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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
IIIV icon
251
i3 Verticals
IIIV
$395M
$950K 0.13%
28,600
+15,834
+124% +$424K
HOLX
252
DELISTED
Hologic
HOLX
$943K 0.13%
12,946
-24,756
-66% -$1.75M
CXT icon
253
Crane NXT
CXT
$3.04B
$935K 0.13%
+34,666
New +$764K
TKR icon
254
Timken Company
TKR
$9.82B
$933K 0.13%
+12,061
New +$821K
FHI icon
255
Federated Hermes
FHI
$4.4B
$929K 0.13%
+32,152
New +$856K
NVT icon
256
nVent Electric
NVT
$24.5B
$929K 0.13%
39,876
-2,853
-7% -$60.1K
CCL icon
257
Carnival Corporation Ltd
CCL
$36.1B
$919K 0.13%
+42,438
New +$755K
RCKT icon
258
Rocket Pharmaceuticals
RCKT
$348M
$919K 0.13%
16,758
-1,184
-7% -$43.2K
BRKR icon
259
Bruker
BRKR
$9.2B
$906K 0.13%
16,741
-644
-4% -$30.9K
IPG
260
DELISTED
Interpublic Group of Companies
IPG
$906K 0.13%
+38,514
New +$808K
AQUA
261
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$903K 0.13%
+33,458
New +$830K
EIG icon
262
Employers Holdings
EIG
$908M
$901K 0.13%
28,002
+5,615
+25% +$181K
ST icon
263
Sensata Technologies
ST
$6.65B
$900K 0.13%
17,062
-2,639
-13% -$127K
BEN icon
264
Franklin Resources
BEN
$16.9B
$898K 0.13%
+35,943
New +$802K
AXTA icon
265
Axalta
AXTA
$7.01B
$891K 0.13%
31,195
-36,194
-54% -$986K
LRCX icon
266
Lam Research
LRCX
$382B
$890K 0.13%
+18,840
New +$793K
ONB icon
267
Old National Bancorp
ONB
$10.1B
$888K 0.13%
53,629
-4,915
-8% -$75.3K
SE icon
268
Sea Limited
SE
$61.2B
$887K 0.13%
4,454
-1,812
-29% -$323K
BNY
269
Bank of New York Mellon
BNY
$108B
$883K 0.13%
20,810
+13,313
+178% +$511K
ABT icon
270
Abbott
ABT
$180B
$877K 0.12%
8,012
+2,679
+50% +$291K
HEI icon
271
HEICO Corp
HEI
$48.9B
$873K 0.12%
+6,594
New +$804K
LNT icon
272
Alliant Energy
LNT
$19.4B
$861K 0.12%
+16,710
New +$898K
TWNK
273
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$860K 0.12%
+58,776
New +$791K
AZEK
274
DELISTED
The AZEK Co
AZEK
$853K 0.12%
22,182
-27,388
-55% -$989K
PLNT icon
275
Planet Fitness
PLNT
$4.23B
$853K 0.12%
10,991
+1,257
+13% +$87.9K
9 10
11
12 13

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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.