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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
NEE icon
676
NextEra Energy
NEE
$187B
– –
-47,352
Closed -$2.84M
NOK icon
677
Nokia
NOK
$50.8B
– –
-42,325
Closed -$186K
NVS icon
678
Novartis
NVS
$295B
– –
-15,634
Closed -$1.36M
NXST icon
679
Nexstar Media Group
NXST
$5.6B
– –
-5,093
Closed -$426K
OLED icon
680
Universal Display
OLED
$3.71B
– –
-3,244
Closed -$485K
ORCL icon
681
Oracle
ORCL
$331B
– –
-25,411
Closed -$1.4M
ORLY icon
682
O'Reilly Automotive
ORLY
$72.4B
– –
-31,665
Closed -$890K
PFGC icon
683
Performance Food Group
PFGC
$17.5B
– –
-17,341
Closed -$505K
PG icon
684
Procter & Gamble
PG
$343B
– –
-45,607
Closed -$5.45M
POR icon
685
Portland General Electric
POR
$6.02B
– –
-5,528
Closed -$231K
POST icon
686
Post Holdings
POST
$4.12B
– –
-19,186
Closed -$1.1M
PPL
687
PPL Corp
PPL
$27.3B
– –
-46,286
Closed -$1.2M
PSA icon
688
Public Storage
PSA
$60.2B
– –
-1,605
Closed -$308K
PSX icon
689
Phillips 66
PSX
$82.9B
– –
-8,117
Closed -$584K
PTC icon
690
PTC
PTC
$13.7B
– –
-26,795
Closed -$2.08M
PTCT icon
691
PTC Therapeutics
PTCT
$6.37B
– –
-4,147
Closed -$210K
REGN icon
692
Regeneron Pharmaceuticals
REGN
$68.8B
– –
-931
Closed -$581K
REXR icon
693
Rexford Industrial Realty
REXR
$8.7B
– –
-50,958
Closed -$2.11M
RF icon
694
Regions Financial
RF
$26.3B
– –
-42,960
Closed -$478K
RGR icon
695
Sturm, Ruger & Co
RGR
$610M
– –
-3,013
Closed -$229K
RHI icon
696
Robert Half
RHI
$3.61B
– –
-11,234
Closed -$593K
RNAC icon
697
Cartesian Therapeutics
RNAC
$232M
– –
-1,376
Closed -$117K
ROK icon
698
Rockwell Automation
ROK
$51.4B
– –
-1,136
Closed -$242K
RPD icon
699
Rapid7
RPD
$634M
– –
-8,278
Closed -$422K
RPRX icon
700
Royalty Pharma
RPRX
$26.1B
– –
-15,517
Closed -$753K
26 27
28
29 30

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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.