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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
OMCL icon
426
Omnicell
OMCL
$1.86B
$417K 0.06%
+3,475
New +$341K
COGT icon
427
Cogent Biosciences
COGT
$6.79B
$415K 0.06%
+36,931
New +$406K
GDOT icon
428
Green Dot
GDOT
$753M
$415K 0.06%
+7,429
New +$422K
ARCH
429
DELISTED
Arch Resources, Inc.
ARCH
$415K 0.06%
+9,491
New +$354K
MLCO icon
430
Melco Resorts & Entertainment
MLCO
$2.1B
$414K 0.06%
22,344
+5,256
+31% +$91.4K
KN icon
431
Knowles
KN
$3.22B
$413K 0.06%
22,434
-5,180
-19% -$86.6K
KRA
432
DELISTED
Kraton Corporation
KRA
$409K 0.06%
+14,700
New +$397K
AIR icon
433
AAR Corp
AIR
$5.15B
$404K 0.06%
+11,142
New +$296K
FLEX icon
434
Flex
FLEX
$43.4B
$404K 0.06%
29,843
-20,653
-41% -$239K
SCU
435
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$403K 0.06%
26,485
+7,037
+36% +$92.8K
A icon
436
Agilent Technologies
A
$39.1B
$401K 0.06%
3,386
-21,040
-86% -$2.33M
TROX icon
437
Tronox
TROX
$995M
$401K 0.06%
27,451
+12,579
+85% +$146K
ACIW icon
438
ACI Worldwide
ACIW
$5.72B
$399K 0.06%
+10,390
New +$348K
BKNG icon
439
Booking.com
BKNG
$138B
$399K 0.06%
4,475
-2,150
-32% -$166K
ARWR icon
440
Arrowhead Research
ARWR
$12.1B
$398K 0.06%
+5,186
New +$332K
VTRS icon
441
Viatris
VTRS
$20.1B
$394K 0.06%
+21,034
New +$343K
ZLAB icon
442
Zai Lab
ZLAB
$2.17B
$387K 0.05%
+2,857
New +$291K
GTN icon
443
Gray Television
GTN
$407M
$380K 0.05%
21,221
-1,807
-8% -$28.6K
DISH
444
DELISTED
DISH Network Corp.
DISH
$379K 0.05%
11,710
-8,886
-43% -$273K
BRC icon
445
Brady Corp
BRC
$4.45B
$378K 0.05%
7,153
+907
+15% +$40.1K
SLQT icon
446
SelectQuote
SLQT
$114M
$378K 0.05%
18,214
+4,734
+35% +$97.2K
ALEC icon
447
Alector
ALEC
$164M
$377K 0.05%
+24,936
New +$310K
AMX icon
448
America Movil
AMX
$78.1B
$377K 0.05%
+25,908
New +$352K
VLY icon
449
Valley National Bancorp
VLY
$7.93B
$362K 0.05%
+37,139
New +$323K
TW icon
450
Tradeweb Markets
TW
$21.3B
$361K 0.05%
+5,776
New +$349K
16 17
18
19 20

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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.