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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
COGT icon
401
Cogent Biosciences
COGT
$6.79B
$419K 0.06%
47,761
+10,830
+29% +$104K
EEFT icon
402
Euronet Worldwide
EEFT
$3.02B
$419K 0.06%
+3,033
New +$438K
DAR icon
403
Darling Ingredients
DAR
$9.93B
$418K 0.06%
5,681
-8,247
-59% -$567K
IIPR icon
404
Innovative Industrial Properties
IIPR
$1.78B
$418K 0.06%
2,319
-582
-20% -$112K
TNC icon
405
Tennant Co
TNC
$1.5B
$418K 0.06%
5,236
+2,384
+84% +$181K
FOCS
406
DELISTED
Focus Financial Partners Inc. Class A
FOCS
$418K 0.06%
+10,037
New +$486K
COUP
407
DELISTED
Coupa Software Incorporated
COUP
$418K 0.06%
+1,642
New +$517K
ARVN icon
408
Arvinas
ARVN
$518M
$414K 0.06%
6,261
-2,276
-27% -$174K
VNTR
409
DELISTED
Venator Materials PLC
VNTR
$409K 0.06%
88,408
+3,216
+4% +$13.7K
LSPD icon
410
Lightspeed Commerce
LSPD
$1.3B
$407K 0.06%
+6,474
New +$442K
VLO icon
411
Valero Energy
VLO
$89.8B
$399K 0.06%
+5,574
New +$379K
ORCL icon
412
Oracle
ORCL
$331B
$396K 0.06%
+5,637
New +$365K
ACM icon
413
Aecom
ACM
$9.07B
$393K 0.06%
6,123
-27,251
-82% -$1.55M
RPT
414
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$393K 0.06%
34,423
-100,343
-74% -$1.06M
TIMB icon
415
TIM SA
TIMB
$10.2B
$390K 0.06%
34,373
+17,493
+104% +$214K
COWN
416
DELISTED
Cowen Inc. Class A Common Stock
COWN
$389K 0.06%
+11,073
New +$357K
XPO icon
417
XPO
XPO
$25B
$385K 0.06%
+9,036
New +$375K
VCEL icon
418
Vericel Corp
VCEL
$2.3B
$384K 0.06%
6,916
-31,199
-82% -$1.41M
TFX icon
419
Teleflex
TFX
$5.85B
$382K 0.06%
+919
New +$368K
AROC icon
420
Archrock
AROC
$6.33B
$381K 0.06%
+40,149
New +$394K
DXC icon
421
DXC Technology
DXC
$1.63B
$381K 0.06%
12,193
-6,145
-34% -$169K
NAVI icon
422
Navient
NAVI
$774M
$381K 0.06%
26,590
-4,161
-14% -$51.2K
VLY icon
423
Valley National Bancorp
VLY
$7.93B
$380K 0.06%
27,676
-9,463
-25% -$114K
PODD icon
424
Insulet
PODD
$11.3B
$379K 0.06%
+1,451
New +$389K
ACCD
425
DELISTED
Accolade Inc
ACCD
$378K 0.06%
+8,334
New +$401K
15 16
17
18 19

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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.