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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
TSN icon
401
Tyson Foods
TSN
$20.2B
$459K 0.07%
7,116
+3,325
+88% +$207K
WDAY icon
402
Workday
WDAY
$33.4B
$458K 0.06%
1,913
-550
-22% -$124K
CBSH icon
403
Commerce Bancshares
CBSH
$8.5B
$457K 0.06%
+8,880
New +$430K
MRSN
404
DELISTED
Mersana Therapeutics
MRSN
$457K 0.06%
687
-397
-37% -$221K
FIT
405
DELISTED
Fitbit, Inc. Class A common stock
FIT
$456K 0.06%
+67,056
New +$473K
OMF icon
406
OneMain Financial
OMF
$6.9B
$453K 0.06%
+9,399
New +$371K
STWD icon
407
Starwood Property Trust
STWD
$6.12B
$453K 0.06%
23,459
-343
-1% -$5.84K
XENE icon
408
Xenon Pharmaceuticals
XENE
$6.32B
$450K 0.06%
29,284
+17,330
+145% +$203K
MLI icon
409
Mueller Industries
MLI
$14.1B
$447K 0.06%
50,952
+2,348
+5% +$18.8K
LBRDK icon
410
Liberty Broadband Class C
LBRDK
$4.15B
$446K 0.06%
2,814
-22,663
-89% -$3.45M
RDN icon
411
Radian Group
RDN
$5.14B
$446K 0.06%
22,007
+2,063
+10% +$38.6K
CADE
412
DELISTED
Cadence Bancorporation
CADE
$443K 0.06%
26,995
-5,692
-17% -$75.4K
WELL icon
413
Welltower
WELL
$178B
$439K 0.06%
6,787
-8,092
-54% -$491K
FATE icon
414
Fate Therapeutics
FATE
$281M
$437K 0.06%
4,808
-11,593
-71% -$720K
EXAS
415
DELISTED
Exact Sciences
EXAS
$434K 0.06%
+3,275
New +$396K
GT icon
416
Goodyear
GT
$2.07B
$433K 0.06%
+39,645
New +$399K
SNAP icon
417
Snap
SNAP
$7.32B
$429K 0.06%
8,560
-1,979
-19% -$82.2K
ALL icon
418
Allstate
ALL
$66.9B
$427K 0.06%
+3,887
New +$382K
LNG icon
419
Cheniere Energy
LNG
$56.5B
$425K 0.06%
+7,080
New +$380K
OSIS icon
420
OSI Systems
OSIS
$3.57B
$422K 0.06%
4,522
+1,766
+64% +$151K
XYZ
421
Block Inc
XYZ
$45.9B
$422K 0.06%
1,940
-4,085
-68% -$797K
PLAN
422
DELISTED
Anaplan, Inc.
PLAN
$422K 0.06%
+5,867
New +$381K
YUMC icon
423
Yum China
YUMC
$14.9B
$421K 0.06%
+7,372
New +$414K
CALM icon
424
Cal-Maine
CALM
$4.28B
$420K 0.06%
11,193
-16,901
-60% -$650K
MTOR
425
DELISTED
MERITOR, Inc.
MTOR
$419K 0.06%
14,995
-1,319
-8% -$34.9K
15 16
17
18 19

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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.