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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
MDLZ icon
701
Mondelez International
MDLZ
$77.7B
– –
-35,191
Closed -$2.02M
MPT
702
Medical Properties Trust
MPT
$2.89B
– –
-59,791
Closed -$1.05M
MRVL icon
703
Marvell Technology
MRVL
$174B
– –
-14,020
Closed -$557K
MSCI icon
704
MSCI
MSCI
$40B
– –
-1,329
Closed -$474K
MT icon
705
ArcelorMittal
MT
$50.4B
– –
-37,908
Closed -$502K
NLY icon
706
Annaly Capital Management
NLY
$16.9B
– –
-5,321
Closed -$152K
NOMD icon
707
Nomad Foods
NOMD
$1.64B
– –
-28,451
Closed -$725K
NVDA icon
708
NVIDIA
NVDA
$5.01T
– –
-99,800
Closed -$1.35M
NVR icon
709
NVR
NVR
$17.2B
– –
-102
Closed -$416K
NWL icon
710
Newell Brands
NWL
$2.16B
– –
-51,001
Closed -$875K
NXTC icon
711
NextCure
NXTC
$17.3M
– –
-1,089
Closed -$115K
NYT icon
712
New York Times
NYT
$11.6B
– –
-28,830
Closed -$1.23M
OLLI icon
713
Ollie's Bargain Outlet
OLLI
$4.01B
– –
-6,000
Closed -$524K
OLN icon
714
Olin
OLN
$2.64B
– –
-20,400
Closed -$253K
OMC icon
715
Omnicom Group
OMC
$22.7B
– –
-7,222
Closed -$357K
OUT icon
716
Outfront Media
OUT
$5.64B
– –
-33,113
Closed -$474K
PANW icon
717
Palo Alto Networks
PANW
$264B
– –
-28,014
Closed -$1.14M
PAYX icon
718
Paychex
PAYX
$40.4B
– –
-2,827
Closed -$226K
PB icon
719
Prosperity Bancshares
PB
$8.77B
– –
-11,227
Closed -$582K
PCH
720
DELISTED
PotlatchDeltic
PCH
– –
-4,939
Closed -$208K
PENN icon
721
PENN Entertainment
PENN
$2.74B
– –
-3,695
Closed -$269K
PFE icon
722
Pfizer
PFE
$140B
– –
-6,324
Closed -$220K
PGR icon
723
Progressive
PGR
$124B
– –
-6,925
Closed -$656K
PII icon
724
Polaris
PII
$4.15B
– –
-7,002
Closed -$661K
PODD icon
725
Insulet
PODD
$11.3B
– –
-2,099
Closed -$497K
27 28
29
30 31

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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.