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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
NTAP icon
326
NetApp
NTAP
$32.9B
$670K 0.09%
10,121
-7,003
-41% -$370K
OHI icon
327
Omega Healthcare
OHI
$15.4B
$657K 0.09%
18,098
-17,306
-49% -$586K
GMED icon
328
Globus Medical
GMED
$10.4B
$656K 0.09%
10,057
+5,755
+134% +$331K
TCOM icon
329
Trip.com Group
TCOM
$27.5B
$655K 0.09%
+19,428
New +$634K
VFC icon
330
VF Corp
VFC
$6.68B
$654K 0.09%
7,653
+2,073
+37% +$166K
AIRC
331
DELISTED
Apartment Income REIT Corp.
AIRC
$652K 0.09%
+16,968
New +$652K
MASI
332
DELISTED
Masimo
MASI
$651K 0.09%
+2,424
New +$604K
AEP icon
333
American Electric Power
AEP
$73.7B
$645K 0.09%
+7,747
New +$672K
SAFM
334
DELISTED
Sanderson Farms Inc
SAFM
$645K 0.09%
+4,882
New +$644K
KIM icon
335
Kimco Realty
KIM
$17.6B
$643K 0.09%
42,841
-47,125
-52% -$623K
MIDD icon
336
Middleby
MIDD
$6.05B
$642K 0.09%
+4,982
New +$601K
SIX
337
DELISTED
Six Flags Entertainment Corp.
SIX
$638K 0.09%
+18,700
New +$512K
CHNG
338
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$637K 0.09%
34,169
-46,416
-58% -$763K
KKR icon
339
KKR & Co
KKR
$89.2B
$636K 0.09%
15,699
-12,180
-44% -$460K
FELE icon
340
Franklin Electric
FELE
$4.67B
$632K 0.09%
9,137
+4,747
+108% +$313K
SNDR icon
341
Schneider National
SNDR
$6.59B
$631K 0.09%
30,487
+2,307
+8% +$51.6K
UL icon
342
Unilever
UL
$131B
$631K 0.09%
+9,295
New +$631K
ASH icon
343
Ashland
ASH
$3.04B
$630K 0.09%
7,953
-2,571
-24% -$194K
UBER icon
344
Uber
UBER
$134B
$628K 0.09%
+12,323
New +$552K
UFS
345
DELISTED
DOMTAR CORPORATION (New)
UFS
$618K 0.09%
19,528
+9,928
+103% +$283K
ENTG icon
346
Entegris
ENTG
$19.7B
$612K 0.09%
6,370
-10,736
-63% -$938K
CPRI icon
347
Capri Holdings
CPRI
$1.77B
$606K 0.09%
+14,436
New +$442K
UAL icon
348
United Airlines
UAL
$38.4B
$606K 0.09%
+14,000
New +$566K
ALXN
349
DELISTED
Alexion Pharmaceuticals
ALXN
$605K 0.09%
+3,871
New +$497K
GMAB icon
350
Genmab
GMAB
$17.7B
$600K 0.08%
14,751
-11,743
-44% -$439K
12 13
14
15 16

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CCM
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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
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ECM
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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.