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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
WPM icon
476
Wheaton Precious Metals
WPM
$50.6B
$311K 0.04%
+7,453
New +$333K
RL icon
477
Ralph Lauren
RL
$22.2B
$306K 0.04%
+2,947
New +$247K
ULTA icon
478
Ulta Beauty
ULTA
$20.4B
$306K 0.04%
+1,067
New +$270K
AGNC icon
479
AGNC Investment
AGNC
$12.3B
$305K 0.04%
19,561
+7,396
+61% +$109K
VRSK icon
480
Verisk Analytics
VRSK
$26.4B
$305K 0.04%
1,468
-13,969
-90% -$2.72M
RGEN icon
481
Repligen
RGEN
$7.44B
$303K 0.04%
1,580
-78
-5% -$14.2K
NAVI icon
482
Navient
NAVI
$774M
$302K 0.04%
30,751
-5,687
-16% -$54K
AKRO
483
DELISTED
Akero Therapeutics
AKRO
$300K 0.04%
11,644
+1,510
+15% +$42K
LOGI icon
484
Logitech
LOGI
$15.2B
$300K 0.04%
+3,089
New +$267K
TSLX icon
485
Sixth Street Specialty
TSLX
$1.59B
$298K 0.04%
14,378
-2,802
-16% -$53.3K
ORI icon
486
Old Republic International
ORI
$10.3B
$294K 0.04%
14,891
-90,246
-86% -$1.58M
PGRE
487
DELISTED
Paramount Group
PGRE
$291K 0.04%
+32,200
New +$259K
RY icon
488
Royal Bank of Canada
RY
$291B
$290K 0.04%
3,540
-10,122
-74% -$783K
NXST icon
489
Nexstar Media Group
NXST
$5.6B
$284K 0.04%
+2,604
New +$254K
PAYC icon
490
Paycom
PAYC
$6.78B
$282K 0.04%
623
-2,772
-82% -$1.1M
WHD icon
491
Cactus
WHD
$3.83B
$282K 0.04%
+10,814
New +$245K
VNTR
492
DELISTED
Venator Materials PLC
VNTR
$282K 0.04%
85,192
+20,568
+32% +$49.1K
AERI
493
DELISTED
Aerie Pharmaceuticals
AERI
$280K 0.04%
+20,742
New +$251K
BIDU icon
494
Baidu
BIDU
$35.8B
$278K 0.04%
+1,286
New +$191K
HUBG icon
495
HUB Group
HUBG
$3.01B
$275K 0.04%
9,658
-2,166
-18% -$58.6K
RCM
496
DELISTED
R1 RCM Inc. Common Stock
RCM
$274K 0.04%
11,403
-7,706
-40% -$153K
TRTN
497
DELISTED
Triton International Limited
TRTN
$274K 0.04%
+5,651
New +$239K
UBSI icon
498
United Bankshares
UBSI
$6.55B
$273K 0.04%
+8,414
New +$238K
AU icon
499
AngloGold Ashanti
AU
$40.3B
$269K 0.04%
+11,889
New +$285K
HON icon
500
Honeywell
HON
$77.1B
$266K 0.04%
+1,326
New +$241K
18 19
20
21 22

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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
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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.