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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
RRX icon
701
Regal Rexnord
RRX
$14.2B
– –
-11,567
Closed -$1.01M
SAM icon
702
Boston Beer
SAM
$1.88B
– –
-1,535
Closed -$824K
SBAC icon
703
SBA Communications
SBAC
$18.4B
– –
-5,708
Closed -$1.7M
SCCO icon
704
Southern Copper
SCCO
$141B
– –
-8,357
Closed -$308K
SCHW
705
Charles Schwab
SCHW
$177B
– –
-6,275
Closed -$212K
SCL icon
706
Stepan Co
SCL
$1.31B
– –
-2,804
Closed -$272K
SHOP icon
707
Shopify
SHOP
$148B
– –
-4,110
Closed -$390K
SIRI icon
708
SiriusXM
SIRI
$10B
– –
-15,711
Closed -$922K
SLGN icon
709
Silgan Holdings
SLGN
$4.91B
– –
-9,646
Closed -$312K
SMTC icon
710
Semtech
SMTC
$11.7B
– –
-4,888
Closed -$255K
SO icon
711
Southern Company
SO
$110B
– –
-5,119
Closed -$265K
SPXC icon
712
SPX Corp
SPXC
$11B
– –
-9,813
Closed -$404K
SRE icon
713
Sempra
SRE
$60.8B
– –
-7,540
Closed -$442K
STX icon
714
Seagate
STX
$193B
– –
-4,935
Closed -$239K
SWKS icon
715
Skyworks Solutions
SWKS
$9.06B
– –
-3,394
Closed -$434K
T icon
716
AT&T
T
$165B
– –
-37,146
Closed -$848K
TDOC icon
717
Teladoc Health
TDOC
$1.58B
– –
-2,800
Closed -$534K
TDY icon
718
Teledyne Technologies
TDY
$30.4B
– –
-1,865
Closed -$580K
TEAM icon
719
Atlassian
TEAM
$22B
– –
-1,678
Closed -$302K
TECK icon
720
Teck Resources
TECK
$29.5B
– –
-14,000
Closed -$146K
TNC icon
721
Tennant Co
TNC
$1.5B
– –
-3,375
Closed -$219K
TNL icon
722
Travel + Leisure Co
TNL
$4.54B
– –
-9,019
Closed -$254K
TPL icon
723
Texas Pacific Land
TPL
$28.9B
– –
-3,060
Closed -$202K
TRV icon
724
Travelers Companies
TRV
$80.8B
– –
-9,480
Closed -$1.08M
TU icon
725
Telus
TU
$16B
– –
-88,712
Closed -$1.49M
27 28
29
30 31

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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.