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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
DOV icon
526
Dover
DOV
$27.2B
$240K 0.03%
1,904
-3,069
-62% -$365K
ENV
527
DELISTED
ENVESTNET, INC.
ENV
$239K 0.03%
2,906
-471
-14% -$38K
LPX icon
528
Louisiana-Pacific
LPX
$5.2B
$237K 0.03%
6,368
-44,695
-88% -$1.5M
MGNX icon
529
MacroGenics
MGNX
$235M
$237K 0.03%
+10,371
New +$239K
OM icon
530
Outset Medical
OM
$74.9M
$237K 0.03%
278
-275
-50% -$212K
WIRE
531
DELISTED
Encore Wire Corp
WIRE
$237K 0.03%
+3,906
New +$202K
LUMN icon
532
Lumen
LUMN
$6.53B
$236K 0.03%
24,200
-9,626
-28% -$95K
DRH icon
533
Diamondrock Hospitality Co
DRH
$2.63B
$235K 0.03%
28,506
+1,504
+6% +$10.1K
TIMB icon
534
TIM SA
TIMB
$10.2B
$235K 0.03%
16,880
-8,936
-35% -$112K
OBDC icon
535
Blue Owl Capital
OBDC
$5.35B
$234K 0.03%
18,503
+4,063
+28% +$51.5K
UNH icon
536
UnitedHealth
UNH
$382B
$234K 0.03%
+667
New +$224K
MASS icon
537
908 Devices
MASS
$293M
$233K 0.03%
+4,097
New +$239K
BGC icon
538
BGC Group
BGC
$5.58B
$232K 0.03%
57,900
-3,612
-6% -$12.6K
REPL icon
539
Replimune Group
REPL
$814M
$230K 0.03%
+6,030
New +$251K
DINO icon
540
HF Sinclair
DINO
$15.9B
$229K 0.03%
+8,877
New +$201K
TREX icon
541
Trex
TREX
$4.51B
$225K 0.03%
+2,693
New +$206K
HIBB
542
DELISTED
Hibbett, Inc. Common Stock
HIBB
$225K 0.03%
4,871
-1,772
-27% -$79.1K
KEY icon
543
KeyCorp
KEY
$24.3B
$224K 0.03%
13,623
+2,679
+24% +$39K
PRFT
544
DELISTED
Perficient Inc
PRFT
$224K 0.03%
4,711
-1,747
-27% -$79.3K
CCMP
545
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$221K 0.03%
+1,461
New +$219K
LAD icon
546
Lithia Motors
LAD
$7.78B
$220K 0.03%
+752
New +$206K
IGIC icon
547
International General Insurance
IGIC
$1.23B
$218K 0.03%
26,934
+822
+3% +$6.25K
FSV icon
548
FirstService
FSV
$6.32B
$216K 0.03%
+1,577
New +$212K
CNH
549
CNH Industrial
CNH
$13.8B
$216K 0.03%
+19,299
New +$168K
EXPE icon
550
Expedia Group
EXPE
$31.2B
$215K 0.03%
1,627
-14,198
-90% -$1.6M
20 21
22
23 24

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CCM
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GPC
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CBT
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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.