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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
BSY icon
476
Bentley Systems
BSY
$9.54B
$257K 0.04%
+8,180
New +$264K
STL
477
DELISTED
Sterling Bancorp
STL
$256K 0.04%
+24,315
New +$276K
IRTC icon
478
iRhythm Holdings
IRTC
$3.59B
$254K 0.04%
+1,067
New +$189K
KPTI icon
479
Karyopharm Therapeutics
KPTI
$168M
$253K 0.04%
+1,153
New +$282K
OLN icon
480
Olin
OLN
$2.64B
$253K 0.04%
20,400
-89
-0.4% -$1.03K
SWI
481
DELISTED
SolarWinds Corporation Common Stock
SWI
$253K 0.04%
+11,792
New +$240K
UFS
482
DELISTED
DOMTAR CORPORATION (New)
UFS
$252K 0.04%
+9,600
New +$243K
AIV
483
Aimco
AIV
$380M
$250K 0.04%
+55,746
New +$270K
BLFS icon
484
BioLife Solutions
BLFS
$1.46B
$250K 0.04%
+8,642
New +$187K
BRC icon
485
Brady Corp
BRC
$4.45B
$250K 0.04%
+6,246
New +$286K
RGEN icon
486
Repligen
RGEN
$7.44B
$245K 0.04%
1,658
-60
-3% -$8.58K
WMGI
487
DELISTED
Wright Medical Group Inc
WMGI
$244K 0.04%
+7,977
New +$241K
IP icon
488
International Paper
IP
$22.3B
$243K 0.04%
+6,338
New +$224K
CMCO icon
489
Columbus McKinnon
CMCO
$465M
$241K 0.04%
7,278
+423
+6% +$14.7K
CP icon
490
Canadian Pacific Kansas City
CP
$82B
$241K 0.04%
3,955
-3,045
-44% -$174K
UAA icon
491
Under Armour
UAA
$3B
$238K 0.04%
+21,199
New +$223K
VC icon
492
Visteon
VC
$2.77B
$237K 0.04%
+3,430
New +$253K
BCRX icon
493
BioCryst Pharmaceuticals
BCRX
$2.37B
$229K 0.04%
66,700
-8,551
-11% -$36.6K
APLS
494
DELISTED
Apellis Pharmaceuticals
APLS
$228K 0.04%
+7,554
New +$226K
CADE
495
DELISTED
Cadence Bank
CADE
$228K 0.04%
+11,748
New +$251K
SCU
496
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$228K 0.04%
19,448
+3,128
+19% +$40.2K
PAYX icon
497
Paychex
PAYX
$40.4B
$226K 0.04%
2,827
+29
+1% +$2.18K
SPOT icon
498
Spotify
SPOT
$99.2B
$226K 0.04%
+933
New +$241K
TGNA
499
DELISTED
TEGNA Inc
TGNA
$226K 0.04%
+19,230
New +$229K
U icon
500
Unity
U
$12.5B
$226K 0.04%
+2,586
New +$218K
18 19
20
21 22

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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.