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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
HTLD icon
676
Heartland Express
HTLD
$1.11B
– –
-26,145
Closed -$473K
HUBG icon
677
HUB Group
HUBG
$3.01B
– –
-9,658
Closed -$275K
HYFM icon
678
Hydrofarm Holdings
HYFM
$3.13M
– –
-1,463
Closed -$769K
IIIV icon
679
i3 Verticals
IIIV
$395M
– –
-28,600
Closed -$950K
IMVT icon
680
Immunovant
IMVT
$8.09B
– –
-6,915
Closed -$319K
IP icon
681
International Paper
IP
$22.3B
– –
-34,938
Closed -$1.65M
IQV icon
682
IQVIA
IQV
$34.7B
– –
-4,198
Closed -$752K
ITW icon
683
Illinois Tool Works
ITW
$81.4B
– –
-1,180
Closed -$241K
JACK icon
684
Jack in the Box
JACK
$278M
– –
-13,041
Closed -$1.21M
JRVR icon
685
James River Group Holdings
JRVR
$218M
– –
-42,206
Closed -$2.07M
KIM icon
686
Kimco Realty
KIM
$17.6B
– –
-42,841
Closed -$643K
KN icon
687
Knowles
KN
$3.22B
– –
-22,434
Closed -$413K
KNSA icon
688
Kiniksa Pharmaceuticals
KNSA
$4.83B
– –
-17,669
Closed -$312K
KPTI icon
689
Karyopharm Therapeutics
KPTI
$168M
– –
-732
Closed -$170K
LAD icon
690
Lithia Motors
LAD
$7.78B
– –
-752
Closed -$220K
LAMR icon
691
Lamar Advertising Co
LAMR
$16.2B
– –
-9,039
Closed -$752K
LBRDK icon
692
Liberty Broadband Class C
LBRDK
$4.15B
– –
-2,814
Closed -$446K
LBTYA icon
693
Liberty Global Class A
LBTYA
$3.28B
– –
-14,691
Closed -$356K
LLY icon
694
Eli Lilly
LLY
$1.07T
– –
-5,044
Closed -$852K
LNG icon
695
Cheniere Energy
LNG
$56.5B
– –
-7,080
Closed -$425K
LNT icon
696
Alliant Energy
LNT
$19.4B
– –
-16,710
Closed -$861K
LOGI icon
697
Logitech
LOGI
$15.2B
– –
-3,089
Closed -$300K
LOPE icon
698
Grand Canyon Education
LOPE
$3.71B
– –
-5,236
Closed -$488K
LPLA icon
699
LPL Financial
LPLA
$26.3B
– –
-17,541
Closed -$1.83M
LPX icon
700
Louisiana-Pacific
LPX
$5.2B
– –
-6,368
Closed -$237K
26 27
28
29 30

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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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.