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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
ONC
351
BeOne Medicines Ltd
ONC
$33.8B
$600K 0.08%
2,322
-1,006
-30% -$277K
ABCB icon
352
Ameris Bancorp
ABCB
$5.89B
$598K 0.08%
15,712
-5,843
-27% -$189K
CNST
353
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
$597K 0.08%
20,746
-698
-3% -$17.6K
SU icon
354
Suncor Energy
SU
$77.7B
$595K 0.08%
+35,457
New +$521K
TNL icon
355
Travel + Leisure Co
TNL
$4.54B
$595K 0.08%
+13,257
New +$520K
AIZ icon
356
Assurant
AIZ
$13.7B
$588K 0.08%
+4,314
New +$558K
LSXMA
357
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$587K 0.08%
+18,501
New +$534K
SO icon
358
Southern Company
SO
$110B
$586K 0.08%
+9,536
New +$573K
AGIO icon
359
Agios Pharmaceuticals
AGIO
$2.16B
$580K 0.08%
13,377
-10,480
-44% -$414K
PLYM
360
DELISTED
Plymouth Industrial REIT
PLYM
$580K 0.08%
38,672
-26,490
-41% -$354K
RNG icon
361
RingCentral
RNG
$4.05B
$580K 0.08%
1,530
+728
+91% +$226K
PRGS icon
362
Progress Software
PRGS
$1.55B
$579K 0.08%
12,802
-3,346
-21% -$135K
GDS icon
363
GDS Holdings
GDS
$6.34B
$576K 0.08%
+6,146
New +$546K
CXO
364
DELISTED
CONCHO RESOURCES INC.
CXO
$571K 0.08%
9,788
-722
-7% -$38K
ACH
365
Accendra Health
ACH
$240M
$565K 0.08%
+20,881
New +$537K
FOLD
366
DELISTED
Amicus Therapeutics
FOLD
$564K 0.08%
24,416
+1,903
+8% +$38.9K
BALY icon
367
Bally's
BALY
$672M
$560K 0.08%
11,147
-19,808
-64% -$695K
NTST
368
NETSTREIT Corp
NTST
$2.16B
$560K 0.08%
28,754
+14,299
+99% +$264K
MKSI icon
369
MKS Inc
MKSI
$22.2B
$559K 0.08%
+3,716
New +$486K
SCCO icon
370
Southern Copper
SCCO
$141B
$557K 0.08%
+9,229
New +$475K
NWN icon
371
Northwest Natural Holdings
NWN
$2.17B
$549K 0.08%
11,948
+4,829
+68% +$229K
CHTR icon
372
Charter Communications
CHTR
$14.7B
$547K 0.08%
+827
New +$526K
Z icon
373
Zillow
Z
$7.04B
$546K 0.08%
4,208
+1,647
+64% +$182K
COR icon
374
Cencora
COR
$60.3B
$543K 0.08%
5,551
-2,633
-32% -$263K
TGTX icon
375
TG Therapeutics
TGTX
$8.58B
$542K 0.08%
10,421
-3,504
-25% -$118K
13 14
15
16 17

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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.