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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
VTGN icon
576
VistaGen Therapeutics
VTGN
$9.29M
$137K 0.02%
+2,346
New +$59.9K
PLAB icon
577
Photronics
PLAB
$1.79B
$131K 0.02%
11,750
-1,059
-8% -$11.6K
ASX icon
578
ASE Group
ASX
$80.8B
$130K 0.02%
22,290
+4,706
+27% +$23.5K
MNRL
579
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$130K 0.02%
11,793
-3,169
-21% -$32.7K
DTIL icon
580
Precision BioSciences
DTIL
$188M
$121K 0.02%
484
-512
-51% -$125K
LXRX icon
581
Lexicon Pharmaceuticals
LXRX
$1.02B
$117K 0.02%
+34,086
New +$65K
RVLP
582
DELISTED
RVL Pharmaceuticals plc Ordinary Shares
RVLP
$107K 0.02%
25,895
+10,275
+66% +$59.2K
ARKO icon
583
ARKO Corp
ARKO
$890M
$103K 0.01%
+11,395
New +$112K
CRIS icon
584
Curis
CRIS
$9.53M
$97K 0.01%
+30
New +$36K
WT icon
585
WisdomTree
WT
$2.97B
$97K 0.01%
18,193
-10,482
-37% -$45.1K
CTIC
586
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$68K 0.01%
+20,998
New +$69.8K
AMRN
587
Amarin Corp
AMRN
$284M
$55K 0.01%
560
-903
-62% -$87.1K
CPRX
588
DELISTED
Catalyst Pharmaceutical
CPRX
$55K 0.01%
16,430
-4,106
-20% -$13.8K
AAP icon
589
Advance Auto Parts
AAP
$3.37B
– –
-5,630
Closed -$864K
ADM icon
590
Archer Daniels Midland
ADM
$41.4B
– –
-4,500
Closed -$209K
ADNT icon
591
Adient
ADNT
$1.6B
– –
-11,311
Closed -$196K
ADVM
592
DELISTED
Adverum Biotechnologies
ADVM
– –
-4,034
Closed -$416K
AEO icon
593
American Eagle Outfitters
AEO
$2.85B
– –
-49,698
Closed -$736K
AFL icon
594
Aflac
AFL
$63.9B
– –
-45,656
Closed -$1.66M
AGRO icon
595
Adecoagro
AGRO
$1.53B
– –
-12,696
Closed -$59K
AIG icon
596
American International
AIG
$41.9B
– –
-22,922
Closed -$631K
AIV
597
Aimco
AIV
$380M
– –
-55,746
Closed -$250K
AKAM icon
598
Akamai
AKAM
$16.8B
– –
-10,815
Closed -$1.2M
AKBA icon
599
Akebia Therapeutics
AKBA
$327M
– –
-16,396
Closed -$41K
AME icon
600
Ametek
AME
$55.5B
– –
-32,634
Closed -$3.24M
22 23
24
25 26

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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.