We are live on ! Find out more
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
CSCO icon
26
Cisco
CSCO
$444B
$3.54M 0.55%
+68,419
New +$3.21M
PH icon
27
Parker-Hannifin
PH
$124B
$3.53M 0.55%
11,193
-5,885
-34% -$1.7M
BDX icon
28
Becton Dickinson
BDX
$42.1B
$3.53M 0.55%
14,879
+4,804
+48% +$1.17M
BAC icon
29
Bank of America
BAC
$430B
$3.48M 0.54%
89,902
+22,444
+33% +$774K
GOOGL icon
30
Alphabet (Google) Class A
GOOGL
$3.88T
$3.48M 0.54%
+33,720
New +$3.33M
KO icon
31
Coca-Cola
KO
$349B
$3.42M 0.53%
64,928
+10,222
+19% +$514K
DOC icon
32
Healthpeak Properties
DOC
$15.2B
$3.37M 0.52%
106,250
+78,845
+288% +$2.39M
KEY icon
33
KeyCorp
KEY
$24.4B
$3.26M 0.5%
163,039
+149,416
+1,097% +$2.88M
HUN icon
34
Huntsman Corp
HUN
$2.25B
$3.11M 0.48%
107,884
+44,115
+69% +$1.24M
WRI
35
DELISTED
Weingarten Realty Investors
WRI
$3.1M 0.48%
115,402
-1,811
-2% -$44.8K
NXPI icon
36
NXP Semiconductors
NXPI
$70B
$3.07M 0.48%
15,255
+12,268
+411% +$2.24M
PZZA icon
37
Papa John's
PZZA
$999M
$3.04M 0.47%
34,317
-5,302
-13% -$501K
CNP icon
38
CenterPoint Energy
CNP
$28.9B
$3.04M 0.47%
134,234
+68,731
+105% +$1.47M
FDX icon
39
FedEx
FDX
$74.7B
$3.01M 0.47%
+10,596
New +$2.73M
HR
40
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.01M 0.47%
99,162
-15,708
-14% -$473K
INTU icon
41
Intuit
INTU
$77B
$2.92M 0.45%
7,621
-4,027
-35% -$1.55M
MU icon
42
Micron Technology
MU
$1.12T
$2.9M 0.45%
32,920
-16,836
-34% -$1.43M
CNC icon
43
Centene
CNC
$31.5B
$2.89M 0.45%
45,231
+19,407
+75% +$1.2M
TROX icon
44
Tronox
TROX
$1.02B
$2.81M 0.44%
153,659
+126,208
+460% +$2.2M
ETN icon
45
Eaton
ETN
$161B
$2.71M 0.42%
19,560
+6,314
+48% +$814K
VER
46
DELISTED
VEREIT, Inc.
VER
$2.69M 0.42%
69,623
+28,213
+68% +$1.06M
CAT icon
47
Caterpillar
CAT
$412B
$2.68M 0.41%
11,563
-3,619
-24% -$749K
BIO icon
48
Bio-Rad Laboratories Class A
BIO
$8.47B
$2.63M 0.41%
4,598
+1,327
+41% +$786K
NOC icon
49
Northrop Grumman
NOC
$75.8B
$2.61M 0.4%
8,063
+3,612
+81% +$1.09M
CMS icon
50
CMS Energy
CMS
$22.9B
$2.59M 0.4%
+42,299
New +$2.43M
1
2
3 4 5

Similar funds

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.