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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
CLGX
501
DELISTED
Corelogic, Inc.
CLGX
$266K 0.04%
+3,440
New +$257K
BKU icon
502
Bankunited
BKU
$3.38B
$265K 0.04%
+7,628
New +$218K
OFIX icon
503
Orthofix Medical
OFIX
$455M
$264K 0.04%
6,134
-4,729
-44% -$173K
CLVT icon
504
Clarivate
CLVT
$1.3B
$263K 0.04%
8,863
-4,177
-32% -$123K
PFG icon
505
Principal Financial Group
PFG
$23.6B
$261K 0.04%
5,264
-1,569
-23% -$71.9K
SURF
506
DELISTED
Surface Oncology, Inc. Common Stock
SURF
$260K 0.04%
28,182
+4,633
+20% +$40.3K
SAVE
507
DELISTED
Spirit Airlines, Inc.
SAVE
$257K 0.04%
+10,500
New +$218K
LYB icon
508
LyondellBasell Industries
LYB
$19.5B
$255K 0.04%
+2,779
New +$226K
LMNX
509
DELISTED
Luminex Corp
LMNX
$255K 0.04%
+11,039
New +$257K
DNLI icon
510
Denali Therapeutics
DNLI
$3.67B
$254K 0.04%
3,031
-8,673
-74% -$524K
DOCU
511
DocuSign
DOCU
$9.63B
$253K 0.04%
+1,139
New +$256K
QGEN icon
512
CALL
Qiagen
QGEN
$8.53B
$253K 0.04%
+4,511
New +$241K
QCOM icon
513
Qualcomm
QCOM
$176B
$251K 0.04%
1,647
-16,689
-91% -$2.32M
ASML icon
514
ASML
ASML
$675B
$249K 0.04%
+510
New +$215K
CVLT icon
515
Commault Systems
CVLT
$5.89B
$249K 0.04%
+4,491
New +$210K
HLNE icon
516
Hamilton Lane
HLNE
$3.63B
$247K 0.04%
3,163
-1,579
-33% -$114K
QLYS icon
517
Qualys
QLYS
$4.84B
$246K 0.03%
+2,020
New +$200K
MCS icon
518
Marcus Corp
MCS
$732M
$245K 0.03%
+18,201
New +$184K
PCAR icon
519
PACCAR
PCAR
$69.6B
$242K 0.03%
+4,200
New +$247K
CBPO
520
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$242K 0.03%
+2,052
New +$238K
ITW icon
521
Illinois Tool Works
ITW
$81.4B
$241K 0.03%
+1,180
New +$241K
LPRO
522
Open Lending Corp
LPRO
$373M
$241K 0.03%
+6,898
New +$201K
MLAB icon
523
Mesa Laboratories
MLAB
$539M
$241K 0.03%
842
-408
-33% -$112K
UA icon
524
Under Armour Class C
UA
$2.92B
$241K 0.03%
+16,205
New +$217K
CLF icon
525
Cleveland-Cliffs
CLF
$6.81B
$240K 0.03%
16,462
-4,342
-21% -$44K
19 20
21
22 23

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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
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
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.