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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
META icon
26
Meta Platforms (Facebook)
META
$1.54T
$3.97M 0.56%
14,544
+1,455
+11% +$399K
DISCK
27
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$3.9M 0.55%
148,784
+4,286
+3% +$93.9K
HIW icon
28
Highwoods Properties
HIW
$3.61B
$3.86M 0.55%
97,511
+57,520
+144% +$2.08M
ADC icon
29
Agree Realty
ADC
$9.59B
$3.81M 0.54%
57,253
+19,852
+53% +$1.3M
VALE icon
30
Vale
VALE
$63.1B
$3.79M 0.54%
225,806
+147,201
+187% +$1.96M
MU icon
31
Micron Technology
MU
$1.12T
$3.74M 0.53%
49,756
+20,015
+67% +$1.21M
Y
32
DELISTED
Alleghany Corp
Y
$3.73M 0.53%
6,185
-1,125
-15% -$656K
SBUX icon
33
Starbucks
SBUX
$118B
$3.68M 0.52%
34,359
+13,959
+68% +$1.33M
MCK icon
34
McKesson
MCK
$96.5B
$3.62M 0.51%
20,821
+211
+1% +$35.1K
CCEP icon
35
Coca-Cola Europacific Partners
CCEP
$45.8B
$3.58M 0.51%
71,745
+25,244
+54% +$1.07M
DD icon
36
DuPont de Nemours
DD
$18.6B
$3.55M 0.5%
39,801
-1,201
-3% -$94.3K
COF icon
37
Capital One
COF
$123B
$3.48M 0.49%
+35,237
New +$3M
LIN icon
38
Linde
LIN
$234B
$3.48M 0.49%
13,217
-327
-2% -$80.3K
HCA icon
39
HCA Healthcare
HCA
$83.5B
$3.48M 0.49%
21,135
+18,013
+577% +$2.63M
ADI icon
40
Analog Devices
ADI
$185B
$3.46M 0.49%
23,402
-5,007
-18% -$664K
HR
41
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.4M 0.48%
114,870
-129
-0.1% -$3.88K
PZZA icon
42
Papa John's
PZZA
$999M
$3.36M 0.48%
39,619
+9,843
+33% +$805K
MKL icon
43
Markel Group
MKL
$24.5B
$3.35M 0.47%
3,244
+1,513
+87% +$1.51M
SRE icon
44
Sempra
SRE
$61.1B
$3.33M 0.47%
+52,244
New +$3.36M
NVST icon
45
Envista
NVST
$4.26B
$3.32M 0.47%
98,354
+36,344
+59% +$1.05M
ELS icon
46
Equity Lifestyle Properties
ELS
$12.8B
$3.19M 0.45%
50,388
-21,079
-29% -$1.3M
SBAC icon
47
SBA Communications
SBAC
$18.5B
$3.13M 0.44%
+11,101
New +$3.26M
GOOG icon
48
Alphabet (Google) Class C
GOOG
$3.89T
$3.13M 0.44%
35,700
-16,360
-31% -$1.38M
AAPL icon
49
Apple
AAPL
$4.72T
$3.12M 0.44%
+23,482
New +$2.82M
HR icon
50
Healthcare Realty
HR
$7.33B
$3.1M 0.44%
112,541
-21,730
-16% -$573K
1
2
3 4 5

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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.