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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
TRNO icon
451
Terreno Realty
TRNO
$7.68B
$359K 0.05%
6,136
-1,848
-23% -$108K
SNP
452
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$358K 0.05%
+8,025
New +$346K
LBTYA icon
453
Liberty Global Class A
LBTYA
$3.31B
$356K 0.05%
14,691
-2,998
-17% -$66.8K
GRFS
454
Grifois
GRFS
$5.16B
$354K 0.05%
19,217
-12,490
-39% -$231K
FCX icon
455
Freeport-McMoran
FCX
$90B
$353K 0.05%
13,564
-836
-6% -$17.4K
AAT
456
American Assets Trust
AAT
$1.49B
$352K 0.05%
12,201
-4,879
-29% -$130K
NFLX icon
457
Netflix
NFLX
$292B
$352K 0.05%
6,510
-4,350
-40% -$221K
EXLS icon
458
EXL Service
EXLS
$4.23B
$348K 0.05%
20,410
-9,500
-32% -$151K
SUM
459
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$346K 0.05%
+17,506
New +$325K
ATI icon
460
ATI
ATI
$27B
$342K 0.05%
+20,422
New +$259K
GNL icon
461
Global Net Lease
GNL
$1.87B
$339K 0.05%
+19,806
New +$324K
NTLA icon
462
Intellia Therapeutics
NTLA
$1.5B
$338K 0.05%
+6,222
New +$226K
FSP
463
Franklin Street Properties
FSP
$44.8M
$328K 0.05%
+75,141
New +$331K
CDP icon
464
COPT Defense Properties
CDP
$4.31B
$326K 0.05%
12,508
-9,235
-42% -$233K
FPRX
465
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$325K 0.05%
+19,113
New +$239K
ECHO
466
EchoStar
ECHO
$25.5B
$324K 0.05%
15,283
+291
+2% +$6.96K
ISEE
467
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$324K 0.05%
46,845
+12,602
+37% +$80.6K
GFL icon
468
GFL Environmental
GFL
$14.3B
$319K 0.05%
10,945
-5,712
-34% -$140K
IMVT icon
469
Immunovant
IMVT
$8.09B
$319K 0.05%
6,915
-5,795
-46% -$268K
BDSI
470
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$318K 0.05%
75,763
+3,777
+5% +$14.6K
VSH icon
471
Vishay Intertechnology
VSH
$5.86B
$315K 0.04%
+15,198
New +$280K
ALG icon
472
Alamo Group
ALG
$2.01B
$314K 0.04%
+2,274
New +$295K
KNSA icon
473
Kiniksa Pharmaceuticals
KNSA
$4.83B
$312K 0.04%
17,669
+5,246
+42% +$92.2K
WH icon
474
Wyndham Hotels & Resorts
WH
$5.46B
$312K 0.04%
+5,250
New +$283K
MGRC icon
475
McGrath RentCorp
MGRC
$2.94B
$311K 0.04%
4,638
-2,167
-32% -$138K
17 18
19
20 21

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TMNFIC
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CCM
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GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
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.