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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
BLK icon
451
Blackrock
BLK
$164B
$276K 0.05%
+490
New +$280K
PRFT
452
DELISTED
Perficient Inc
PRFT
$276K 0.05%
6,458
+693
+12% +$27.9K
BCC icon
453
Boise Cascade
BCC
$2.74B
$275K 0.05%
+6,893
New +$299K
PFG icon
454
Principal Financial Group
PFG
$23.6B
$275K 0.05%
6,833
-15,978
-70% -$681K
SNAP icon
455
Snap
SNAP
$7.32B
$275K 0.05%
+10,539
New +$245K
SJR
456
DELISTED
Shaw Communications Inc.
SJR
$274K 0.05%
15,014
-37,738
-72% -$688K
NOC icon
457
Northrop Grumman
NOC
$77B
$273K 0.05%
+864
New +$282K
SLQT icon
458
SelectQuote
SLQT
$114M
$273K 0.05%
13,480
-1,543
-10% -$32.1K
WDC icon
459
Western Digital
WDC
$179B
$273K 0.05%
9,876
+3,023
+44% +$89.8K
KRNY icon
460
Kearny Financial
KRNY
$592M
$270K 0.05%
37,462
+9,789
+35% +$75.2K
SRC
461
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$270K 0.05%
8,011
-10,671
-57% -$372K
ACHC icon
462
Acadia Healthcare
ACHC
$3.17B
$269K 0.05%
+9,122
New +$265K
PENN icon
463
PENN Entertainment
PENN
$2.74B
$269K 0.05%
+3,695
New +$181K
PSN icon
464
Parsons
PSN
$6.28B
$269K 0.05%
+8,023
New +$278K
THS
465
DELISTED
Treehouse Foods
THS
$269K 0.05%
6,632
+1,503
+29% +$64K
BDSI
466
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$269K 0.05%
71,986
+38,576
+115% +$164K
FND icon
467
Floor & Decor
FND
$5.81B
$265K 0.05%
+3,545
New +$244K
NTST
468
NETSTREIT Corp
NTST
$2.16B
$264K 0.05%
+14,455
New +$261K
HIBB
469
DELISTED
Hibbett, Inc. Common Stock
HIBB
$261K 0.05%
+6,643
New +$192K
ENV
470
DELISTED
ENVESTNET, INC.
ENV
$261K 0.05%
+3,377
New +$270K
ARVN icon
471
Arvinas
ARVN
$518M
$260K 0.05%
11,019
+3,212
+41% +$93.1K
Z icon
472
Zillow
Z
$7.04B
$260K 0.05%
2,561
-6,660
-72% -$520K
FELE icon
473
Franklin Electric
FELE
$4.67B
$258K 0.05%
+4,390
New +$249K
INN
474
Summit Hotel Properties
INN
$761M
$258K 0.05%
49,800
+28,800
+137% +$163K
BNY
475
Bank of New York Mellon
BNY
$108B
$257K 0.04%
7,497
-10,735
-59% -$391K
17 18
19
20 21

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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
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.