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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
(-8.5%)
Cap. Flow
-$127M
Cap. Flow
% of AUM
-19.57%
Top 10 Holdings %
Top 10 Hldgs %
9.04%
Holding
826
New
235
Increased
161
Reduced
195
Closed
234
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Mastercard
MA
|
+$4.43M |
| 2 |
McDonald's
MCD
|
+$3.82M |
| 3 |
American Electric Power
AEP
|
+$3.75M |
| 4 |
Merck
MRK
|
+$3.56M |
| 5 |
Exelon
EXC
|
+$3.45M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
New Oriental
EDU
|
+$23.4M |
| 2 |
Amazon
AMZN
|
+$8.9M |
| 3 |
FISV
Fiserv Inc
FISV
|
+$6.32M |
| 4 |
T-Mobile US
TMUS
|
+$5.16M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
501
Plug Power
PLUG
$2.92B
| $252K | 0.04% |
+7,023
| New | +$362K |
|
502
Zebra Technologies
ZBRA
$12.4B
| $251K | 0.04% |
+518
| New | +$231K |
|
503
CNA Financial
CNA
$14.5B
| $250K | 0.04% |
+5,601
| New | +$239K |
|
|
ATRI
504
DELISTED
Atrion Corp
ATRI
| $250K | 0.04% |
+390
| New | +$259K |
|
505
Middleby
MIDD
$6.05B
| $249K | 0.04% |
1,500
-3,482
| -70% | -$513K |
|
|
GRFS
506
Grifois
GRFS
$5.16B
| $247K | 0.04% |
14,264
-4,953
| -26% | -$85.6K |
|
507
Live Oak Bancshares
LOB
$1.95B
| $247K | 0.04% |
+3,605
| New | +$189K |
|
508
Red Rock Resorts
RRR
$3.74B
| $247K | 0.04% |
+7,584
| New | +$220K |
|
|
CTXS
509
DELISTED
Citrix Systems Inc
CTXS
| $247K | 0.04% |
+1,763
| New | +$236K |
|
|
ECHO
510
EchoStar
ECHO
$25.5B
| $246K | 0.04% |
10,246
-5,037
| -33% | -$120K |
|
|
KDMN
511
DELISTED
Kadmon Holdings, Inc.
KDMN
| $245K | 0.04% |
+63,103
| New | +$289K |
|
|
VRNA
512
DELISTED
Verona Pharma
VRNA
| $244K | 0.04% |
+29,170
| New | +$242K |
|
513
La-Z-Boy
LZB
$1.59B
| $243K | 0.04% |
+5,728
| New | +$240K |
|
514
Qualys
QLYS
$4.84B
| $243K | 0.04% |
2,315
+295
| +15% | +$33K |
|
|
MANT
515
DELISTED
Mantech International Corp
MANT
| $243K | 0.04% |
+2,800
| New | +$244K |
|
516
Walker & Dunlop
WD
$1.65B
| $242K | 0.04% |
+2,355
| New | +$229K |
|
517
Agios Pharmaceuticals
AGIO
$2.16B
| $241K | 0.04% |
4,661
-8,716
| -65% | -$432K |
|
|
ROIC
518
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $239K | 0.04% |
+15,043
| New | +$231K |
|
519
LCI Industries
LCII
$2.51B
| $238K | 0.04% |
+1,799
| New | +$251K |
|
520
Amdocs
DOX
$5.53B
| $237K | 0.04% |
+3,385
| New | +$256K |
|
521
IPG Photonics
IPGP
$3.89B
| $237K | 0.04% |
+1,125
| New | +$256K |
|
|
VMW
522
DELISTED
VMware, Inc
VMW
| $237K | 0.04% |
+1,576
| New | +$225K |
|
|
STAY
523
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $237K | 0.04% |
+12,000
| New | +$196K |
|
524
Allogene Therapeutics
ALLO
$601M
| $235K | 0.04% |
+6,667
| New | +$225K |
|
|
LTHM
525
DELISTED
Livent Corporation
LTHM
| $234K | 0.04% |
+13,500
| New | +$265K |
|
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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.