$437K 0.08%
+7,984
New +$454K
REYN icon
352
Reynolds Consumer Products
REYN
$5.4B
$435K 0.08%
+14,217
New +$468K
CNST
353
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
$434K 0.08%
21,444
+1,834
+9% +$44.8K
WRK
354
DELISTED
WestRock Company
WRK
$430K 0.08%
+12,385
New +$383K
FLEX icon
355
Flex
FLEX
$43.4B
$424K 0.07%
50,496
+846
+2% +$6.9K
CUZ icon
356
Cousins Properties
CUZ
$5.29B
$423K 0.07%
+14,800
New +$441K
DNLI icon
357
Denali Therapeutics
DNLI
$3.67B
$419K 0.07%
11,704
+1,610
+16% +$48.5K
ADVM
358
DELISTED
Adverum Biotechnologies
ADVM
$416K 0.07%
4,034
+1,070
+36% +$160K
NVR icon
359
NVR
NVR
$17.2B
$416K 0.07%
102
-20
-16% -$77.2K
OM icon
360
Outset Medical
OM
$74.9M
$415K 0.07%
+553
New +$454K
XOM icon
361
ExxonMobil
XOM
$651B
$412K 0.07%
+11,996
New +$490K
AAT
362
American Assets Trust
AAT
$1.49B
$411K 0.07%
17,080
+4,175
+32% +$108K
DXCM icon
363
DexCom
DXCM
$27.6B
$411K 0.07%
3,992
-2,468
-38% -$258K
ITT icon
364
ITT
ITT
$17.5B
$411K 0.07%
6,959
-22,207
-76% -$1.35M
KN icon
365
Knowles
KN
$3.22B
$411K 0.07%
27,614
+8,602
+45% +$130K
RCKT icon
366
Rocket Pharmaceuticals
RCKT
$348M
$410K 0.07%
17,942
-10,870
-38% -$268K
KSU
367
DELISTED
Kansas City Southern
KSU
$409K 0.07%
2,260
-8,459
-79% -$1.46M
CTVA icon
368
Corteva
CTVA
$59.7B
$407K 0.07%
+14,137
New +$398K
MGRC icon
369
McGrath RentCorp
MGRC
$2.94B
$406K 0.07%
6,805
+891
+15% +$53.7K
CLVT icon
370
Clarivate
CLVT
$1.3B
$404K 0.07%
13,040
+1,771
+16% +$47.9K
ESNT icon
371
Essent Group
ESNT
$6.06B
$402K 0.07%
10,856
+1,430
+15% +$51.1K
AVLR
372
DELISTED
Avalara, Inc.
AVLR
$398K 0.07%
3,129
-4,400
-58% -$559K
EXLS icon
373
EXL Service
EXLS
$4.23B
$395K 0.07%
+29,910
New +$384K
VFC icon
374
VF Corp
VFC
$6.68B
$392K 0.07%
+5,580
New +$360K
CARR icon
375
Carrier Global
CARR
$57.2B
$390K 0.07%
+12,779
New +$362K
13 14
15
16 17

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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.