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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
+9.71%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$646M
AUM Growth
-$60.2M
Cap. Flow
-$127M
Cap. Flow %
-19.57%
Top 10 Hldgs %
9.04%
Holding
826
New
235
Increased
161
Reduced
195
Closed
234

Top Buys

Rank Stock Value
1
MA icon
Mastercard
MA
+$4.43M
2
MCD icon
McDonald's
MCD
+$3.82M
3
AEP icon
American Electric Power
AEP
+$3.75M
4
MRK icon
Merck
MRK
+$3.56M
5
EXC icon
Exelon
EXC
+$3.45M

Top Sells

Rank Stock Value
1
EDU icon
New Oriental
EDU
+$23.4M
2
AMZN icon
Amazon
AMZN
+$8.9M
3
FISV
Fiserv Inc
FISV
+$6.32M
4
TMUS icon
T-Mobile US
TMUS
+$5.16M
5
HD icon
Home Depot
HD
+$5.05M

Sector Composition

Rank Sector Weight
1 Healthcare 18.48%
2 Financials 12.62%
3 Technology 11.16%
4 Real Estate 10.64%
5 Industrials 10.07%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALGN icon
226
Align Technology
ALGN
$12B
$983K 0.15%
+1,815
New +$1M
CHNG
227
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$982K 0.15%
44,426
+10,257
+30% +$237K
BOOT icon
228
Boot Barn
BOOT
$4.55B
$981K 0.15%
+15,750
New +$924K
ICLR icon
229
Icon
ICLR
$12.8B
$977K 0.15%
+4,976
New +$982K
PANW icon
230
Palo Alto Networks
PANW
$264B
$975K 0.15%
+18,162
New +$1.08M
SAGE
231
DELISTED
Sage Therapeutics
SAGE
$969K 0.15%
12,952
-7,688
-37% -$630K
ASH icon
232
Ashland
ASH
$3.04B
$965K 0.15%
10,876
+2,923
+37% +$252K
AAP icon
233
Advance Auto Parts
AAP
$3.37B
$963K 0.15%
+5,250
New +$881K
GE icon
234
GE Aerospace
GE
$367B
$961K 0.15%
14,688
-32,776
-69% -$1.99M
LYB icon
235
LyondellBasell Industries
LYB
$19.5B
$961K 0.15%
9,232
+6,453
+232% +$640K
GILD icon
236
Gilead Sciences
GILD
$161B
$960K 0.15%
14,852
-24,948
-63% -$1.61M
HPQ icon
237
HP
HPQ
$23.5B
$955K 0.15%
+30,092
New +$830K
FLG
238
Flagstar Bank National Association
FLG
$5.77B
$955K 0.15%
+25,216
New +$872K
FATE icon
239
Fate Therapeutics
FATE
$281M
$954K 0.15%
11,573
+6,765
+141% +$648K
TER icon
240
Teradyne
TER
$54.8B
$948K 0.15%
+7,792
New +$979K
IDA icon
241
Idacorp
IDA
$8.23B
$929K 0.14%
+9,296
New +$850K
BMO icon
242
Bank of Montreal
BMO
$125B
$926K 0.14%
+10,389
New +$847K
MRVL icon
243
Marvell Technology
MRVL
$174B
$926K 0.14%
+18,908
New +$927K
SBH icon
244
Sally Beauty Holdings
SBH
$1.4B
$925K 0.14%
+45,956
New +$769K
SUI icon
245
Sun Communities
SUI
$15B
$919K 0.14%
+6,125
New +$904K
DRVN icon
246
Driven Brands
DRVN
$2.25B
$911K 0.14%
+35,851
New +$1.02M
VYX icon
247
NCR Voyix
VYX
$1.06B
$910K 0.14%
39,069
+8,102
+26% +$178K
CCL icon
248
Carnival Corporation Ltd
CCL
$36.1B
$902K 0.14%
33,977
-8,461
-20% -$200K
EQIX icon
249
Equinix
EQIX
$107B
$898K 0.14%
+1,321
New +$907K
ODFL icon
250
Old Dominion Freight Line
ODFL
$48.5B
$898K 0.14%
7,472
-18,192
-71% -$1.95M
8 9
10
11 12

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CCM
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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
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
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Quantitative Systematic Strategies's Q1 2021 Portfolio in Review

As of Q1 2021, Quantitative Systematic Strategies held 826 positions worth $646M, down 8.5% from $707M the previous quarter. Its ten largest holdings account for 9% of the portfolio.

Quantitative Systematic Strategies withdrew a net $127M in Q1 2021, closing 234 positions and reducing 195 holdings. Its most notable exit was Fiserv Inc, an estimated $6.32M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 18% of assets, up from 17% a quarter earlier, followed by Financials and Technology.

Against the trend, Quantitative Systematic Strategies opened a new position in Exelon worth $3.58M.

  • Quantitative Systematic Strategies's largest Q1 2021 buy was Exelon: 114,862 shares worth $3.58M.
  • Quantitative Systematic Strategies added most to Mastercard in Q1 2021, an estimated $4.43M increase.
  • Quantitative Systematic Strategies's biggest Q1 2021 reduction was New Oriental, cutting an estimated $23.4M.
  • Quantitative Systematic Strategies fully exited Fiserv Inc in Q1 2021, selling an estimated $6.32M.
  • Quantitative Systematic Strategies's ten largest holdings make up 9% of its $646M portfolio in Q1 2021.
  • Quantitative Systematic Strategies opened 235 new positions and closed 234 in Q1 2021.
  • Quantitative Systematic Strategies's portfolio value fell 8.5% quarter-over-quarter to $646M.

Based on Quantitative Systematic Strategies's 13F filing for Q1 2021, filed 6 May 2021.