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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
VIV icon
751
Telefônica Brasil
VIV
$22.4B
– –
-35,578
Closed -$122K
VRT icon
752
Vertiv
VRT
$112B
– –
-28,508
Closed -$494K
WAB icon
753
Wabtec
WAB
$51.1B
– –
-13,329
Closed -$825K
WASH icon
754
Washington Trust Bancorp
WASH
$732M
– –
-10,350
Closed -$317K
WBA
755
DELISTED
Walgreens Boots Alliance
WBA
– –
-10,457
Closed -$376K
WCN
756
Waste Connections
WCN
$42.8B
– –
-3,336
Closed -$346K
WM icon
757
Waste Management
WM
$95.9B
– –
-6,341
Closed -$718K
WVE icon
758
Wave Life Sciences
WVE
$1.12B
– –
-11,758
Closed -$100K
WWD icon
759
Woodward
WWD
$25B
– –
-4,254
Closed -$341K
WY icon
760
Weyerhaeuser
WY
$17.3B
– –
-50,536
Closed -$1.44M
XOM icon
761
ExxonMobil
XOM
$651B
– –
-11,996
Closed -$412K
ATSG
762
DELISTED
Air Transport Services Group
ATSG
– –
-18,884
Closed -$473K
ITCI
763
DELISTED
Intra-Cellular Therapies Inc.
ITCI
– –
-10,855
Closed -$279K
BCOV
764
DELISTED
Brightcove, Inc.
BCOV
– –
-12,812
Closed -$131K
AY
765
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
– –
-25,904
Closed -$741K
SPLK
766
DELISTED
Splunk Inc
SPLK
– –
-1,997
Closed -$376K
BKI
767
DELISTED
Black Knight, Inc. Common Stock
BKI
– –
-7,675
Closed -$668K
NUVA
768
DELISTED
NuVasive, Inc.
NUVA
– –
-11,055
Closed -$537K
UNVR
769
DELISTED
Univar Solutions Inc.
UNVR
– –
-41,595
Closed -$702K
STSA
770
DELISTED
Satsuma Pharmaceuticals, Inc. Common Stock
STSA
– –
-14,195
Closed -$55K
MYOV
771
DELISTED
Myovant Sciences Ltd.
MYOV
– –
-11,916
Closed -$167K
COUP
772
DELISTED
Coupa Software Incorporated
COUP
– –
-2,054
Closed -$563K
ACC
773
DELISTED
American Campus Communities, Inc.
ACC
– –
-11,162
Closed -$390K
PSB
774
DELISTED
PS Business Parks, Inc.
PSB
– –
-3,602
Closed -$441K
MIME
775
DELISTED
Mimecast Limited
MIME
– –
-4,289
Closed -$201K
28 29 30
31
32

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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
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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.