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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
BRX icon
376
Brixmor Property Group
BRX
$9.95B
$477K 0.07%
+23,570
New +$441K
PLAN
377
DELISTED
Anaplan, Inc.
PLAN
$473K 0.07%
8,775
+2,908
+50% +$196K
KLAC icon
378
KLA
KLAC
$275B
$471K 0.07%
+14,260
New +$430K
RMD icon
379
ResMed
RMD
$28.3B
$471K 0.07%
+2,429
New +$487K
ESS icon
380
Essex Property Trust
ESS
$18.9B
$465K 0.07%
+1,711
New +$444K
CMG icon
381
Chipotle Mexican Grill
CMG
$40.8B
$459K 0.07%
+16,150
New +$467K
XYZ
382
Block Inc
XYZ
$45.9B
$459K 0.07%
2,021
+81
+4% +$18.9K
FRC
383
DELISTED
First Republic Bank
FRC
$459K 0.07%
+2,750
New +$445K
ACRS icon
384
Aclaris Therapeutics
ACRS
$730M
$458K 0.07%
18,171
-11,676
-39% -$228K
CMC icon
385
Commercial Metals
CMC
$7.63B
$458K 0.07%
+14,838
New +$367K
THC icon
386
Tenet Healthcare
THC
$20.1B
$458K 0.07%
+8,808
New +$445K
T icon
387
AT&T
T
$165B
$457K 0.07%
+19,987
New +$442K
XENE icon
388
Xenon Pharmaceuticals
XENE
$6.32B
$451K 0.07%
25,208
-4,076
-14% -$69.1K
TWNK
389
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$449K 0.07%
31,306
-27,470
-47% -$403K
HAS icon
390
Hasbro
HAS
$12.6B
$438K 0.07%
+4,558
New +$433K
RL icon
391
Ralph Lauren
RL
$22.2B
$435K 0.07%
3,530
+583
+20% +$66.5K
TS icon
392
Tenaris
TS
$29.1B
$435K 0.07%
+19,180
New +$367K
PAYX icon
393
Paychex
PAYX
$40.4B
$432K 0.07%
+4,404
New +$406K
HPP
394
Hudson Pacific Properties
HPP
$834M
$431K 0.07%
2,271
-7,586
-77% -$1.35M
CLGX
395
DELISTED
Corelogic, Inc.
CLGX
$429K 0.07%
5,416
+1,976
+57% +$158K
RPAY icon
396
Repay Holdings
RPAY
$315M
$428K 0.07%
+18,219
New +$442K
Z icon
397
Zillow
Z
$7.04B
$427K 0.07%
3,296
-912
-22% -$135K
PPD
398
DELISTED
PPD, Inc. Common Stock
PPD
$427K 0.07%
11,297
-13,038
-54% -$468K
KMB icon
399
Kimberly-Clark
KMB
$36.4B
$424K 0.07%
+3,052
New +$405K
INTC icon
400
Intel
INTC
$466B
$421K 0.07%
+6,580
New +$392K
14 15
16
17 18

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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.