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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
AUPH icon
401
Aurinia Pharmaceuticals
AUPH
$1.97B
$348K 0.06%
23,604
+405
+2% +$5.87K
GGG icon
402
Graco
GGG
$12.9B
$348K 0.06%
+5,666
New +$317K
WCN
403
Waste Connections
WCN
$42.8B
$346K 0.06%
+3,336
New +$334K
MTOR
404
DELISTED
MERITOR, Inc.
MTOR
$342K 0.06%
+16,314
New +$367K
LUMN icon
405
Lumen
LUMN
$6.53B
$341K 0.06%
+33,826
New +$351K
WWD icon
406
Woodward
WWD
$25B
$341K 0.06%
+4,254
New +$342K
OFIX icon
407
Orthofix Medical
OFIX
$455M
$338K 0.06%
10,863
+2,367
+28% +$73.4K
B
408
Barrick Mining
B
$62.2B
$337K 0.06%
12,000
+97
+0.8% +$2.76K
WTW icon
409
Willis Towers Watson
WTW
$27.9B
$336K 0.06%
1,609
-254
-14% -$51.9K
MOS icon
410
The Mosaic Company
MOS
$7.09B
$331K 0.06%
18,117
-11,568
-39% -$188K
FIZZ icon
411
National Beverage
FIZZ
$2.87B
$330K 0.06%
9,704
+1,108
+13% +$38.8K
KURA icon
412
Kura Oncology
KURA
$922M
$329K 0.06%
+10,739
New +$237K
MLI icon
413
Mueller Industries
MLI
$14.1B
$329K 0.06%
+48,604
New +$347K
SMG icon
414
ScottsMiracle-Gro
SMG
$4.03B
$329K 0.06%
+2,154
New +$333K
RCM
415
DELISTED
R1 RCM Inc. Common Stock
RCM
$328K 0.06%
19,109
-255
-1% -$3.72K
TLK icon
416
Telkom Indonesia
TLK
$14.2B
$325K 0.06%
+18,696
New +$375K
FWRD icon
417
Forward Air
FWRD
$482M
$324K 0.06%
+5,642
New +$310K
NWN icon
418
Northwest Natural Holdings
NWN
$2.17B
$323K 0.06%
+7,119
New +$363K
IIIV icon
419
i3 Verticals
IIIV
$395M
$322K 0.06%
+12,766
New +$342K
IIPR icon
420
Innovative Industrial Properties
IIPR
$1.78B
$320K 0.06%
2,575
-8,256
-76% -$923K
KLIC icon
421
Kulicke & Soffa
KLIC
$5.3B
$320K 0.06%
+14,293
New +$338K
TWST icon
422
Twist Bioscience
TWST
$5.62B
$320K 0.06%
4,209
-18,693
-82% -$1.16M
FOLD
423
DELISTED
Amicus Therapeutics
FOLD
$318K 0.06%
+22,513
New +$328K
MLAB icon
424
Mesa Laboratories
MLAB
$539M
$318K 0.06%
1,250
+201
+19% +$47.8K
GTN icon
425
Gray Television
GTN
$407M
$317K 0.06%
+23,028
New +$337K
15 16
17
18 19

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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.