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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
FTNT icon
451
Fortinet
FTNT
$112B
$340K 0.05%
+9,215
New +$301K
GNL icon
452
Global Net Lease
GNL
$1.87B
$340K 0.05%
18,836
-970
-5% -$17.2K
YUMC icon
453
Yum China
YUMC
$14.9B
$339K 0.05%
5,730
-1,642
-22% -$98.1K
ENB icon
454
Enbridge
ENB
$124B
$336K 0.05%
+9,243
New +$325K
CPRT icon
455
Copart
CPRT
$25.9B
$332K 0.05%
+12,220
New +$344K
TCOM icon
456
Trip.com Group
TCOM
$27.5B
$331K 0.05%
8,364
-11,064
-57% -$410K
CHE icon
457
Chemed
CHE
$6.78B
$329K 0.05%
+715
New +$351K
ERIC icon
458
Ericsson
ERIC
$30.7B
$328K 0.05%
+24,885
New +$317K
AKR icon
459
Acadia Realty Trust
AKR
$2.99B
$319K 0.05%
16,794
+4,708
+39% +$82.1K
CALM icon
460
Cal-Maine
CALM
$4.28B
$316K 0.05%
8,234
-2,959
-26% -$116K
BTRS
461
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
$315K 0.05%
+21,785
New +$364K
JEF icon
462
Jefferies Financial Group
JEF
$12.9B
$312K 0.05%
+10,837
New +$295K
APA icon
463
APA Corp
APA
$12.8B
$306K 0.05%
+17,090
New +$312K
SU icon
464
Suncor Energy
SU
$77.7B
$306K 0.05%
14,617
-20,840
-59% -$408K
DFS
465
DELISTED
Discover Financial Services
DFS
$305K 0.05%
+3,216
New +$303K
TNDM icon
466
Tandem Diabetes Care
TNDM
$1.17B
$305K 0.05%
+3,456
New +$321K
NOK icon
467
Nokia
NOK
$50.8B
$304K 0.05%
+76,762
New +$320K
OSH
468
DELISTED
Oak Street Health, Inc.
OSH
$302K 0.05%
+5,573
New +$310K
LPRO
469
Open Lending Corp
LPRO
$373M
$301K 0.05%
8,501
+1,603
+23% +$60.5K
INCY icon
470
Incyte
INCY
$23.5B
$297K 0.05%
+3,660
New +$312K
BXP icon
471
Boston Properties
BXP
$11B
$295K 0.05%
+2,918
New +$285K
TGTX icon
472
TG Therapeutics
TGTX
$8.58B
$295K 0.05%
6,117
-4,304
-41% -$207K
WB icon
473
Weibo
WB
$1.9B
$294K 0.05%
+5,828
New +$294K
RP
474
DELISTED
RealPage, Inc.
RP
$292K 0.05%
+3,349
New +$291K
CWEN icon
475
Clearway Energy Class C
CWEN
$5B
$291K 0.05%
+10,355
New +$318K
17 18
19
20 21

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TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.