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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 | |
|---|---|---|---|---|---|---|
576
Curis
CRIS
$9.53M
| $150K | 0.02% |
33
+3
| +10% | +$12.5K |
|
|
VG
577
DELISTED
Vonage Holdings Corporation
VG
| $146K | 0.02% |
+12,316
| New | +$160K |
|
|
LFC
578
DELISTED
China Life Insurance Company Ltd.
LFC
| $140K | 0.02% |
+13,427
| New | +$145K |
|
|
ORC
579
Orchid Island Capital
ORC
$1.31B
| $135K | 0.02% |
+4,499
| New | +$126K |
|
580
Turkcell
TKC
$4.84B
| $112K | 0.02% |
+24,050
| New | +$132K |
|
|
ATRS
581
DELISTED
Antares Pharma, Inc.
ATRS
| $112K | 0.02% |
27,169
-17,435
| -39% | -$75.6K |
|
582
AquaBounty Technologies
AQB
$4.68M
| $101K | 0.02% |
+750
| New | +$129K |
|
583
BGC Group
BGC
$5.58B
| $101K | 0.02% |
20,835
-37,065
| -64% | -$158K |
|
|
FSP
584
Franklin Street Properties
FSP
$44.8M
| $101K | 0.02% |
18,465
-56,676
| -75% | -$282K |
|
585
WisdomTree
WT
$2.97B
| $92K | 0.01% |
14,717
-3,476
| -19% | -$19.9K |
|
|
CTIC
586
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
| $76K | 0.01% |
26,009
+5,011
| +24% | +$16.4K |
|
|
CPRX
587
DELISTED
Catalyst Pharmaceutical
CPRX
| $60K | 0.01% |
13,104
-3,326
| -20% | -$13.2K |
|
|
CASI
588
DELISTED
CASI Pharmaceuticals
CASI
| $52K | 0.01% |
+2,156
| New | +$60.5K |
|
|
OTIC
589
DELISTED
Otonomy, Inc.
OTIC
| $43K | 0.01% |
+16,947
| New | +$69.5K |
|
590
Agilent Technologies
A
$39.1B
| – | – |
-3,386
| Closed | -$401K |
|
|
AAT
591
American Assets Trust
AAT
$1.49B
| – | – |
-12,201
| Closed | -$352K |
|
592
Ameris Bancorp
ABCB
$5.89B
| – | – |
-15,712
| Closed | -$598K |
|
593
AbCellera Biologics
ABCL
$1.62B
| – | – |
-5,274
| Closed | -$212K |
|
594
Abbott
ABT
$180B
| – | – |
-8,012
| Closed | -$877K |
|
595
Arch Capital
ACGL
$36.1B
| – | – |
-121,461
| Closed | -$4.38M |
|
596
ACI Worldwide
ACIW
$5.72B
| – | – |
-10,390
| Closed | -$399K |
|
597
Analog Devices
ADI
$181B
| – | – |
-23,402
| Closed | -$3.46M |
|
598
Agnico Eagle Mines
AEM
$72.6B
| – | – |
-2,917
| Closed | -$206K |
|
599
Alector
ALEC
$164M
| – | – |
-24,936
| Closed | -$377K |
|
600
Alamo Group
ALG
$2.01B
| – | – |
-2,274
| Closed | -$314K |
|
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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.