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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
CB icon
626
Chubb
CB
$140B
– –
-14,396
Closed -$1.67M
CCI icon
627
Crown Castle
CCI
$32.7B
– –
-31,647
Closed -$5.27M
CDNS icon
628
Cadence Design Systems
CDNS
$90B
– –
-8,964
Closed -$956K
CFFN icon
629
Capitol Federal Financial
CFFN
$1.08B
– –
-22,636
Closed -$210K
CHWY icon
630
Chewy
CHWY
$8.54B
– –
-16,101
Closed -$883K
CI icon
631
Cigna
CI
$76.6B
– –
-2,817
Closed -$477K
CMA
632
DELISTED
Comerica
CMA
– –
-21,006
Closed -$803K
CMCO icon
633
Columbus McKinnon
CMCO
$465M
– –
-7,278
Closed -$241K
CP icon
634
Canadian Pacific Kansas City
CP
$82B
– –
-3,955
Closed -$241K
CPB icon
635
Campbell Soup
CPB
$6.51B
– –
-21,600
Closed -$1.04M
CSTM icon
636
Constellium
CSTM
$3.96B
– –
-20,214
Closed -$159K
CSX icon
637
CSX Corp
CSX
$98.6B
– –
-139,503
Closed -$3.61M
CTRE icon
638
CareTrust REIT
CTRE
$10.2B
– –
-37,057
Closed -$659K
CTVA icon
639
Corteva
CTVA
$59.7B
– –
-14,137
Closed -$407K
CUZ icon
640
Cousins Properties
CUZ
$5.29B
– –
-14,800
Closed -$423K
CW icon
641
Curtiss-Wright
CW
$27.7B
– –
-23,229
Closed -$2.17M
DFS
642
DELISTED
Discover Financial Services
DFS
– –
-16,086
Closed -$929K
DG icon
643
Dollar General
DG
$25.9B
– –
-3,600
Closed -$755K
EA icon
644
Electronic Arts
EA
$52.4B
– –
-11,961
Closed -$1.56M
EEFT icon
645
Euronet Worldwide
EEFT
$3.02B
– –
-8,214
Closed -$748K
EHTH icon
646
eHealth
EHTH
$42.5M
– –
-6,223
Closed -$492K
ENB icon
647
Enbridge
ENB
$124B
– –
-25,483
Closed -$744K
ENOV icon
648
Enovis
ENOV
$1.56B
– –
-23,501
Closed -$1.27M
ESRT icon
649
Empire State Realty Trust
ESRT
$976M
– –
-169,899
Closed -$1.04M
EXC icon
650
Exelon
EXC
$48.6B
– –
-67,143
Closed -$1.71M
24 25
26
27 28

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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.