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
OKTA icon
726
Okta
OKTA
$24.1B
– –
-4,385
Closed -$1.11M
OM icon
727
Outset Medical
OM
$74.9M
– –
-278
Closed -$237K
OMCL icon
728
Omnicell
OMCL
$1.86B
– –
-3,475
Closed -$417K
ACH
729
Accendra Health
ACH
$240M
– –
-20,881
Closed -$565K
ONB icon
730
Old National Bancorp
ONB
$10.1B
– –
-53,629
Closed -$888K
OSIS icon
731
OSI Systems
OSIS
$3.57B
– –
-4,522
Closed -$422K
PCAR icon
732
PACCAR
PCAR
$69.6B
– –
-4,200
Closed -$242K
PINS icon
733
Pinterest
PINS
$12.4B
– –
-14,616
Closed -$963K
PLAB icon
734
Photronics
PLAB
$1.79B
– –
-11,750
Closed -$131K
PM icon
735
Philip Morris
PM
$301B
– –
-26,600
Closed -$2.2M
PRPL icon
736
Purple Innovation
PRPL
$33.2M
– –
-1,988
Closed -$1.64M
PSN icon
737
Parsons
PSN
$6.28B
– –
-14,007
Closed -$510K
QCOM icon
738
Qualcomm
QCOM
$176B
– –
-1,647
Closed -$251K
QGEN icon
739
CALL
Qiagen
QGEN
$8.53B
– –
-4,511
Closed -$253K
QRVO icon
740
Qorvo
QRVO
$7.63B
– –
-15,709
Closed -$2.61M
RDN icon
741
Radian Group
RDN
$5.14B
– –
-22,007
Closed -$446K
REYN icon
742
Reynolds Consumer Products
REYN
$5.4B
– –
-25,323
Closed -$761K
RGNX icon
743
Regenxbio
RGNX
$623M
– –
-4,540
Closed -$206K
RH icon
744
RH
RH
$3.3B
– –
-2,492
Closed -$1.11M
RLI icon
745
RLI Corp
RLI
$5.68B
– –
-21,134
Closed -$1.1M
ROST icon
746
Ross Stores
ROST
$76.6B
– –
-20,670
Closed -$2.54M
SAM icon
747
Boston Beer
SAM
$1.88B
– –
-1,120
Closed -$1.11M
SLQT icon
748
SelectQuote
SLQT
$114M
– –
-18,214
Closed -$378K
SMG icon
749
ScottsMiracle-Gro
SMG
$4.03B
– –
-8,150
Closed -$1.62M
SNDR icon
750
Schneider National
SNDR
$6.59B
– –
-30,487
Closed -$631K
28 29
30
31 32

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.