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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 | |
|---|---|---|---|---|---|---|
351
Ingersoll Rand
IR
$33B
| $556K | 0.09% |
+11,295
| New | +$523K |
|
352
Sun Life Financial
SLF
$45.6B
| $556K | 0.09% |
+11,006
| New | +$539K |
|
353
Evercore
EVR
$13.1B
| $554K | 0.09% |
+4,208
| New | +$514K |
|
354
Travel + Leisure Co
TNL
$4.54B
| $547K | 0.08% |
8,937
-4,320
| -33% | -$235K |
|
|
SGFY
355
DELISTED
Signify Health, Inc.
SGFY
| $546K | 0.08% |
+18,647
| New | +$577K |
|
356
MKS Inc
MKSI
$22.2B
| $541K | 0.08% |
2,917
-799
| -22% | -$134K |
|
357
Rithm Capital
RITM
$5.09B
| $535K | 0.08% |
47,556
-3,454
| -7% | -$35.1K |
|
|
RETA
358
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $534K | 0.08% |
5,360
-660
| -11% | -$77K |
|
359
American Airlines Group
AAL
$9.58B
| $525K | 0.08% |
+21,977
| New | +$424K |
|
360
Rollins
ROL
$18.6B
| $524K | 0.08% |
+15,218
| New | +$545K |
|
361
Campbell Soup
CPB
$6.51B
| $518K | 0.08% |
+10,305
| New | +$491K |
|
362
International Bancshares
IBOC
$4.77B
| $518K | 0.08% |
+11,162
| New | +$490K |
|
363
Smith & Nephew
SNN
$12.9B
| $517K | 0.08% |
+13,629
| New | +$563K |
|
|
LHCG
364
DELISTED
LHC Group LLC
LHCG
| $517K | 0.08% |
2,703
-3,112
| -54% | -$623K |
|
365
Linde
LIN
$237B
| $516K | 0.08% |
1,841
-11,376
| -86% | -$2.95M |
|
366
Fortune Brands Innovations
FBIN
$6.12B
| $515K | 0.08% |
+6,284
| New | +$476K |
|
367
Bath & Body Works
BBWI
$4.01B
| $508K | 0.08% |
10,158
-22,494
| -69% | -$926K |
|
368
Sony
SONY
$123B
| $504K | 0.08% |
23,765
-13,215
| -36% | -$279K |
|
369
Exelixis
EXEL
$13.9B
| $502K | 0.08% |
+22,224
| New | +$502K |
|
370
Adecoagro
AGRO
$1.53B
| $496K | 0.08% |
+63,150
| New | +$509K |
|
371
Westamerica Bancorp
WABC
$1.39B
| $496K | 0.08% |
7,902
-1,115
| -12% | -$67.9K |
|
372
Element Solutions
ESI
$9.12B
| $494K | 0.08% |
26,989
-19,016
| -41% | -$350K |
|
373
Lamb Weston
LW
$6.82B
| $493K | 0.08% |
+6,367
| New | +$502K |
|
|
NSTG
374
DELISTED
NanoString Technologies, Inc.
NSTG
| $483K | 0.07% |
+7,356
| New | +$516K |
|
375
Rocket Pharmaceuticals
RCKT
$348M
| $482K | 0.07% |
10,873
-5,885
| -35% | -$323K |
|
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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.