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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
LLY icon
276
Eli Lilly
LLY
$1.07T
$852K 0.12%
+5,044
New +$753K
KURA icon
277
Kura Oncology
KURA
$922M
$847K 0.12%
25,943
+15,204
+142% +$534K
APAM icon
278
Artisan Partners
APAM
$2.79B
$842K 0.12%
16,731
-18,607
-53% -$846K
PPD
279
DELISTED
PPD, Inc. Common Stock
PPD
$833K 0.12%
24,335
+714
+3% +$24.9K
DOC icon
280
Healthpeak Properties
DOC
$15.4B
$828K 0.12%
27,405
-2,378
-8% -$69.2K
DXCM icon
281
DexCom
DXCM
$27.6B
$823K 0.12%
8,900
+4,908
+123% +$438K
NEM icon
282
Newmont
NEM
$98.2B
$823K 0.12%
13,744
+2,016
+17% +$124K
ESI icon
283
Element Solutions
ESI
$9.12B
$816K 0.12%
46,005
-32,839
-42% -$454K
APLS
284
DELISTED
Apellis Pharmaceuticals
APLS
$810K 0.11%
14,169
+6,615
+88% +$280K
EWBC icon
285
East-West Bancorp
EWBC
$17.9B
$808K 0.11%
15,929
-17,481
-52% -$742K
EVTC icon
286
Evertec
EVTC
$1.83B
$807K 0.11%
20,523
-3,554
-15% -$132K
DCI icon
287
Donaldson
DCI
$10.8B
$805K 0.11%
+14,408
New +$760K
DAR icon
288
Darling Ingredients
DAR
$9.93B
$803K 0.11%
13,928
-5,238
-27% -$250K
KEYS icon
289
Keysight
KEYS
$54.5B
$787K 0.11%
5,960
-15,253
-72% -$1.76M
MA icon
290
Mastercard
MA
$477B
$782K 0.11%
+2,191
New +$729K
LIVN icon
291
LivaNova
LIVN
$4.3B
$773K 0.11%
+11,673
New +$649K
AMSC icon
292
American Superconductor
AMSC
$1.48B
$769K 0.11%
+32,853
New +$583K
HYFM icon
293
Hydrofarm Holdings
HYFM
$3.13M
$769K 0.11%
+1,463
New +$766K
MSGS icon
294
Madison Square Garden
MSGS
$9.54B
$769K 0.11%
4,179
+1,204
+40% +$198K
REYN icon
295
Reynolds Consumer Products
REYN
$5.4B
$761K 0.11%
25,323
+11,106
+78% +$336K
VNO icon
296
Vornado Realty Trust
VNO
$7.47B
$755K 0.11%
+20,223
New +$739K
IQV icon
297
IQVIA
IQV
$34.7B
$752K 0.11%
4,198
+177
+4% +$29.8K
LAMR icon
298
Lamar Advertising Co
LAMR
$16.2B
$752K 0.11%
+9,039
New +$676K
SONY icon
299
Sony
SONY
$123B
$748K 0.11%
+36,980
New +$643K
COP icon
300
ConocoPhillips
COP
$147B
$746K 0.11%
+18,666
New +$688K
10 11
12
13 14

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
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ECM
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RG
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SH
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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.