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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
ON icon
151
ON Semiconductor
ON
$33.8B
$1.58M 0.22%
48,185
+15,495
+47% +$432K
SXT icon
152
Sensient Technologies
SXT
$5.4B
$1.58M 0.22%
21,375
+3,908
+22% +$273K
VER
153
DELISTED
VEREIT, Inc.
VER
$1.56M 0.22%
41,410
+23,410
+130% +$831K
CNC icon
154
Centene
CNC
$31.3B
$1.55M 0.22%
25,824
+12,308
+91% +$782K
RVTY icon
155
Revvity
RVTY
$12.3B
$1.55M 0.22%
10,804
-13,350
-55% -$1.78M
FHN icon
156
First Horizon
FHN
$12.1B
$1.52M 0.22%
119,316
-49,895
-29% -$585K
NTRA icon
157
Natera
NTRA
$37.5B
$1.52M 0.22%
15,273
+7,767
+103% +$649K
SPB icon
158
Spectrum Brands
SPB
$2.04B
$1.5M 0.21%
18,928
+13,704
+262% +$899K
ACHC icon
159
Acadia Healthcare
ACHC
$3.17B
$1.49M 0.21%
29,690
+20,568
+225% +$820K
HUBS icon
160
HubSpot
HUBS
$10.5B
$1.49M 0.21%
3,764
+875
+30% +$307K
VMI icon
161
Valmont Industries
VMI
$9.44B
$1.46M 0.21%
8,318
+2,839
+52% +$442K
BSY icon
162
Bentley Systems
BSY
$9.54B
$1.42M 0.2%
35,002
+26,822
+328% +$951K
CNP icon
163
CenterPoint Energy
CNP
$29.1B
$1.42M 0.2%
+65,503
New +$1.45M
CUBE icon
164
CubeSmart
CUBE
$9.53B
$1.4M 0.2%
41,732
+18,032
+76% +$603K
DLR icon
165
Digital Realty Trust
DLR
$73.7B
$1.4M 0.2%
+10,047
New +$1.44M
WRB icon
166
W.R. Berkley
WRB
$28B
$1.4M 0.2%
+47,383
New +$1.37M
BYD icon
167
Boyd Gaming
BYD
$6.47B
$1.37M 0.19%
31,868
-20,033
-39% -$737K
CG icon
168
Carlyle Group
CG
$16.3B
$1.36M 0.19%
+43,302
New +$1.22M
NOC icon
169
Northrop Grumman
NOC
$77B
$1.36M 0.19%
4,451
+3,587
+415% +$1.1M
EPRT icon
170
Essential Properties Realty Trust
EPRT
$6.99B
$1.35M 0.19%
63,494
-9,309
-13% -$182K
EL icon
171
Estee Lauder
EL
$29B
$1.34M 0.19%
5,042
-16,854
-77% -$4.05M
DIS icon
172
Walt Disney
DIS
$165B
$1.33M 0.19%
7,330
-6,050
-45% -$868K
SNV
173
DELISTED
Synovus
SNV
$1.33M 0.19%
41,028
+11,203
+38% +$324K
MOS icon
174
The Mosaic Company
MOS
$7.09B
$1.32M 0.19%
57,483
+39,366
+217% +$793K
AVLR
175
DELISTED
Avalara, Inc.
AVLR
$1.32M 0.19%
8,003
+4,874
+156% +$780K
5 6
7
8 9

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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
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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.