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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 | |
|---|---|---|---|---|---|---|
526
Avalo Therapeutics
AVTX
$976M
| $232K | 0.04% |
+27
| New | +$255K |
|
527
Blue Owl Capital
OBDC
$5.35B
| $232K | 0.04% |
16,812
-1,691
| -9% | -$23K |
|
528
lululemon athletica
LULU
$13B
| $230K | 0.04% |
750
-5,461
| -88% | -$1.79M |
|
529
Relay Therapeutics
RLAY
$4.02B
| $230K | 0.04% |
+6,667
| New | +$289K |
|
|
SF
530
Stifel
SF
$12.3B
| $230K | 0.04% |
+5,393
| New | +$210K |
|
|
PPL
531
PPL Corp
PPL
$27.3B
| $228K | 0.04% |
+7,909
| New | +$221K |
|
|
TVTY
532
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $228K | 0.04% |
+10,203
| New | +$234K |
|
533
British American Tobacco
BTI
$132B
| $227K | 0.04% |
+5,850
| New | +$220K |
|
534
Newmark Group
NMRK
$2.73B
| $226K | 0.04% |
+22,617
| New | +$203K |
|
535
Aldeyra Therapeutics
ALDX
$91.7M
| $225K | 0.03% |
18,902
-6,573
| -26% | -$75.7K |
|
536
Nasdaq
NDAQ
$51.5B
| $225K | 0.03% |
4,578
-45,588
| -91% | -$2.16M |
|
537
Intercontinental Exchange
ICE
$82.4B
| $224K | 0.03% |
+2,009
| New | +$228K |
|
538
Simon Property Group
SPG
$74.5B
| $222K | 0.03% |
+1,951
| New | +$204K |
|
539
Victory Capital Holdings
VCTR
$6.08B
| $222K | 0.03% |
+8,687
| New | +$213K |
|
|
FFWM
540
DELISTED
First Foundation Inc
FFWM
| $217K | 0.03% |
+9,235
| New | +$206K |
|
541
Gen Digital
GEN
$15.6B
| $217K | 0.03% |
+10,202
| New | +$214K |
|
542
Royal Caribbean
RCL
$78.7B
| $217K | 0.03% |
+2,535
| New | +$201K |
|
|
AEL
543
DELISTED
American Equity Investment Life Holding Company
AEL
| $217K | 0.03% |
+6,885
| New | +$205K |
|
544
Sea Limited
SE
$61.2B
| $215K | 0.03% |
964
-3,490
| -78% | -$811K |
|
|
TGNA
545
DELISTED
TEGNA Inc
TGNA
| $214K | 0.03% |
+11,365
| New | +$199K |
|
546
TransUnion
TRU
$14.8B
| $214K | 0.03% |
2,380
-17,409
| -88% | -$1.57M |
|
547
Lincoln National
LNC
$7.91B
| $213K | 0.03% |
3,420
-702
| -17% | -$38.8K |
|
|
MRSN
548
DELISTED
Mersana Therapeutics
MRSN
| $213K | 0.03% |
527
-160
| -23% | -$77.6K |
|
|
DX
549
Dynex Capital
DX
$2.99B
| $212K | 0.03% |
+11,206
| New | +$206K |
|
550
Synopsys
SNPS
$71.5B
| $212K | 0.03% |
+855
| New | +$217K |
|
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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.