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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
+22.63%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$707M
AUM Growth
+$133M
Cap. Flow
+$38.6M
Cap. Flow %
5.47%
Top 10 Hldgs %
9.09%
Holding
803
New
228
Increased
175
Reduced
187
Closed
212

Top Buys

Rank Stock Value
1
EDU icon
New Oriental
EDU
+$5.67M
2
D icon
Dominion Energy
D
+$5.32M
3
ATO icon
Atmos Energy
ATO
+$5.1M
4
INTU icon
Intuit
INTU
+$4.09M
5
SRE icon
Sempra
SRE
+$3.36M

Top Sells

Rank Stock Value
1
CCI icon
Crown Castle
CCI
+$5.27M
2
WFC icon
Wells Fargo
WFC
+$4.1M
3
EL icon
Estee Lauder
EL
+$4.05M
4
UN
Unilever NV New York Registry Shares
UN
+$3.75M
5
LOW icon
Lowe's Companies
LOW
+$3.72M

Sector Composition

Rank Sector Weight
1 Healthcare 17.05%
2 Financials 14.67%
3 Technology 12.44%
4 Real Estate 11.29%
5 Consumer Discretionary 10.59%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MUSA icon
226
Murphy USA
MUSA
$11.3B
$1.06M 0.15%
+8,140
New +$1.05M
WBT
227
DELISTED
Welbilt, Inc.
WBT
$1.06M 0.15%
+80,055
New +$719K
MCD icon
228
McDonald's
MCD
$188B
$1.05M 0.15%
4,913
-5,641
-53% -$1.23M
TIF
229
DELISTED
Tiffany & Co.
TIF
$1.05M 0.15%
+7,994
New +$1.02M
BA icon
230
Boeing
BA
$165B
$1.04M 0.15%
+4,854
New +$933K
DAL icon
231
Delta Air Lines
DAL
$55.9B
$1.04M 0.15%
+25,834
New +$940K
VRTX icon
232
Vertex Pharmaceuticals
VRTX
$121B
$1.03M 0.15%
+4,367
New +$1M
GNTX icon
233
Gentex
GNTX
$4.88B
$1.02M 0.14%
+30,157
New +$930K
STL
234
DELISTED
Sterling Bancorp
STL
$1.02M 0.14%
56,838
+32,523
+134% +$490K
SGI
235
Somnigroup International
SGI
$15.1B
$1.01M 0.14%
37,475
-3,397
-8% -$82.8K
GRWG icon
236
GrowGeneration
GRWG
$82.9M
$1.01M 0.14%
25,131
-16,869
-40% -$454K
MET icon
237
MetLife
MET
$61B
$1M 0.14%
21,405
+2,852
+15% +$124K
LSI
238
DELISTED
Life Storage, Inc.
LSI
$996K 0.14%
+12,519
New +$953K
AA icon
239
Alcoa
AA
$11.7B
$984K 0.14%
42,700
+27,099
+174% +$472K
BBWI icon
240
Bath & Body Works
BBWI
$4.01B
$982K 0.14%
32,652
-51,431
-61% -$1.49M
TRIL
241
DELISTED
Trillium Therapeutics Inc.
TRIL
$980K 0.14%
66,616
+8,756
+15% +$126K
BPMC
242
DELISTED
Blueprint Medicines
BPMC
$979K 0.14%
8,727
+358
+4% +$37.7K
REG icon
243
Regency Centers
REG
$15B
$979K 0.14%
+21,464
New +$923K
VIRT icon
244
Virtu Financial
VIRT
$5.2B
$972K 0.14%
38,609
+10,469
+37% +$243K
PACB icon
245
Pacific Biosciences
PACB
$422M
$966K 0.14%
37,229
-46,957
-56% -$798K
PINS icon
246
Pinterest
PINS
$12.4B
$963K 0.14%
14,616
-14,205
-49% -$852K
SJR
247
DELISTED
Shaw Communications Inc.
SJR
$962K 0.14%
54,761
+39,747
+265% +$701K
BPOP icon
248
Popular Inc
BPOP
$11B
$960K 0.14%
+17,040
New +$809K
SNDX icon
249
Syndax Pharmaceuticals
SNDX
$1.84B
$960K 0.14%
43,157
+29,351
+213% +$609K
TDY icon
250
Teledyne Technologies
TDY
$30.4B
$951K 0.13%
+2,427
New +$871K
8 9
10
11 12

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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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Quantitative Systematic Strategies's Q4 2020 Portfolio in Review

As of Q4 2020, Quantitative Systematic Strategies held 803 positions worth $707M, up 23% from $573M the previous quarter. Its ten largest holdings account for 9.1% of the portfolio.

Quantitative Systematic Strategies deployed $38.6M of net new capital in Q4 2020, opening 228 new positions and adding to 175 existing holdings. Its largest new stake was Dominion Energy: 66,940 shares worth $5.03M.

By sector, the portfolio is most concentrated in Healthcare at 17% of assets, up from 17% a quarter earlier, followed by Financials and Technology.

On the sell side, the largest reduction was Wells Fargo, an estimated $4.1M trimmed.

  • Quantitative Systematic Strategies's largest Q4 2020 buy was Dominion Energy: 66,940 shares worth $5.03M.
  • Quantitative Systematic Strategies added most to New Oriental in Q4 2020, an estimated $5.67M increase.
  • Quantitative Systematic Strategies's biggest Q4 2020 reduction was Wells Fargo, cutting an estimated $4.1M.
  • Quantitative Systematic Strategies fully exited Crown Castle in Q4 2020, selling an estimated $5.27M.
  • Quantitative Systematic Strategies's ten largest holdings make up 9.1% of its $707M portfolio in Q4 2020.
  • Quantitative Systematic Strategies opened 228 new positions and closed 212 in Q4 2020.
  • Quantitative Systematic Strategies's portfolio value rose 23% quarter-over-quarter to $707M.

Based on Quantitative Systematic Strategies's 13F filing for Q4 2020, filed 9 Feb 2021.