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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
NTR icon
376
Nutrien
NTR
$32.7B
$539K 0.08%
11,200
+5,800
+107% +$256K
VAR
377
DELISTED
Varian Medical Systems, Inc.
VAR
$537K 0.08%
+3,071
New +$532K
IIPR icon
378
Innovative Industrial Properties
IIPR
$1.78B
$531K 0.08%
2,901
+326
+13% +$48.8K
SWAV
379
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$524K 0.07%
+5,053
New +$438K
CNMD icon
380
CONMED
CNMD
$1.29B
$522K 0.07%
+4,660
New +$441K
PYPL icon
381
PayPal
PYPL
$49.5B
$519K 0.07%
2,218
-11,484
-84% -$2.38M
BABA icon
382
Alibaba
BABA
$269B
$514K 0.07%
2,210
-3,934
-64% -$1.09M
PSN icon
383
Parsons
PSN
$6.28B
$510K 0.07%
14,007
+5,984
+75% +$201K
AXNX
384
DELISTED
Axonics, Inc. Common Stock
AXNX
$510K 0.07%
10,210
-2,158
-17% -$101K
NCLH icon
385
Norwegian Cruise Line
NCLH
$8.89B
$509K 0.07%
+20,002
New +$417K
GES
386
DELISTED
Guess Inc
GES
$508K 0.07%
+22,461
New +$354K
RITM icon
387
Rithm Capital
RITM
$5.09B
$507K 0.07%
+51,010
New +$451K
COR
388
DELISTED
Coresite Realty Corporation
COR
$503K 0.07%
4,014
-10,552
-72% -$1.31M
WABC icon
389
Westamerica Bancorp
WABC
$1.39B
$499K 0.07%
9,017
-1,138
-11% -$62.7K
ESNT icon
390
Essent Group
ESNT
$6.06B
$498K 0.07%
11,537
+681
+6% +$29.4K
DHR icon
391
Danaher
DHR
$135B
$490K 0.07%
+2,491
New +$499K
XLNX
392
DELISTED
Xilinx Inc
XLNX
$490K 0.07%
3,457
+418
+14% +$54.4K
LOPE icon
393
Grand Canyon Education
LOPE
$3.71B
$488K 0.07%
5,236
-2,116
-29% -$181K
BKH icon
394
Black Hills Corp
BKH
$5.73B
$476K 0.07%
+7,754
New +$464K
NXPI icon
395
NXP Semiconductors
NXPI
$68B
$475K 0.07%
2,987
-5,006
-63% -$738K
CADE
396
DELISTED
Cadence Bank
CADE
$474K 0.07%
17,261
+5,513
+47% +$139K
HTLD icon
397
Heartland Express
HTLD
$1.11B
$473K 0.07%
26,145
-16,228
-38% -$306K
DXC icon
398
DXC Technology
DXC
$1.63B
$472K 0.07%
+18,338
New +$391K
TJX icon
399
TJX Companies
TJX
$170B
$466K 0.07%
6,821
-4,825
-41% -$293K
IVZ icon
400
Invesco
IVZ
$13.3B
$463K 0.07%
+26,560
New +$409K
14 15
16
17 18

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CCM
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GPC
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CBT
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FSCP
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RG
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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.