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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
COP icon
426
ConocoPhillips
COP
$147B
$374K 0.06%
7,056
-11,610
-62% -$572K
AER icon
427
AerCap
AER
$23.9B
$372K 0.06%
+6,333
New +$308K
NNN icon
428
NNN REIT
NNN
$9.39B
$371K 0.06%
8,422
-9,455
-53% -$396K
AXNX
429
DELISTED
Axonics, Inc. Common Stock
AXNX
$369K 0.06%
6,166
-4,044
-40% -$220K
CRUS icon
430
Cirrus Logic
CRUS
$6.74B
$365K 0.06%
+4,308
New +$373K
TRTN
431
DELISTED
Triton International Limited
TRTN
$362K 0.06%
6,578
+927
+16% +$49.6K
ARNC
432
DELISTED
Arconic Corporation
ARNC
$362K 0.06%
+14,250
New +$382K
JD icon
433
JD.com
JD
$40.8B
$361K 0.06%
4,280
-9,188
-68% -$842K
TME icon
434
Tencent Music
TME
$14.5B
$361K 0.06%
+17,614
New +$447K
TREX icon
435
Trex
TREX
$4.51B
$360K 0.06%
3,931
+1,238
+46% +$116K
WELL icon
436
Welltower
WELL
$178B
$359K 0.06%
5,015
-1,772
-26% -$119K
WPM icon
437
Wheaton Precious Metals
WPM
$50.6B
$358K 0.06%
9,378
+1,925
+26% +$76.4K
AU icon
438
AngloGold Ashanti
AU
$40.3B
$357K 0.06%
16,263
+4,374
+37% +$98.1K
SJR
439
DELISTED
Shaw Communications Inc.
SJR
$352K 0.05%
13,429
-41,332
-75% -$817K
DOCU
440
DocuSign
DOCU
$9.63B
$351K 0.05%
1,736
+597
+52% +$138K
QTWO icon
441
Q2 Holdings
QTWO
$3.42B
$350K 0.05%
+3,497
New +$435K
PRGS icon
442
Progress Software
PRGS
$1.55B
$347K 0.05%
7,883
-4,919
-38% -$215K
AMRN
443
Amarin Corp
AMRN
$284M
$345K 0.05%
2,778
+2,218
+396% +$298K
FDS icon
444
Factset
FDS
$9.05B
$345K 0.05%
+1,118
New +$354K
ARES icon
445
Ares Management
ARES
$28.5B
$344K 0.05%
+6,134
New +$309K
HSIC icon
446
Henry Schein
HSIC
$9.74B
$343K 0.05%
+4,960
New +$336K
PRAH
447
DELISTED
PRA Health Sciences, Inc.
PRAH
$343K 0.05%
+2,238
New +$304K
SC
448
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$342K 0.05%
+12,641
New +$317K
RGEN icon
449
Repligen
RGEN
$7.44B
$341K 0.05%
1,755
+175
+11% +$35.9K
AKRO
450
DELISTED
Akero Therapeutics
AKRO
$340K 0.05%
11,728
+84
+0.7% +$2.54K
16 17
18
19 20

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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.