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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
GPN icon
76
Global Payments
GPN
$22.1B
$2.35M 0.33%
10,886
+9,153
+528% +$1.71M
GILD icon
77
Gilead Sciences
GILD
$161B
$2.32M 0.33%
+39,800
New +$2.4M
EQH icon
78
Equitable Holdings
EQH
$13.1B
$2.31M 0.33%
90,336
-33,404
-27% -$781K
EGP icon
79
EastGroup Properties
EGP
$11.5B
$2.31M 0.33%
16,694
+1,490
+10% +$206K
RTX icon
80
RTX Corp
RTX
$287B
$2.29M 0.32%
31,991
+23,474
+276% +$1.54M
AFG icon
81
American Financial Group
AFG
$11.9B
$2.29M 0.32%
26,088
-19,104
-42% -$1.57M
LUV icon
82
Southwest Airlines
LUV
$22B
$2.25M 0.32%
48,357
+12,203
+34% +$529K
NDAQ icon
83
Nasdaq
NDAQ
$52.1B
$2.22M 0.31%
+50,166
New +$2.12M
PM icon
84
Philip Morris
PM
$301B
$2.2M 0.31%
+26,600
New +$2.07M
MRK icon
85
Merck
MRK
$324B
$2.19M 0.31%
28,097
-34,907
-55% -$2.67M
PEP icon
86
PepsiCo
PEP
$186B
$2.18M 0.31%
14,700
-1,200
-8% -$171K
ASO icon
87
Academy Sports + Outdoors
ASO
$2.89B
$2.17M 0.31%
+104,853
New +$1.7M
LULU icon
88
lululemon athletica
LULU
$13B
$2.16M 0.31%
6,211
+5,336
+610% +$1.85M
EVRG icon
89
Evergy
EVRG
$20.1B
$2.14M 0.3%
38,620
+18,219
+89% +$1,000K
HSY icon
90
Hershey
HSY
$35.4B
$2.13M 0.3%
+13,959
New +$2.07M
MS icon
91
Morgan Stanley
MS
$337B
$2.12M 0.3%
30,861
-20,669
-40% -$1.19M
TWLO icon
92
Twilio
TWLO
$29.1B
$2.11M 0.3%
6,224
+1,351
+28% +$422K
COLD icon
93
Americold
COLD
$4.09B
$2.08M 0.29%
+55,766
New +$2.01M
JRVR icon
94
James River Group Holdings
JRVR
$218M
$2.07M 0.29%
42,206
+2,106
+5% +$102K
CRWD icon
95
CrowdStrike
CRWD
$187B
$2.07M 0.29%
39,152
+12,488
+47% +$487K
AMAT icon
96
Applied Materials
AMAT
$426B
$2.06M 0.29%
+23,818
New +$1.76M
BAC icon
97
Bank of America
BAC
$435B
$2.04M 0.29%
+67,458
New +$1.81M
PBR.A icon
98
Petrobras Class A
PBR.A
$107B
$2.03M 0.29%
180,784
+163,135
+924% +$1.43M
CF icon
99
CF Industries
CF
$19.2B
$2.03M 0.29%
+52,373
New +$1.73M
SRC
100
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$2.02M 0.29%
50,207
+42,196
+527% +$1.52M
2 3
4
5 6

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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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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.