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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
KRC icon
126
Kilroy Realty
KRC
$4.58B
$1.75M 0.25%
30,423
+21,532
+242% +$1.21M
WYNN icon
127
Wynn Resorts
WYNN
$10.1B
$1.72M 0.24%
15,269
+3,442
+29% +$318K
G icon
128
Genpact
G
$5.3B
$1.72M 0.24%
41,633
+3,837
+10% +$152K
IRT icon
129
Independence Realty Trust
IRT
$3.92B
$1.72M 0.24%
127,723
-6,763
-5% -$86.5K
CTLT
130
DELISTED
CATALENT, INC.
CTLT
$1.71M 0.24%
16,410
-7,780
-32% -$754K
KSU
131
DELISTED
Kansas City Southern
KSU
$1.7M 0.24%
8,345
+6,085
+269% +$1.14M
NKE icon
132
Nike
NKE
$61.9B
$1.7M 0.24%
12,004
-14,698
-55% -$1.95M
XEL icon
133
Xcel Energy
XEL
$51B
$1.7M 0.24%
+25,427
New +$1.77M
TT icon
134
Trane Technologies
TT
$106B
$1.69M 0.24%
11,638
+6,581
+130% +$909K
EQR icon
135
Equity Residential
EQR
$25.4B
$1.67M 0.24%
28,189
-16,728
-37% -$945K
BF.B icon
136
Brown-Forman Class B
BF.B
$12B
$1.67M 0.24%
+20,981
New +$1.62M
ACM icon
137
Aecom
ACM
$9.07B
$1.66M 0.24%
33,374
+26,211
+366% +$1.25M
HPP
138
Hudson Pacific Properties
HPP
$834M
$1.66M 0.23%
+9,857
New +$1.63M
CNNE icon
139
Cannae Holdings
CNNE
$647M
$1.66M 0.23%
37,381
+2,650
+8% +$108K
STZ icon
140
Constellation Brands
STZ
$22.2B
$1.65M 0.23%
7,527
-9,140
-55% -$1.8M
IP icon
141
International Paper
IP
$22.3B
$1.65M 0.23%
34,938
+28,600
+451% +$1.28M
PRPL icon
142
Purple Innovation
PRPL
$33.2M
$1.64M 0.23%
1,988
-697
-26% -$508K
HAE icon
143
Haemonetics
HAE
$3.58B
$1.63M 0.23%
+13,748
New +$1.48M
SMG icon
144
ScottsMiracle-Gro
SMG
$4.03B
$1.62M 0.23%
8,150
+5,996
+278% +$1.03M
ARGO
145
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.61M 0.23%
36,954
-16,671
-31% -$665K
HUN icon
146
Huntsman Corp
HUN
$2.24B
$1.6M 0.23%
63,769
+7,691
+14% +$191K
EXPD icon
147
Expeditors International
EXPD
$22.9B
$1.59M 0.23%
+16,766
New +$1.53M
ETN icon
148
Eaton
ETN
$157B
$1.59M 0.23%
+13,246
New +$1.5M
AVTR icon
149
Avantor
AVTR
$7.81B
$1.59M 0.22%
56,401
+26,518
+89% +$683K
MRTX
150
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$1.59M 0.22%
7,231
-136
-2% -$29.4K
4 5
6
7 8

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TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
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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
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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.