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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
FHI icon
301
Federated Hermes
FHI
$4.4B
$705K 0.11%
22,536
-9,616
-30% -$282K
V icon
302
Visa
V
$677B
$705K 0.11%
+3,331
New +$701K
AXTA icon
303
Axalta
AXTA
$7.01B
$675K 0.1%
22,828
-8,367
-27% -$240K
TRI icon
304
Thomson Reuters
TRI
$39.4B
$669K 0.1%
+7,248
New +$645K
TRV icon
305
Travelers Companies
TRV
$80.8B
$664K 0.1%
+4,416
New +$649K
SJI
306
DELISTED
South Jersey Industries, Inc.
SJI
$663K 0.1%
+29,374
New +$695K
MAS icon
307
Masco
MAS
$16B
$660K 0.1%
+11,024
New +$616K
PLAY icon
308
Dave & Buster's
PLAY
$343M
$658K 0.1%
+13,744
New +$537K
ZLAB icon
309
Zai Lab
ZLAB
$2.17B
$655K 0.1%
4,912
+2,055
+72% +$318K
WMG icon
310
Warner Music
WMG
$13.8B
$653K 0.1%
19,015
-30,076
-61% -$1.08M
AGCO icon
311
AGCO
AGCO
$8.78B
$646K 0.1%
4,494
-6,283
-58% -$783K
GH icon
312
Guardant Health
GH
$19.5B
$644K 0.1%
4,216
-10,424
-71% -$1.58M
PFG icon
313
Principal Financial Group
PFG
$23.6B
$641K 0.1%
10,696
+5,432
+103% +$303K
TWTR
314
DELISTED
Twitter, Inc.
TWTR
$641K 0.1%
+10,076
New +$616K
XLNX
315
DELISTED
Xilinx Inc
XLNX
$641K 0.1%
5,174
+1,717
+50% +$229K
TRIL
316
DELISTED
Trillium Therapeutics Inc.
TRIL
$633K 0.1%
58,938
-7,678
-12% -$95K
PYPL icon
317
PayPal
PYPL
$49.5B
$629K 0.1%
2,589
+371
+17% +$93.7K
SBNY
318
DELISTED
Signature Bank
SBNY
$629K 0.1%
+2,780
New +$548K
DNLI icon
319
Denali Therapeutics
DNLI
$3.67B
$628K 0.1%
11,000
+7,969
+263% +$533K
EVTC icon
320
Evertec
EVTC
$1.83B
$628K 0.1%
16,885
-3,638
-18% -$137K
IVZ icon
321
Invesco
IVZ
$13.3B
$628K 0.1%
24,895
-1,665
-6% -$37.3K
ALNY icon
322
Alnylam Pharmaceuticals
ALNY
$36.3B
$627K 0.1%
4,444
+2,888
+186% +$435K
MGA icon
323
Magna International
MGA
$17.9B
$626K 0.1%
+7,116
New +$578K
MGNX icon
324
MacroGenics
MGNX
$235M
$619K 0.1%
19,446
+9,075
+88% +$220K
SCCO icon
325
Southern Copper
SCCO
$141B
$616K 0.1%
9,783
+554
+6% +$36.9K
11 12
13
14 15

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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.