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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
ISEE
551
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$212K 0.03%
34,322
-12,523
-27% -$76K
LMNX
552
DELISTED
Luminex Corp
LMNX
$212K 0.03%
6,637
-4,402
-40% -$131K
EPRT icon
553
Essential Properties Realty Trust
EPRT
$6.99B
$211K 0.03%
9,234
-54,260
-85% -$1.21M
BAP icon
554
Credicorp
BAP
$30.9B
$208K 0.03%
+1,521
New +$236K
IGIC icon
555
International General Insurance
IGIC
$1.23B
$208K 0.03%
25,468
-1,466
-5% -$11.5K
FOXA icon
556
Fox Class A
FOXA
$23.2B
$206K 0.03%
+5,693
New +$199K
RNG icon
557
RingCentral
RNG
$4.05B
$206K 0.03%
690
-840
-55% -$309K
FOE
558
DELISTED
Ferro Corporation
FOE
$206K 0.03%
+12,220
New +$195K
IHRT icon
559
iHeartMedia
IHRT
$535M
$205K 0.03%
11,284
-45,864
-80% -$692K
CRWD icon
560
CrowdStrike
CRWD
$187B
$204K 0.03%
4,472
-34,680
-89% -$1.83M
TX icon
561
Ternium
TX
$9.29B
$204K 0.03%
+5,254
New +$169K
TCF
562
DELISTED
TCF Financial Corporation Common Stock
TCF
$203K 0.03%
+4,362
New +$193K
BYD icon
563
Boyd Gaming
BYD
$6.47B
$202K 0.03%
3,419
-28,449
-89% -$1.55M
CELL
564
DELISTED
PhenomeX Inc. Common Stock
CELL
$202K 0.03%
+4,022
New +$274K
AKBA icon
565
Akebia Therapeutics
AKBA
$327M
$201K 0.03%
+59,367
New +$214K
MDB icon
566
MongoDB
MDB
$24B
$201K 0.03%
+752
New +$266K
PLYM
567
DELISTED
Plymouth Industrial REIT
PLYM
$199K 0.03%
11,794
-26,878
-70% -$420K
FOLD
568
DELISTED
Amicus Therapeutics
FOLD
$197K 0.03%
19,954
-4,462
-18% -$69.1K
PAX icon
569
Patria Investments
PAX
$1.72B
$197K 0.03%
+11,315
New +$217K
PBR.A icon
570
Petrobras Class A
PBR.A
$107B
$183K 0.03%
21,598
-159,186
-88% -$1.51M
EAF icon
571
GrafTech
EAF
$194M
$182K 0.03%
1,491
-17
-1% -$1.96K
CNH
572
CNH Industrial
CNH
$13.8B
$179K 0.03%
13,169
-6,130
-32% -$77.1K
APLE icon
573
Apple Hospitality REIT
APLE
$3.96B
$164K 0.03%
+11,250
New +$156K
IRWD icon
574
Ironwood Pharmaceuticals
IRWD
$611M
$163K 0.03%
+14,623
New +$154K
GYRE icon
575
Gyre Therapeutics
GYRE
$662M
$151K 0.02%
+4,000
New +$183K
21 22
23
24 25

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.