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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 | |
|---|---|---|---|---|---|---|
651
FirstCash
FCFS
$8.55B
| – | – |
-10,380
| Closed | -$727K |
|
|
FISV
652
Fiserv Inc
FISV
$27.2B
| – | – |
-55,471
| Closed | -$6.32M |
|
|
FITB
653
Fifth Third Bancorp
FITB
$52B
| – | – |
-111,574
| Closed | -$3.08M |
|
654
Flex
FLEX
$43.4B
| – | – |
-29,843
| Closed | -$404K |
|
655
FirstService
FSV
$6.32B
| – | – |
-1,577
| Closed | -$216K |
|
656
Genpact
G
$5.3B
| – | – |
-41,633
| Closed | -$1.72M |
|
657
Green Dot
GDOT
$753M
| – | – |
-7,429
| Closed | -$415K |
|
658
GDS Holdings
GDS
$6.34B
| – | – |
-6,146
| Closed | -$576K |
|
|
GES
659
DELISTED
Guess Inc
GES
| – | – |
-22,461
| Closed | -$508K |
|
660
GFL Environmental
GFL
$14.3B
| – | – |
-10,945
| Closed | -$319K |
|
661
Genmab
GMAB
$17.7B
| – | – |
-14,751
| Closed | -$600K |
|
662
Gentex
GNTX
$4.88B
| – | – |
-30,157
| Closed | -$1.02M |
|
663
Alphabet (Google) Class C
GOOG
$3.9T
| – | – |
-35,700
| Closed | -$3.13M |
|
|
GRMN
664
Garmin
GRMN
$46.9B
| – | – |
-5,979
| Closed | -$715K |
|
665
Goodyear
GT
$2.07B
| – | – |
-39,645
| Closed | -$433K |
|
666
Gray Television
GTN
$407M
| – | – |
-21,221
| Closed | -$380K |
|
667
HCA Healthcare
HCA
$84.8B
| – | – |
-21,135
| Closed | -$3.48M |
|
|
668
Home Depot
HD
$332B
| – | – |
-19,019
| Closed | -$5.05M |
|
669
HEICO Corp
HEI
$48.9B
| – | – |
-6,594
| Closed | -$873K |
|
670
Hamilton Lane
HLNE
$3.63B
| – | – |
-3,163
| Closed | -$247K |
|
|
HOLX
671
DELISTED
Hologic
HOLX
| – | – |
-12,946
| Closed | -$943K |
|
672
Honeywell
HON
$77.1B
| – | – |
-1,326
| Closed | -$266K |
|
673
Healthcare Realty
HR
$7.42B
| – | – |
-112,541
| Closed | -$3.1M |
|
674
Heron Therapeutics
HRTX
$86.3M
| – | – |
-32,137
| Closed | -$680K |
|
675
Hershey
HSY
$35.4B
| – | – |
-13,959
| Closed | -$2.13M |
|
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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.