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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
JOYY
751
JOYY Inc
JOYY
$3.73B
– –
-3,029
Closed -$268K
BERY
752
DELISTED
Berry Global Group, Inc.
BERY
– –
-21,088
Closed -$858K
AGR
753
DELISTED
Avangrid, Inc.
AGR
– –
-17,297
Closed -$726K
ETRN
754
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
– –
-11,068
Closed -$92K
SGEN
755
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-8,396
Closed -$1.43M
VMW
756
DELISTED
VMware, Inc
VMW
– –
-12,415
Closed -$1.92M
NATI
757
DELISTED
National Instruments Corp
NATI
– –
-24,095
Closed -$933K
WWE
758
DELISTED
World Wrestling Entertainment
WWE
– –
-6,384
Closed -$277K
VRAY
759
DELISTED
ViewRay, Inc.
VRAY
– –
-10,018
Closed -$22K
AQUA
760
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
– –
-20,487
Closed -$381K
AIMC
761
DELISTED
Altra Industrial Motion Corp
AIMC
– –
-10,328
Closed -$329K
TMX
762
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-19,405
Closed -$693K
WBT
763
DELISTED
Welbilt, Inc.
WBT
– –
-24,681
Closed -$150K
SAFM
764
DELISTED
Sanderson Farms Inc
SAFM
– –
-13,457
Closed -$1.56M
NP
765
DELISTED
Neenah, Inc. Common Stock
NP
– –
-8,221
Closed -$407K
PLAN
766
DELISTED
Anaplan, Inc.
PLAN
– –
-6,706
Closed -$304K
INFO
767
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-11,697
Closed -$883K
ATH
768
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
– –
-16,876
Closed -$526K
DRNA
769
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
– –
-14,539
Closed -$369K
QTS
770
DELISTED
QTS REALTY TRUST, INC.
QTS
– –
-25,070
Closed -$1.61M
STAY
771
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
– –
-18,219
Closed -$204K
CLGX
772
DELISTED
Corelogic, Inc.
CLGX
– –
-5,677
Closed -$382K
WDR
773
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-45,941
Closed -$713K
IMMU
774
DELISTED
Immunomedics Inc
IMMU
– –
-19,697
Closed -$698K
MNTA
775
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-35,200
Closed -$1.17M
28 29 30
31
32

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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.