We are live on ! Find out more
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
LVS icon
176
Las Vegas Sands
LVS
$30.5B
$1.31M 0.19%
+21,998
New +$1.17M
NSA
177
DELISTED
National Storage Affiliates Trust
NSA
$1.3M 0.18%
36,193
+15,494
+75% +$535K
CCXI
178
DELISTED
ChemoCentryx, Inc.
CCXI
$1.29M 0.18%
20,815
+1,919
+10% +$110K
SR icon
179
Spire
SR
$4.92B
$1.28M 0.18%
19,982
-5,358
-21% -$327K
SEIC icon
180
SEI Investments
SEIC
$11.9B
$1.28M 0.18%
+22,238
New +$1.21M
ABBV icon
181
AbbVie
ABBV
$458B
$1.27M 0.18%
11,894
-18,734
-61% -$1.8M
WRK
182
DELISTED
WestRock Company
WRK
$1.27M 0.18%
29,265
+16,880
+136% +$697K
SGRY icon
183
Surgery Partners
SGRY
$2.06B
$1.27M 0.18%
43,848
+11,458
+35% +$285K
POR icon
184
Portland General Electric
POR
$6.02B
$1.26M 0.18%
+29,430
New +$1.2M
STC icon
185
Stewart Information Services
STC
$2.05B
$1.25M 0.18%
25,955
+6,630
+34% +$302K
TITN icon
186
Titan Machinery
TITN
$466M
$1.25M 0.18%
+64,118
New +$1.1M
INFO
187
DELISTED
IHS Markit Ltd. Common Shares
INFO
$1.25M 0.18%
+13,936
New +$1.21M
VOD icon
188
Vodafone
VOD
$34.9B
$1.25M 0.18%
75,727
-47,305
-38% -$740K
GWPH
189
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$1.25M 0.18%
10,810
+1,100
+11% +$123K
MZTI
190
The Marzetti Company
MZTI
$2.94B
$1.25M 0.18%
6,787
-645
-9% -$112K
LHCG
191
DELISTED
LHC Group LLC
LHCG
$1.24M 0.18%
5,815
-529
-8% -$113K
ALLY icon
192
Ally Financial
ALLY
$13.1B
$1.23M 0.17%
34,572
-25,836
-43% -$782K
TSM icon
193
TSMC
TSM
$2.09T
$1.23M 0.17%
11,248
-4,590
-29% -$435K
AZN icon
194
AstraZeneca
AZN
$263B
$1.22M 0.17%
+12,170
New +$1.29M
JACK icon
195
Jack in the Box
JACK
$278M
$1.21M 0.17%
+13,041
New +$1.14M
AMP icon
196
Ameriprise Financial
AMP
$46.8B
$1.2M 0.17%
+6,164
New +$1.1M
ACIA
197
DELISTED
Acacia Communications Inc
ACIA
$1.19M 0.17%
16,287
+8,074
+98% +$558K
ASB icon
198
Associated Banc-Corp
ASB
$5.82B
$1.19M 0.17%
69,612
+54,458
+359% +$827K
JD icon
199
JD.com
JD
$40.8B
$1.18M 0.17%
13,468
+3,095
+30% +$258K
MOH icon
200
Molina Healthcare
MOH
$10.3B
$1.18M 0.17%
5,569
+1,931
+53% +$399K
6 7
8
9 10

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.