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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
PDM
101
Piedmont Realty Trust
PDM
$1.22B
$2.02M 0.29%
124,235
+36,290
+41% +$534K
ZBH icon
102
Zimmer Biomet
ZBH
$17.7B
$2M 0.28%
13,352
-2,857
-18% -$404K
GL icon
103
Globe Life
GL
$13.5B
$1.99M 0.28%
20,966
+8,025
+62% +$715K
TRU icon
104
TransUnion
TRU
$14.8B
$1.96M 0.28%
19,789
-7,208
-27% -$660K
DELL icon
105
Dell
DELL
$283B
$1.95M 0.28%
52,381
+21,050
+67% +$733K
ARNA
106
DELISTED
Arena Pharmaceuticals Inc
ARNA
$1.94M 0.27%
25,206
+2,799
+12% +$210K
OC icon
107
Owens Corning
OC
$11.5B
$1.94M 0.27%
25,559
-1,249
-5% -$91K
SON icon
108
Sonoco
SON
$5.76B
$1.93M 0.27%
32,624
-3,821
-10% -$215K
BIO icon
109
Bio-Rad Laboratories Class A
BIO
$8.42B
$1.91M 0.27%
3,271
+764
+30% +$435K
MGP
110
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$1.91M 0.27%
60,849
-31,691
-34% -$945K
SYNH
111
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$1.9M 0.27%
27,916
+3,591
+15% +$224K
OEC icon
112
Orion
OEC
$394M
$1.89M 0.27%
110,441
+35,827
+48% +$547K
GH icon
113
Guardant Health
GH
$19.5B
$1.89M 0.27%
14,640
+798
+6% +$91.8K
CONE
114
DELISTED
CyrusOne Inc Common Stock
CONE
$1.89M 0.27%
25,788
-4,969
-16% -$361K
MXIM
115
DELISTED
Maxim Integrated Products
MXIM
$1.87M 0.27%
21,141
+1,176
+6% +$92.8K
WMG icon
116
Warner Music
WMG
$13.8B
$1.86M 0.26%
+49,091
New +$1.5M
WST icon
117
West Pharmaceutical
WST
$23.1B
$1.85M 0.26%
+6,544
New +$1.84M
VOYA icon
118
Voya Financial
VOYA
$8.94B
$1.85M 0.26%
31,397
-19,286
-38% -$1.05M
STM icon
119
STMicroelectronics
STM
$46B
$1.84M 0.26%
49,467
+12,340
+33% +$438K
AMD icon
120
Advanced Micro Devices
AMD
$851B
$1.83M 0.26%
20,001
+6,265
+46% +$541K
LPLA icon
121
LPL Financial
LPLA
$26.3B
$1.83M 0.26%
+17,541
New +$1.58M
CPAY icon
122
Corpay
CPAY
$24.2B
$1.83M 0.26%
+6,695
New +$1.72M
CTRN icon
123
Citi Trends
CTRN
$524M
$1.81M 0.26%
36,481
+5,250
+17% +$179K
SAGE
124
DELISTED
Sage Therapeutics
SAGE
$1.79M 0.25%
20,640
-4,404
-18% -$325K
GLPI icon
125
Gaming and Leisure Properties
GLPI
$12.8B
$1.78M 0.25%
41,900
-9,666
-19% -$390K
3 4
5
6 7

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.