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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
KURA icon
276
Kura Oncology
KURA
$922M
$781K 0.12%
27,621
+1,678
+6% +$53.1K
SMPL icon
277
Simply Good Foods
SMPL
$904M
$776K 0.12%
+25,503
New +$760K
BN icon
278
Brookfield
BN
$102B
$773K 0.12%
+32,443
New +$723K
BIIB icon
279
Biogen
BIIB
$29.9B
$770K 0.12%
2,753
+18
+0.7% +$4.85K
FBP icon
280
First Bancorp
FBP
$4.4B
$769K 0.12%
+68,283
New +$717K
PRGO icon
281
Perrigo
PRGO
$1.4B
$768K 0.12%
+18,978
New +$814K
UBER icon
282
Uber
UBER
$134B
$768K 0.12%
14,090
+1,767
+14% +$98.6K
GRWG icon
283
GrowGeneration
GRWG
$82.9M
$766K 0.12%
15,421
-9,710
-39% -$484K
TRP icon
284
TC Energy
TRP
$73.5B
$766K 0.12%
+16,752
New +$743K
SNDX icon
285
Syndax Pharmaceuticals
SNDX
$1.84B
$764K 0.12%
34,169
-8,988
-21% -$203K
BEN icon
286
Franklin Resources
BEN
$16.9B
$751K 0.12%
25,369
-10,574
-29% -$289K
DLTR icon
287
Dollar Tree
DLTR
$23.1B
$751K 0.12%
6,558
+4,603
+235% +$495K
TEX icon
288
Terex
TEX
$7.98B
$751K 0.12%
+16,297
New +$668K
CTLT
289
DELISTED
CATALENT, INC.
CTLT
$743K 0.11%
7,057
-9,353
-57% -$1.04M
TPR icon
290
Tapestry
TPR
$28.8B
$742K 0.11%
+18,000
New +$694K
JCI icon
291
Johnson Controls International
JCI
$87.5B
$739K 0.11%
+12,389
New +$681K
BSY icon
292
Bentley Systems
BSY
$9.54B
$736K 0.11%
15,680
-19,322
-55% -$883K
SON icon
293
Sonoco
SON
$5.76B
$736K 0.11%
11,622
-21,002
-64% -$1.28M
SPR
294
DELISTED
Spirit AeroSystems
SPR
$730K 0.11%
+15,000
New +$642K
SCU
295
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$724K 0.11%
33,077
+6,592
+25% +$130K
DG icon
296
Dollar General
DG
$25.9B
$722K 0.11%
+3,562
New +$707K
UFS
297
DELISTED
DOMTAR CORPORATION (New)
UFS
$720K 0.11%
19,487
-41
-0.2% -$1.41K
EXP icon
298
Eagle Materials
EXP
$6.6B
$717K 0.11%
5,333
-5,490
-51% -$665K
FBC
299
DELISTED
Flagstar Bancorp, Inc. New
FBC
$716K 0.11%
15,881
-2,198
-12% -$99.2K
EPC icon
300
Edgewell Personal Care
EPC
$1.27B
$713K 0.11%
+18,000
New +$623K
10 11
12
13 14

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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 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.