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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
CLF icon
626
Cleveland-Cliffs
CLF
$6.81B
– –
-16,462
Closed -$240K
CLVT icon
627
Clarivate
CLVT
$1.3B
– –
-8,863
Closed -$263K
CPRI icon
628
Capri Holdings
CPRI
$1.77B
– –
-14,436
Closed -$606K
CTRN icon
629
Citi Trends
CTRN
$524M
– –
-36,481
Closed -$1.81M
CUBE icon
630
CubeSmart
CUBE
$9.53B
– –
-41,732
Closed -$1.4M
CVLT icon
631
Commault Systems
CVLT
$5.89B
– –
-4,491
Closed -$249K
DCI icon
632
Donaldson
DCI
$10.8B
– –
-14,408
Closed -$805K
DE icon
633
Deere & Co
DE
$170B
– –
-2,626
Closed -$707K
DINO icon
634
HF Sinclair
DINO
$15.9B
– –
-8,877
Closed -$229K
DLR icon
635
Digital Realty Trust
DLR
$73.7B
– –
-10,047
Closed -$1.4M
DOV icon
636
Dover
DOV
$27.2B
– –
-1,904
Closed -$240K
DOW icon
637
Dow Inc
DOW
$21.6B
– –
-21,040
Closed -$1.17M
DRH icon
638
Diamondrock Hospitality Co
DRH
$2.63B
– –
-28,506
Closed -$235K
DTIL icon
639
Precision BioSciences
DTIL
$188M
– –
-484
Closed -$121K
DXCM icon
640
DexCom
DXCM
$27.6B
– –
-8,900
Closed -$823K
EIG icon
641
Employers Holdings
EIG
$908M
– –
-28,002
Closed -$901K
ENS icon
642
EnerSys
ENS
$6.95B
– –
-13,128
Closed -$1.09M
ESNT icon
643
Essent Group
ESNT
$6.06B
– –
-11,537
Closed -$498K
EXAS
644
DELISTED
Exact Sciences
EXAS
– –
-3,275
Closed -$434K
EXLS icon
645
EXL Service
EXLS
$4.23B
– –
-20,410
Closed -$348K
EXPD icon
646
Expeditors International
EXPD
$22.9B
– –
-16,766
Closed -$1.59M
EXPE icon
647
Expedia Group
EXPE
$31.2B
– –
-1,627
Closed -$215K
F icon
648
Ford
F
$57.3B
– –
-16,066
Closed -$141K
FAF icon
649
First American
FAF
$7.67B
– –
-22,869
Closed -$1.18M
FCF icon
650
First Commonwealth Financial
FCF
$2.12B
– –
-13,512
Closed -$148K
24 25
26
27 28

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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.