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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
FAF icon
201
First American
FAF
$7.66B
$1.18M 0.17%
+22,869
New +$1.15M
VCEL icon
202
Vericel Corp
VCEL
$2.3B
$1.18M 0.17%
38,115
+7,385
+24% +$176K
DOW icon
203
Dow Inc
DOW
$21.6B
$1.17M 0.17%
21,040
+8,018
+62% +$414K
RPT
204
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$1.17M 0.17%
134,766
+69,324
+106% +$469K
WFC icon
205
Wells Fargo
WFC
$261B
$1.15M 0.16%
38,117
-158,422
-81% -$4.1M
MTB icon
206
M&T Bank
MTB
$36.2B
$1.15M 0.16%
+9,001
New +$1.03M
BWIN
207
Baldwin Insurance Group
BWIN
$2.58B
$1.15M 0.16%
38,252
+13,366
+54% +$387K
SYY icon
208
Sysco
SYY
$39.7B
$1.14M 0.16%
+15,384
New +$1.06M
WTW icon
209
Willis Towers Watson
WTW
$27.9B
$1.14M 0.16%
5,401
+3,792
+236% +$781K
CVS icon
210
CVS Health
CVS
$137B
$1.13M 0.16%
+16,549
New +$1.08M
PRKS icon
211
United Parks & Resorts
PRKS
$2.11B
$1.13M 0.16%
+35,722
New +$930K
OKTA icon
212
Okta
OKTA
$24.1B
$1.11M 0.16%
+4,385
New +$1.04M
RH icon
213
RH
RH
$3.3B
$1.11M 0.16%
+2,492
New +$1.03M
SAM icon
214
Boston Beer
SAM
$1.88B
$1.11M 0.16%
+1,120
New +$1.07M
AGCO icon
215
AGCO
AGCO
$8.78B
$1.11M 0.16%
10,777
-894
-8% -$79.4K
RLI icon
216
RLI Corp
RLI
$5.68B
$1.1M 0.16%
21,134
-4,388
-17% -$210K
STAG icon
217
STAG Industrial
STAG
$7.86B
$1.1M 0.16%
35,145
-32,505
-48% -$1.02M
EXP icon
218
Eagle Materials
EXP
$6.6B
$1.1M 0.16%
10,823
-2,241
-17% -$208K
BRSL
219
Brightstar Lottery PLC
BRSL
$1.91B
$1.1M 0.16%
64,746
+30,821
+91% +$376K
ENS icon
220
EnerSys
ENS
$6.95B
$1.09M 0.15%
13,128
-7,044
-35% -$553K
BMRN icon
221
BioMarin Pharmaceuticals
BMRN
$11.5B
$1.08M 0.15%
12,360
+1,108
+10% +$87.8K
BNS icon
222
Scotiabank
BNS
$106B
$1.08M 0.15%
20,058
-3,506
-15% -$166K
PVH icon
223
PVH
PVH
$3.71B
$1.08M 0.15%
+11,526
New +$878K
PACW
224
DELISTED
PacWest Bancorp
PACW
$1.08M 0.15%
42,617
+11,512
+37% +$257K
NEE icon
225
NextEra Energy
NEE
$187B
$1.07M 0.15%
+13,904
New +$1.04M
7 8
9
10 11

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CCM
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GPC
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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
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RG
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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.