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
AMZN icon
1
Amazon
AMZN
$2.63T
$10.3M 1.46%
63,480
+16,460
+35% +$2.63M
VT icon
2
Vanguard Total World Stock ETF
VT
$77.2B
$9.67M 1.37%
104,465
– –
TMUS icon
3
T-Mobile US
TMUS
$207B
$6.64M 0.94%
49,241
-1,321
-3% -$163K
FISV
4
Fiserv Inc
FISV
$26.8B
$6.32M 0.89%
55,471
+8,963
+19% +$966K
CRL icon
5
Charles River Laboratories
CRL
$10.5B
$5.85M 0.83%
23,398
+9,302
+66% +$2.22M
ADBE icon
6
Adobe
ADBE
$86.8B
$5.18M 0.73%
10,355
+4,499
+77% +$2.17M
MDT icon
7
Medtronic
MDT
$105B
$5.1M 0.72%
43,545
+6,700
+18% +$738K
HD icon
8
Home Depot
HD
$330B
$5.05M 0.72%
19,019
+8,699
+84% +$2.39M
ATO icon
9
Atmos Energy
ATO
$29.8B
$5.05M 0.71%
+52,926
New +$5.1M
D icon
10
Dominion Energy
D
$62.5B
$5.03M 0.71%
+66,940
New +$5.32M
TGT icon
11
Target
TGT
$62.6B
$4.97M 0.7%
28,169
+7,865
+39% +$1.31M
GS icon
12
Goldman Sachs
GS
$324B
$4.67M 0.66%
17,709
-6,892
-28% -$1.53M
PH icon
13
Parker-Hannifin
PH
$122B
$4.65M 0.66%
17,078
-2,289
-12% -$567K
MNST icon
14
Monster Beverage
MNST
$93.6B
$4.51M 0.64%
97,512
+74,980
+333% +$3.15M
INTU icon
15
Intuit
INTU
$77.8B
$4.42M 0.63%
+11,648
New +$4.09M
SYF icon
16
Synchrony
SYF
$24.5B
$4.39M 0.62%
126,500
+27,061
+27% +$813K
NOW icon
17
ServiceNow
NOW
$98.4B
$4.39M 0.62%
39,875
+31,875
+398% +$3.31M
ACGL icon
18
Arch Capital
ACGL
$34.5B
$4.38M 0.62%
121,461
-4,124
-3% -$135K
MSFT icon
19
Microsoft
MSFT
$2.9T
$4.36M 0.62%
19,599
-6,207
-24% -$1.33M
RNR icon
20
RenaissanceRe
RNR
$13.6B
$4.23M 0.6%
25,485
+4,266
+20% +$725K
EHC icon
21
Encompass Health
EHC
$11B
$4.14M 0.59%
62,986
-12,136
-16% -$714K
BBL
22
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$4.14M 0.59%
78,090
+5,555
+8% +$255K
INVH icon
23
Invitation Homes
INVH
$17.5B
$4.13M 0.58%
139,059
+28,832
+26% +$830K
NVRO
24
DELISTED
NEVRO CORP.
NVRO
$4.05M 0.57%
23,395
+3,728
+19% +$604K
BG icon
25
Bunge Global
BG
$24B
$3.99M 0.56%
60,821
-38,129
-39% -$2.22M
1
2 3 4 5

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.