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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
SRE icon
251
Sempra
SRE
$60.8B
$898K 0.14%
13,554
-38,690
-74% -$2.41M
BNS icon
252
Scotiabank
BNS
$106B
$896K 0.14%
14,321
-5,737
-29% -$333K
AZEK
253
DELISTED
The AZEK Co
AZEK
$892K 0.14%
21,218
-964
-4% -$41.2K
VRSK icon
254
Verisk Analytics
VRSK
$26.4B
$892K 0.14%
5,049
+3,581
+244% +$656K
ALK icon
255
Alaska Air
ALK
$5.15B
$886K 0.14%
12,806
-427
-3% -$25.7K
CCXI
256
DELISTED
ChemoCentryx, Inc.
CCXI
$884K 0.14%
17,249
-3,566
-17% -$215K
AIR icon
257
AAR Corp
AIR
$5.15B
$879K 0.14%
21,107
+9,965
+89% +$394K
AAMI
258
Acadian Asset Management
AAMI
$2.88B
$878K 0.14%
43,088
+4,808
+13% +$94.8K
RRX icon
259
Regal Rexnord
RRX
$14.2B
$874K 0.14%
+6,124
New +$841K
SAFM
260
DELISTED
Sanderson Farms Inc
SAFM
$870K 0.13%
5,585
+703
+14% +$104K
MOS icon
261
The Mosaic Company
MOS
$7.09B
$867K 0.13%
27,429
-30,054
-52% -$886K
GLW icon
262
Corning
GLW
$126B
$866K 0.13%
+19,912
New +$765K
DELL icon
263
Dell
DELL
$283B
$859K 0.13%
19,227
-33,154
-63% -$1.36M
BALL icon
264
Ball Corp
BALL
$17B
$858K 0.13%
+10,125
New +$886K
OLN icon
265
Olin
OLN
$2.64B
$855K 0.13%
+22,527
New +$683K
SNAP icon
266
Snap
SNAP
$7.32B
$847K 0.13%
16,194
+7,634
+89% +$439K
EXR icon
267
Extra Space Storage
EXR
$31.2B
$837K 0.13%
+6,316
New +$765K
MZTI
268
The Marzetti Company
MZTI
$2.94B
$837K 0.13%
4,771
-2,016
-30% -$361K
SBRA icon
269
Sabra Healthcare REIT
SBRA
$5.64B
$833K 0.13%
+47,995
New +$844K
VOD icon
270
Vodafone
VOD
$34.9B
$828K 0.13%
44,911
-30,816
-41% -$557K
DHR icon
271
Danaher
DHR
$135B
$814K 0.13%
4,081
+1,590
+64% +$323K
OMF icon
272
OneMain Financial
OMF
$6.9B
$809K 0.13%
15,053
+5,654
+60% +$292K
EA icon
273
Electronic Arts
EA
$52.4B
$808K 0.13%
+5,971
New +$827K
OSW icon
274
OneSpaWorld
OSW
$2.67B
$799K 0.12%
+75,000
New +$758K
APO icon
275
Apollo Global Management
APO
$70.7B
$786K 0.12%
+16,720
New +$813K
9 10
11
12 13

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TMNFIC
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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
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 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.