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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
FDX icon
651
FedEx
FDX
$74.5B
– –
-7,683
Closed -$1.93M
FFWM
652
DELISTED
First Foundation Inc
FFWM
– –
-12,320
Closed -$161K
FICO icon
653
Fair Isaac
FICO
$28.7B
– –
-1,539
Closed -$655K
FIVE icon
654
Five Below
FIVE
$11.2B
– –
-3,648
Closed -$463K
FIZZ icon
655
National Beverage
FIZZ
$2.87B
– –
-9,704
Closed -$330K
FND icon
656
Floor & Decor
FND
$5.81B
– –
-3,545
Closed -$265K
FNF icon
657
Fidelity National Financial
FNF
$13.9B
– –
-33,887
Closed -$1.02M
FOUR icon
658
Shift4
FOUR
$3.84B
– –
-13,251
Closed -$641K
FSS icon
659
Federal Signal
FSS
$7.25B
– –
-10,753
Closed -$315K
FTS icon
660
Fortis
FTS
$30B
– –
-5,224
Closed -$213K
FTV icon
661
Fortive
FTV
$19B
– –
-42,313
Closed -$2.03M
FWRD icon
662
Forward Air
FWRD
$482M
– –
-5,642
Closed -$324K
GDDY icon
663
GoDaddy
GDDY
$12.3B
– –
-6,846
Closed -$520K
GEO icon
664
The GEO Group
GEO
$4.13B
– –
-39,720
Closed -$450K
GGG icon
665
Graco
GGG
$12.9B
– –
-5,666
Closed -$348K
GIS icon
666
General Mills
GIS
$19.2B
– –
-26,731
Closed -$1.65M
B
667
Barrick Mining
B
$62.2B
– –
-12,000
Closed -$337K
GOSS icon
668
Gossamer Bio
GOSS
$66.5M
– –
-38,183
Closed -$474K
HALO icon
669
Halozyme
HALO
$9.72B
– –
-13,778
Closed -$362K
HE icon
670
Hawaiian Electric Industries
HE
$2.33B
– –
-10,978
Closed -$365K
HGV icon
671
Hilton Grand Vacations
HGV
$3.84B
– –
-14,650
Closed -$307K
HSTM icon
672
HealthStream
HSTM
$793M
– –
-10,642
Closed -$214K
HTH icon
673
Hilltop Holdings
HTH
$2.29B
– –
-23,883
Closed -$492K
HUM icon
674
Humana
HUM
$46.7B
– –
-6,023
Closed -$2.49M
IDA icon
675
Idacorp
IDA
$8.23B
– –
-6,149
Closed -$491K
25 26
27
28 29

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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.