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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
ANDE icon
601
Andersons Inc
ANDE
$2.65B
– –
-58,269
Closed -$1.12M
APTV icon
602
Aptiv
APTV
$12B
– –
-6,600
Closed -$605K
ARCO icon
603
Arcos Dorados Holdings
ARCO
$1.73B
– –
-20,400
Closed -$82K
ATR icon
604
AptarGroup
ATR
$8.45B
– –
-2,438
Closed -$276K
ATRA icon
605
Atara Biotherapeutics
ATRA
$71.2M
– –
-427
Closed -$138K
OPTU
606
Optimum Communications Inc
OPTU
$316M
– –
-79,665
Closed -$2.07M
AUPH icon
607
Aurinia Pharmaceuticals
AUPH
$1.97B
– –
-23,604
Closed -$348K
AVDL
608
DELISTED
Avadel Pharmaceuticals
AVDL
– –
-27,630
Closed -$139K
AVGO icon
609
Broadcom
AVGO
$1.82T
– –
-15,910
Closed -$580K
AVNT icon
610
Avient
AVNT
$3.45B
– –
-18,551
Closed -$491K
AVT icon
611
Avnet
AVT
$7.33B
– –
-33,988
Closed -$878K
AWR icon
612
American States Water
AWR
$3.39B
– –
-2,915
Closed -$218K
AXS icon
613
AXIS Capital
AXS
$8.59B
– –
-12,567
Closed -$553K
AZO icon
614
AutoZone
AZO
$48.3B
– –
-1,960
Closed -$2.31M
BAX icon
615
Baxter International
BAX
$11.6B
– –
-7,032
Closed -$566K
BCC icon
616
Boise Cascade
BCC
$2.74B
– –
-6,893
Closed -$275K
BEKE icon
617
KE Holdings
BEKE
$16.8B
– –
-21,227
Closed -$1.3M
BHC icon
618
Bausch Health
BHC
$1.65B
– –
-13,205
Closed -$205K
BLFS icon
619
BioLife Solutions
BLFS
$1.46B
– –
-8,642
Closed -$250K
BLK icon
620
Blackrock
BLK
$164B
– –
-490
Closed -$276K
BMY icon
621
Bristol-Myers Squibb
BMY
$127B
– –
-49,743
Closed -$3M
BRO icon
622
Brown & Brown
BRO
$22.9B
– –
-7,892
Closed -$357K
BWXT icon
623
BWX Technologies
BWXT
$16B
– –
-8,362
Closed -$471K
C icon
624
Citigroup
C
$222B
– –
-14,374
Closed -$620K
CABO icon
625
Cable One
CABO
$213M
– –
-385
Closed -$726K
23 24
25
26 27

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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.