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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
NXPI icon
176
NXP Semiconductors
NXPI
$68B
$998K 0.17%
7,993
-14,928
-65% -$1.82M
XYZ
177
Block Inc
XYZ
$45.9B
$979K 0.17%
+6,025
New +$851K
BNS icon
178
Scotiabank
BNS
$106B
$978K 0.17%
+23,564
New +$989K
UE icon
179
Urban Edge Properties
UE
$2.94B
$975K 0.17%
100,341
+43,552
+77% +$464K
GMAB icon
180
Genmab
GMAB
$17.7B
$970K 0.17%
26,494
+1,504
+6% +$54.4K
GRA
181
DELISTED
W.R. Grace & Co.
GRA
$968K 0.17%
24,035
+8,322
+53% +$379K
SE icon
182
Sea Limited
SE
$61.2B
$965K 0.17%
6,266
+1,315
+27% +$177K
RY icon
183
Royal Bank of Canada
RY
$291B
$958K 0.17%
+13,662
New +$982K
KKR icon
184
KKR & Co
KKR
$89.2B
$957K 0.17%
27,879
-3,654
-12% -$128K
CDNS icon
185
Cadence Design Systems
CDNS
$90B
$956K 0.17%
+8,964
New +$943K
ONC
186
BeOne Medicines Ltd
ONC
$33.8B
$953K 0.17%
+3,328
New +$782K
STLD icon
187
Steel Dynamics
STLD
$35.6B
$950K 0.17%
+33,168
New +$952K
GWPH
188
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$945K 0.16%
9,710
-1,589
-14% -$183K
OEC icon
189
Orion
OEC
$394M
$933K 0.16%
74,614
+23,669
+46% +$284K
DFS
190
DELISTED
Discover Financial Services
DFS
$929K 0.16%
16,086
-10,596
-40% -$555K
CRWD icon
191
CrowdStrike
CRWD
$187B
$915K 0.16%
26,664
-31,248
-54% -$910K
SGI
192
Somnigroup International
SGI
$15.1B
$911K 0.16%
40,872
+28,120
+221% +$581K
MNST icon
193
Monster Beverage
MNST
$91.4B
$904K 0.16%
+22,532
New +$890K
CHWY icon
194
Chewy
CHWY
$8.54B
$883K 0.15%
+16,101
New +$869K
AVT icon
195
Avnet
AVT
$7.33B
$878K 0.15%
33,988
+23,886
+236% +$647K
NWL icon
196
Newell Brands
NWL
$2.16B
$875K 0.15%
+51,001
New +$851K
PPD
197
DELISTED
PPD, Inc. Common Stock
PPD
$874K 0.15%
23,621
+2,963
+14% +$93.9K
AGCO icon
198
AGCO
AGCO
$8.78B
$867K 0.15%
+11,671
New +$796K
AAP icon
199
Advance Auto Parts
AAP
$3.37B
$864K 0.15%
5,630
+30
+0.5% +$4.52K
BMRN icon
200
BioMarin Pharmaceuticals
BMRN
$11.5B
$856K 0.15%
11,252
-1,681
-13% -$170K
6 7
8
9 10

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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.