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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
LRCX icon
701
Lam Research
LRCX
$382B
– –
-18,840
Closed -$890K
LUMN icon
702
Lumen
LUMN
$6.53B
– –
-24,200
Closed -$236K
LUV icon
703
Southwest Airlines
LUV
$22.1B
– –
-48,357
Closed -$2.25M
LXRX icon
704
Lexicon Pharmaceuticals
LXRX
$1.02B
– –
-34,086
Closed -$117K
MASI
705
DELISTED
Masimo
MASI
– –
-2,424
Closed -$651K
MASS icon
706
908 Devices
MASS
$293M
– –
-4,097
Closed -$233K
MCS icon
707
Marcus Corp
MCS
$732M
– –
-18,201
Closed -$245K
MET icon
708
MetLife
MET
$61B
– –
-21,405
Closed -$1M
MFA
709
MFA Financial
MFA
$929M
– –
-9,723
Closed -$151K
MGRC icon
710
McGrath RentCorp
MGRC
$2.94B
– –
-4,638
Closed -$311K
MKL icon
711
Markel Group
MKL
$25B
– –
-3,244
Closed -$3.35M
MLAB icon
712
Mesa Laboratories
MLAB
$539M
– –
-842
Closed -$241K
MLCO icon
713
Melco Resorts & Entertainment
MLCO
$2.1B
– –
-22,344
Closed -$414K
MLI icon
714
Mueller Industries
MLI
$14.1B
– –
-50,952
Closed -$447K
MUSA icon
715
Murphy USA
MUSA
$11.3B
– –
-8,140
Closed -$1.06M
NFLX icon
716
Netflix
NFLX
$292B
– –
-6,510
Closed -$352K
NSA
717
DELISTED
National Storage Affiliates Trust
NSA
– –
-36,193
Closed -$1.3M
NTAP icon
718
NetApp
NTAP
$32.9B
– –
-10,121
Closed -$670K
NTR icon
719
Nutrien
NTR
$32.7B
– –
-11,200
Closed -$539K
NTST
720
NETSTREIT Corp
NTST
$2.16B
– –
-28,754
Closed -$560K
NVT icon
721
nVent Electric
NVT
$24.5B
– –
-39,876
Closed -$929K
NWN icon
722
Northwest Natural Holdings
NWN
$2.17B
– –
-11,948
Closed -$549K
NXST icon
723
Nexstar Media Group
NXST
$5.6B
– –
-2,604
Closed -$284K
OFIX icon
724
Orthofix Medical
OFIX
$455M
– –
-6,134
Closed -$264K
OHI icon
725
Omega Healthcare
OHI
$15.4B
– –
-18,098
Closed -$657K
27 28
29
30 31

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TMNFIC
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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
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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.