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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
IEX icon
676
IDEX
IEX
$16.5B
– –
-4,166
Closed -$760K
INN
677
Summit Hotel Properties
INN
$761M
– –
-49,800
Closed -$258K
INSP icon
678
Inspire Medical Systems
INSP
$1.42B
– –
-2,946
Closed -$380K
IOSP icon
679
Innospec
IOSP
$2.09B
– –
-3,472
Closed -$220K
IPGP icon
680
IPG Photonics
IPGP
$3.89B
– –
-3,047
Closed -$518K
IRTC icon
681
iRhythm Holdings
IRTC
$3.59B
– –
-1,067
Closed -$254K
ITT icon
682
ITT
ITT
$17.5B
– –
-6,959
Closed -$411K
JBL icon
683
Jabil
JBL
$32.8B
– –
-17,318
Closed -$593K
JKHY icon
684
Jack Henry & Associates
JKHY
$10.7B
– –
-1,346
Closed -$219K
JNPR
685
DELISTED
Juniper Networks
JNPR
– –
-17,315
Closed -$372K
JPM icon
686
JPMorgan Chase
JPM
$939B
– –
-32,500
Closed -$3.13M
KDP icon
687
Keurig Dr Pepper
KDP
$40.4B
– –
-72,579
Closed -$2M
KLIC icon
688
Kulicke & Soffa
KLIC
$5.3B
– –
-14,293
Closed -$320K
KMI icon
689
Kinder Morgan
KMI
$73.1B
– –
-29,474
Closed -$363K
KNX icon
690
Knight Transportation
KNX
$11.8B
– –
-31,676
Closed -$1.29M
KRNY icon
691
Kearny Financial
KRNY
$592M
– –
-37,462
Closed -$270K
KSS icon
692
Kohl's
KSS
$2.03B
– –
-69,451
Closed -$1.29M
KTB icon
693
Kontoor Brands
KTB
$4.62B
– –
-24,361
Closed -$590K
LBTYK icon
694
Liberty Global Class C
LBTYK
$3.27B
– –
-13,915
Closed -$286K
LCII icon
695
LCI Industries
LCII
$2.51B
– –
-4,940
Closed -$525K
LEA icon
696
Lear
LEA
$7.19B
– –
-7,200
Closed -$785K
LHX icon
697
L3Harris
LHX
$55.9B
– –
-6,942
Closed -$1.18M
LOW icon
698
Lowe's Companies
LOW
$116B
– –
-22,429
Closed -$3.72M
LSPD icon
699
Lightspeed Commerce
LSPD
$1.3B
– –
-8,981
Closed -$288K
MDB icon
700
MongoDB
MDB
$24B
– –
-5,366
Closed -$1.24M
26 27
28
29 30

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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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.