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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
RETA
301
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$744K 0.11%
6,020
+1,235
+26% +$162K
IHRT icon
302
iHeartMedia
IHRT
$535M
$742K 0.11%
+57,148
New +$588K
CCK icon
303
Crown Holdings
CCK
$12.8B
$741K 0.1%
7,398
-17,038
-70% -$1.57M
CARR icon
304
Carrier Global
CARR
$57.2B
$738K 0.1%
19,561
+6,782
+53% +$246K
AAMI
305
Acadian Asset Management
AAMI
$2.88B
$738K 0.1%
38,280
+23,784
+164% +$400K
FBC
306
DELISTED
Flagstar Bancorp, Inc. New
FBC
$737K 0.1%
+18,079
New +$623K
THG icon
307
Hanover Insurance
THG
$7.63B
$735K 0.1%
+6,287
New +$678K
NNN icon
308
NNN REIT
NNN
$9.39B
$732K 0.1%
+17,877
New +$674K
TVTX icon
309
Travere Therapeutics
TVTX
$5.33B
$731K 0.1%
+26,818
New +$626K
AMSF icon
310
AMERISAFE
AMSF
$569M
$727K 0.1%
12,656
+42
+0.3% +$2.43K
FCFS icon
311
FirstCash
FCFS
$8.55B
$727K 0.1%
10,380
+398
+4% +$25.2K
ARVN icon
312
Arvinas
ARVN
$518M
$725K 0.1%
8,537
-2,482
-23% -$85.6K
UE icon
313
Urban Edge Properties
UE
$2.94B
$723K 0.1%
55,869
-44,472
-44% -$534K
WDC icon
314
Western Digital
WDC
$179B
$722K 0.1%
17,256
+7,380
+75% +$245K
GRMN
315
Garmin
GRMN
$46.9B
$715K 0.1%
5,979
+983
+20% +$109K
VYX icon
316
NCR Voyix
VYX
$1.06B
$714K 0.1%
+30,967
New +$513K
TIG
317
DELISTED
Trean Insurance Group, Inc. Common Stock
TIG
$711K 0.1%
54,261
-431
-0.8% -$5.74K
DE icon
318
Deere & Co
DE
$170B
$707K 0.1%
+2,626
New +$652K
IAA
319
DELISTED
IAA, Inc. Common Stock
IAA
$702K 0.1%
10,796
+3,488
+48% +$209K
POLY
320
DELISTED
Plantronics, Inc.
POLY
$693K 0.1%
+25,655
New +$563K
ALK icon
321
Alaska Air
ALK
$5.15B
$688K 0.1%
+13,233
New +$595K
ANSS
322
DELISTED
Ansys
ANSS
$685K 0.1%
1,882
-243
-11% -$81.3K
BCPC
323
Balchem Corp
BCPC
$5.23B
$684K 0.1%
5,933
-14
-0.2% -$1.48K
HRTX icon
324
Heron Therapeutics
HRTX
$86.3M
$680K 0.1%
+32,137
New +$559K
BIIB icon
325
Biogen
BIIB
$29.9B
$670K 0.09%
2,735
-168
-6% -$43.3K
11 12
13
14 15

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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 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.