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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
(-8.5%)
Cap. Flow
-$127M
Cap. Flow
% of AUM
-19.57%
Top 10 Holdings %
Top 10 Hldgs %
9.04%
Holding
826
New
235
Increased
161
Reduced
195
Closed
234
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Mastercard
MA
|
+$4.43M |
| 2 |
McDonald's
MCD
|
+$3.82M |
| 3 |
American Electric Power
AEP
|
+$3.75M |
| 4 |
Merck
MRK
|
+$3.56M |
| 5 |
Exelon
EXC
|
+$3.45M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
New Oriental
EDU
|
+$23.4M |
| 2 |
Amazon
AMZN
|
+$8.9M |
| 3 |
FISV
Fiserv Inc
FISV
|
+$6.32M |
| 4 |
T-Mobile US
TMUS
|
+$5.16M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
326
Albemarle
ALB
$13.5B
| $614K | 0.1% |
+4,201
| New | +$674K |
|
327
Ametek
AME
$55.5B
| $608K | 0.09% |
+4,758
| New | +$574K |
|
328
Spectrum Brands
SPB
$2.04B
| $607K | 0.09% |
7,143
-11,785
| -62% | -$961K |
|
329
BioMarin Pharmaceuticals
BMRN
$11.5B
| $604K | 0.09% |
8,000
-4,360
| -35% | -$356K |
|
330
Ulta Beauty
ULTA
$20.4B
| $602K | 0.09% |
1,948
+881
| +83% | +$274K |
|
331
Globus Medical
GMED
$10.4B
| $597K | 0.09% |
9,676
-381
| -4% | -$24.1K |
|
332
America Movil
AMX
$78.1B
| $594K | 0.09% |
43,750
+17,842
| +69% | +$245K |
|
333
Freeport-McMoran
FCX
$90B
| $594K | 0.09% |
18,035
+4,471
| +33% | +$145K |
|
334
CONMED
CNMD
$1.29B
| $592K | 0.09% |
4,533
-127
| -3% | -$15.3K |
|
335
PTC Therapeutics
PTCT
$6.37B
| $590K | 0.09% |
+12,467
| New | +$740K |
|
336
Target
TGT
$62.1B
| $589K | 0.09% |
2,973
-25,196
| -89% | -$4.72M |
|
337
Equity Residential
EQR
$25.4B
| $586K | 0.09% |
8,175
-20,014
| -71% | -$1.32M |
|
338
AGNC Investment
AGNC
$12.3B
| $585K | 0.09% |
34,918
+15,357
| +79% | +$248K |
|
339
Howmet Aerospace
HWM
$116B
| $585K | 0.09% |
+18,218
| New | +$524K |
|
340
Madison Square Garden
MSGS
$9.54B
| $580K | 0.09% |
3,232
-947
| -23% | -$175K |
|
341
Sotera Health
SHC
$4.95B
| $580K | 0.09% |
+23,224
| New | +$614K |
|
342
Carlyle Group
CG
$16.3B
| $578K | 0.09% |
15,736
-27,566
| -64% | -$966K |
|
343
Rexford Industrial Realty
REXR
$8.7B
| $573K | 0.09% |
+11,374
| New | +$559K |
|
344
ARKO Corp
ARKO
$890M
| $565K | 0.09% |
56,844
+45,449
| +399% | +$424K |
|
|
AERI
345
DELISTED
Aerie Pharmaceuticals
AERI
| $565K | 0.09% |
31,619
+10,877
| +52% | +$188K |
|
|
HOME
346
DELISTED
At Home Group Inc.
HOME
| $565K | 0.09% |
+19,703
| New | +$495K |
|
347
Keysight
KEYS
$54.5B
| $562K | 0.09% |
3,916
-2,044
| -34% | -$290K |
|
348
Host Hotels & Resorts
HST
$16.8B
| $561K | 0.09% |
+33,267
| New | +$520K |
|
349
Microchip Technology
MCHP
$42.8B
| $561K | 0.09% |
+7,232
| New | +$539K |
|
350
BioCryst Pharmaceuticals
BCRX
$2.37B
| $560K | 0.09% |
55,047
+29,849
| +118% | +$308K |
|
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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.