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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 | |
|---|---|---|---|---|---|---|
601
Advanced Micro Devices
AMD
$851B
| – | – |
-20,001
| Closed | -$1.83M |
|
602
American Superconductor
AMSC
$1.48B
| – | – |
-32,853
| Closed | -$769K |
|
603
AMERISAFE
AMSF
$569M
| – | – |
-12,656
| Closed | -$727K |
|
604
Arista Networks
ANET
$219B
| – | – |
-11,792
| Closed | -$214K |
|
|
ANSS
605
DELISTED
Ansys
ANSS
| – | – |
-1,882
| Closed | -$685K |
|
606
Artisan Partners
APAM
$2.79B
| – | – |
-16,731
| Closed | -$842K |
|
607
Ares Capital
ARCC
$13.5B
| – | – |
-12,435
| Closed | -$210K |
|
608
Arrowhead Research
ARWR
$12.1B
| – | – |
-5,186
| Closed | -$398K |
|
609
Associated Banc-Corp
ASB
$5.81B
| – | – |
-69,612
| Closed | -$1.19M |
|
610
ASE Group
ASX
$80.8B
| – | – |
-22,290
| Closed | -$130K |
|
611
ATI
ATI
$27B
| – | – |
-20,422
| Closed | -$342K |
|
612
Alibaba
BABA
$269B
| – | – |
-2,210
| Closed | -$514K |
|
613
Bally's
BALY
$672M
| – | – |
-11,147
| Closed | -$560K |
|
614
Brown-Forman Class B
BF.B
$12B
| – | – |
-20,981
| Closed | -$1.67M |
|
|
BNY
615
Bank of New York Mellon
BNY
$108B
| – | – |
-20,810
| Closed | -$883K |
|
616
Bankunited
BKU
$3.38B
| – | – |
-7,628
| Closed | -$265K |
|
617
Brady Corp
BRC
$4.45B
| – | – |
-7,153
| Closed | -$378K |
|
618
Bruker
BRKR
$9.2B
| – | – |
-16,741
| Closed | -$906K |
|
619
Boston Scientific
BSX
$65.8B
| – | – |
-76,369
| Closed | -$2.75M |
|
|
CADE
620
DELISTED
Cadence Bank
CADE
| – | – |
-17,261
| Closed | -$474K |
|
621
Carrier Global
CARR
$57.2B
| – | – |
-19,561
| Closed | -$738K |
|
622
Commerce Bancshares
CBSH
$8.5B
| – | – |
-8,880
| Closed | -$457K |
|
623
Crown Holdings
CCK
$12.8B
| – | – |
-7,398
| Closed | -$741K |
|
624
COPT Defense Properties
CDP
$4.31B
| – | – |
-12,508
| Closed | -$326K |
|
625
Charter Communications
CHTR
$14.7B
| – | – |
-827
| Closed | -$547K |
|
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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.