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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
ISBC
776
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-21,566
Closed -$157K
PBCT
777
DELISTED
People's United Financial Inc
PBCT
– –
-14,617
Closed -$151K
INOV
778
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
– –
-48,210
Closed -$1.27M
CSOD
779
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-13,799
Closed -$502K
SNR
780
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
– –
-24,197
Closed -$97K
SWI
781
DELISTED
SolarWinds Corporation Common Stock
SWI
– –
-11,792
Closed -$253K
HOME
782
DELISTED
At Home Group Inc.
HOME
– –
-56,400
Closed -$838K
NAV
783
DELISTED
Navistar International
NAV
– –
-8,900
Closed -$388K
CATM
784
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
– –
-19,003
Closed -$376K
GNMK
785
DELISTED
GenMark Diagnostics, Inc
GNMK
– –
-11,120
Closed -$158K
IPHI
786
DELISTED
INPHI CORPORATION
IPHI
– –
-2,765
Closed -$310K
MIK
787
DELISTED
Michaels Stores, Inc
MIK
– –
-20,437
Closed -$197K
EV
788
DELISTED
Eaton Vance Corp.
EV
– –
-9,874
Closed -$377K
WMGI
789
DELISTED
Wright Medical Group Inc
WMGI
– –
-7,977
Closed -$244K
ADSW
790
DELISTED
Advanced Disposal Services Inc
ADSW
– –
-14,977
Closed -$453K
AMTD
791
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-7,936
Closed -$311K
ETFC
792
DELISTED
E*Trade Financial Corporation
ETFC
– –
-12,108
Closed -$606K
TCF
793
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-15,733
Closed -$368K
ATVI
794
DELISTED
Activision Blizzard
ATVI
– –
-25,733
Closed -$2.08M
SBNY
795
DELISTED
Signature Bank
SBNY
– –
-15,046
Closed -$1.25M
GRA
796
DELISTED
W.R. Grace & Co.
GRA
– –
-24,035
Closed -$968K
CEO
797
DELISTED
CNOOC Limited
CEO
– –
-7,252
Closed -$697K
UN
798
DELISTED
Unilever NV New York Registry Shares
UN
– –
-62,149
Closed -$3.75M
MNR
799
DELISTED
Monmouth Real Estate Investment Corp
MNR
– –
-12,910
Closed -$179K
CZR
800
DELISTED
Caesars Entertainment Corporation
CZR
– –
-8,462
Closed -$474K
28 29 30 31
32

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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
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RG
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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.