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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
PPG icon
726
PPG Industries
PPG
$25.9B
– –
-12,611
Closed -$1.54M
PRGO icon
727
Perrigo
PRGO
$1.4B
– –
-12,852
Closed -$590K
QTWO icon
728
Q2 Holdings
QTWO
$3.42B
– –
-5,851
Closed -$534K
RJF icon
729
Raymond James Financial
RJF
$32.5B
– –
-4,196
Closed -$204K
ROKU icon
730
Roku
ROKU
$21.1B
– –
-3,442
Closed -$650K
RRR icon
731
Red Rock Resorts
RRR
$3.74B
– –
-10,446
Closed -$179K
SAIA icon
732
Saia
SAIA
$11.3B
– –
-4,427
Closed -$558K
SMPL icon
733
Simply Good Foods
SMPL
$904M
– –
-16,843
Closed -$371K
SNOW icon
734
Snowflake
SNOW
$92.9B
– –
-888
Closed -$223K
SPGI icon
735
S&P Global
SPGI
$126B
– –
-1,847
Closed -$666K
SPOT icon
736
Spotify
SPOT
$99.2B
– –
-933
Closed -$226K
SSNC icon
737
SS&C Technologies
SSNC
$17.8B
– –
-9,838
Closed -$595K
STLD icon
738
Steel Dynamics
STLD
$35.6B
– –
-33,168
Closed -$950K
TCRT icon
739
Alaunos Therapeutics
TCRT
$4.74M
– –
-106
Closed -$40K
TEL icon
740
TE Connectivity
TEL
$58.8B
– –
-6,184
Closed -$604K
TFC icon
741
Truist Financial
TFC
$63.2B
– –
-88,886
Closed -$3.38M
TGNA
742
DELISTED
TEGNA Inc
TGNA
– –
-19,230
Closed -$226K
THS
743
DELISTED
Treehouse Foods
THS
– –
-6,632
Closed -$269K
TLK icon
744
Telkom Indonesia
TLK
$14.2B
– –
-18,696
Closed -$325K
TMHC icon
745
Taylor Morrison
TMHC
– –
-9,057
Closed -$223K
TOL icon
746
Toll Brothers
TOL
$14B
– –
-4,438
Closed -$216K
TWST icon
747
Twist Bioscience
TWST
$5.62B
– –
-4,209
Closed -$320K
U icon
748
Unity
U
$12.5B
– –
-2,586
Closed -$226K
UAA icon
749
Under Armour
UAA
$3B
– –
-21,199
Closed -$238K
VC icon
750
Visteon
VC
$2.77B
– –
-3,430
Closed -$237K
28 29
30
31 32

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TMNFIC
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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.