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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
UDR icon
51
UDR
UDR
$12.9B
$3.08M 0.44%
80,266
+65,435
+441% +$2.39M
FITB
52
Fifth Third Bancorp
FITB
$52B
$3.08M 0.44%
+111,574
New +$2.82M
AMT icon
53
American Tower
AMT
$77.7B
$3M 0.43%
+13,383
New +$3.11M
KO icon
54
Coca-Cola
KO
$354B
$3M 0.42%
54,706
-7,970
-13% -$412K
HZNP
55
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$3M 0.42%
40,940
+16,829
+70% +$1.25M
LH icon
56
Labcorp
LH
$24.3B
$2.81M 0.4%
16,075
+9,569
+147% +$1.65M
CAT icon
57
Caterpillar
CAT
$409B
$2.76M 0.39%
+15,182
New +$2.57M
ES icon
58
Eversource Energy
ES
$28.2B
$2.76M 0.39%
+31,916
New +$2.84M
BSX icon
59
Boston Scientific
BSX
$65.8B
$2.75M 0.39%
76,369
-21,174
-22% -$763K
UNIT
60
Uniti Group
UNIT
$2.63B
$2.74M 0.39%
+233,644
New +$2.43M
VRNS icon
61
Varonis Systems
VRNS
$5.25B
$2.66M 0.38%
48,840
-8,265
-14% -$359K
FR icon
62
First Industrial Realty Trust
FR
$8.88B
$2.64M 0.37%
62,580
-3,944
-6% -$165K
OTIS icon
63
Otis Worldwide
OTIS
$27.6B
$2.63M 0.37%
38,986
+12,475
+47% +$809K
AWK icon
64
American Water Works
AWK
$26.3B
$2.63M 0.37%
+17,139
New +$2.64M
ELV icon
65
Elevance Health
ELV
$81.9B
$2.62M 0.37%
8,168
-750
-8% -$230K
QRVO icon
66
Qorvo
QRVO
$7.63B
$2.61M 0.37%
15,709
+13,354
+567% +$1.97M
EDU icon
67
New Oriental
EDU
$7.84B
$2.59M 0.37%
147,591
+33,669
+30% +$5.67M
GE icon
68
GE Aerospace
GE
$367B
$2.56M 0.36%
+47,464
New +$2.13M
UNP icon
69
Union Pacific
UNP
$182B
$2.56M 0.36%
+12,269
New +$2.45M
WRI
70
DELISTED
Weingarten Realty Investors
WRI
$2.54M 0.36%
117,213
+87,266
+291% +$1.71M
ROST icon
71
Ross Stores
ROST
$76.6B
$2.54M 0.36%
20,670
+13,471
+187% +$1.41M
ODFL icon
72
Old Dominion Freight Line
ODFL
$48.5B
$2.5M 0.35%
25,664
+18,070
+238% +$1.8M
BDX icon
73
Becton Dickinson
BDX
$43.1B
$2.46M 0.35%
+10,075
New +$2.35M
RACE icon
74
Ferrari
RACE
$63.3B
$2.43M 0.34%
10,596
+3,882
+58% +$792K
USB icon
75
US Bancorp
USB
$99.6B
$2.41M 0.34%
+51,660
New +$2.19M
1 2
3
4 5

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.