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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
FCX icon
501
Freeport-McMoran
FCX
$90B
$225K 0.04%
+14,400
New +$208K
TSN icon
502
Tyson Foods
TSN
$20.2B
$225K 0.04%
+3,791
New +$234K
SNOW icon
503
Snowflake
SNOW
$92.9B
$223K 0.04%
+888
New +$211K
TMHC icon
504
Taylor Morrison
TMHC
$223K 0.04%
9,057
-1,546
-15% -$36.6K
IOSP icon
505
Innospec
IOSP
$2.09B
$220K 0.04%
3,472
+186
+6% +$13.8K
PFE icon
506
Pfizer
PFE
$140B
$220K 0.04%
+6,324
New +$222K
RNG icon
507
RingCentral
RNG
$4.05B
$220K 0.04%
802
-2,613
-77% -$726K
JKHY icon
508
Jack Henry & Associates
JKHY
$10.7B
$219K 0.04%
+1,346
New +$234K
AWR icon
509
American States Water
AWR
$3.39B
$218K 0.04%
+2,915
New +$224K
TOL icon
510
Toll Brothers
TOL
$14B
$216K 0.04%
4,438
-1,808
-29% -$73.1K
HSTM icon
511
HealthStream
HSTM
$793M
$214K 0.04%
10,642
+1,025
+11% +$21.8K
OSIS icon
512
OSI Systems
OSIS
$3.57B
$214K 0.04%
+2,756
New +$206K
FTS icon
513
Fortis
FTS
$30B
$213K 0.04%
+5,224
New +$209K
GMED icon
514
Globus Medical
GMED
$10.4B
$213K 0.04%
+4,302
New +$222K
NTR icon
515
Nutrien
NTR
$32.7B
$212K 0.04%
+5,400
New +$197K
CFFN icon
516
Capitol Federal Financial
CFFN
$1.08B
$210K 0.04%
+22,636
New +$221K
ADM icon
517
Archer Daniels Midland
ADM
$41.4B
$209K 0.04%
4,500
-81,702
-95% -$3.57M
PCH
518
DELISTED
PotlatchDeltic
PCH
$208K 0.04%
4,939
-4,490
-48% -$192K
BHC icon
519
Bausch Health
BHC
$1.65B
$205K 0.04%
+13,205
New +$227K
RJF icon
520
Raymond James Financial
RJF
$32.5B
$204K 0.04%
+4,196
New +$203K
SNDX icon
521
Syndax Pharmaceuticals
SNDX
$1.84B
$204K 0.04%
+13,806
New +$210K
MIME
522
DELISTED
Mimecast Limited
MIME
$201K 0.04%
+4,289
New +$195K
MIK
523
DELISTED
Michaels Stores, Inc
MIK
$197K 0.03%
+20,437
New +$177K
ADNT icon
524
Adient
ADNT
$1.6B
$196K 0.03%
+11,311
New +$197K
ISEE
525
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$193K 0.03%
34,243
+3,047
+10% +$14.5K
19 20
21
22 23

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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.