We are live on ! Find out more
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
ANET icon
551
Arista Networks
ANET
$219B
$214K 0.03%
+11,792
New +$187K
ABCL icon
552
AbCellera Biologics
ABCL
$1.62B
$212K 0.03%
+5,274
New +$241K
CM icon
553
Canadian Imperial Bank of Commerce
CM
$107B
$212K 0.03%
+4,962
New +$202K
DLTR icon
554
Dollar Tree
DLTR
$23.1B
$211K 0.03%
+1,955
New +$196K
ARCC icon
555
Ares Capital
ARCC
$13.5B
$210K 0.03%
+12,435
New +$193K
LNC icon
556
Lincoln National
LNC
$7.91B
$207K 0.03%
+4,122
New +$175K
AEM icon
557
Agnico Eagle Mines
AEM
$72.6B
$206K 0.03%
+2,917
New +$218K
RGNX icon
558
Regenxbio
RGNX
$623M
$206K 0.03%
+4,540
New +$159K
PTR
559
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$205K 0.03%
+6,667
New +$204K
ALNY icon
560
Alnylam Pharmaceuticals
ALNY
$36.3B
$202K 0.03%
1,556
-901
-37% -$120K
TNC icon
561
Tennant Co
TNC
$1.5B
$200K 0.03%
+2,852
New +$187K
ACRS icon
562
Aclaris Therapeutics
ACRS
$730M
$193K 0.03%
+29,847
New +$126K
BCRX icon
563
BioCryst Pharmaceuticals
BCRX
$2.37B
$188K 0.03%
25,198
-41,502
-62% -$214K
ATRS
564
DELISTED
Antares Pharma, Inc.
ATRS
$178K 0.03%
44,604
-8,651
-16% -$28K
ALDX icon
565
Aldeyra Therapeutics
ALDX
$91.7M
$175K 0.02%
25,475
-17,180
-40% -$121K
AKR icon
566
Acadia Realty Trust
AKR
$2.99B
$172K 0.02%
+12,086
New +$152K
TAC icon
567
TransAlta
TAC
$4.34B
$171K 0.02%
22,545
-3,499
-13% -$23.4K
KPTI icon
568
Karyopharm Therapeutics
KPTI
$168M
$170K 0.02%
732
-421
-37% -$97.6K
CXP
569
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$166K 0.02%
+11,562
New +$147K
ZNGA
570
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$165K 0.02%
+16,749
New +$151K
EAF icon
571
GrafTech
EAF
$194M
$161K 0.02%
+1,508
New +$121K
MFA
572
MFA Financial
MFA
$929M
$151K 0.02%
9,723
-6,126
-39% -$82.6K
SEI
573
Solaris Energy Infrastructure
SEI
$3.31B
$150K 0.02%
18,427
+4,283
+30% +$30.6K
FCF icon
574
First Commonwealth Financial
FCF
$2.12B
$148K 0.02%
+13,512
New +$129K
F icon
575
Ford
F
$57.3B
$141K 0.02%
16,066
-58,603
-78% -$491K
21 22
23
24 25

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
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
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.