We are live on ! Find out more
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
MGP
51
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$2.56M 0.4%
78,574
+17,725
+29% +$574K
HIW icon
52
Highwoods Properties
HIW
$3.69B
$2.56M 0.4%
59,563
-37,948
-39% -$1.55M
EVRG icon
53
Evergy
EVRG
$20B
$2.54M 0.39%
42,647
+4,027
+10% +$223K
NOMD icon
54
Nomad Foods
NOMD
$1.63B
$2.52M 0.39%
+91,882
New +$2.38M
MO icon
55
Altria Group
MO
$122B
$2.52M 0.39%
+49,265
New +$2.21M
CPT icon
56
Camden Property Trust
CPT
$11.2B
$2.51M 0.39%
+22,825
New +$2.37M
PDM
57
Piedmont Realty Trust
PDM
$1.22B
$2.49M 0.38%
143,212
+18,977
+15% +$320K
AWK icon
58
American Water Works
AWK
$26.2B
$2.47M 0.38%
16,497
-642
-4% -$97.3K
STZ icon
59
Constellation Brands
STZ
$22.2B
$2.47M 0.38%
10,815
+3,288
+44% +$741K
ADBE icon
60
Adobe
ADBE
$88.4B
$2.46M 0.38%
5,182
-5,173
-50% -$2.42M
TWLO icon
61
Twilio
TWLO
$28.8B
$2.41M 0.37%
7,070
+846
+14% +$317K
FR icon
62
First Industrial Realty Trust
FR
$8.87B
$2.4M 0.37%
52,469
-10,111
-16% -$436K
ELS icon
63
Equity Lifestyle Properties
ELS
$12.9B
$2.39M 0.37%
37,538
-12,850
-26% -$799K
HZNP
64
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$2.35M 0.36%
25,503
-15,437
-38% -$1.3M
AMP icon
65
Ameriprise Financial
AMP
$46.5B
$2.33M 0.36%
10,032
+3,868
+63% +$836K
NKE icon
66
Nike
NKE
$61.8B
$2.32M 0.36%
17,451
+5,447
+45% +$757K
ACN icon
67
Accenture
ACN
$88.9B
$2.31M 0.36%
+8,372
New +$2.16M
ELV icon
68
Elevance Health
ELV
$81.7B
$2.31M 0.36%
6,443
-1,725
-21% -$555K
EQH icon
69
Equitable Holdings
EQH
$13.1B
$2.31M 0.36%
70,667
-19,669
-22% -$567K
AZN icon
70
AstraZeneca
AZN
$261B
$2.28M 0.35%
22,888
+10,718
+88% +$1.08M
D icon
71
Dominion Energy
D
$62.6B
$2.27M 0.35%
29,854
-37,086
-55% -$2.69M
VRNS icon
72
Varonis Systems
VRNS
$5.33B
$2.25M 0.35%
43,753
-5,087
-10% -$302K
EGP icon
73
EastGroup Properties
EGP
$11.6B
$2.23M 0.34%
15,547
-1,147
-7% -$161K
CF icon
74
CF Industries
CF
$19.1B
$2.2M 0.34%
48,493
-3,880
-7% -$175K
ORI icon
75
Old Republic International
ORI
$10.2B
$2.16M 0.33%
98,788
+83,897
+563% +$1.68M
1 2
3
4 5

Similar funds

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.