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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 | |
|---|---|---|---|---|---|---|
|
SNV
751
DELISTED
Synovus
SNV
| – | – |
-41,028
| Closed | -$1.33M |
|
752
Southern Company
SO
$110B
| – | – |
-9,536
| Closed | -$586K |
|
753
Sensata Technologies
ST
$6.65B
| – | – |
-17,062
| Closed | -$900K |
|
754
STMicroelectronics
STM
$46B
| – | – |
-49,467
| Closed | -$1.84M |
|
755
Starwood Property Trust
STWD
$6.12B
| – | – |
-23,459
| Closed | -$453K |
|
756
Sensient Technologies
SXT
$5.4B
| – | – |
-21,375
| Closed | -$1.58M |
|
757
Synchrony
SYF
$23.7B
| – | – |
-126,500
| Closed | -$4.39M |
|
758
TransAlta
TAC
$4.34B
| – | – |
-22,545
| Closed | -$171K |
|
759
Teledyne Technologies
TDY
$30.4B
| – | – |
-2,427
| Closed | -$951K |
|
760
Hanover Insurance
THG
$7.63B
| – | – |
-6,287
| Closed | -$735K |
|
761
TJX Companies
TJX
$170B
| – | – |
-6,821
| Closed | -$466K |
|
762
Timken Company
TKR
$9.82B
| – | – |
-12,061
| Closed | -$933K |
|
763
Terreno Realty
TRNO
$7.68B
| – | – |
-6,136
| Closed | -$359K |
|
764
Sixth Street Specialty
TSLX
$1.59B
| – | – |
-14,378
| Closed | -$298K |
|
765
Tyson Foods
TSN
$20.2B
| – | – |
-7,116
| Closed | -$459K |
|
766
Travere Therapeutics
TVTX
$5.33B
| – | – |
-26,818
| Closed | -$731K |
|
767
Tradeweb Markets
TW
$21.3B
| – | – |
-5,776
| Closed | -$361K |
|
768
Under Armour Class C
UA
$2.92B
| – | – |
-16,205
| Closed | -$241K |
|
769
United Bankshares
UBSI
$6.55B
| – | – |
-8,414
| Closed | -$273K |
|
770
Urban Edge Properties
UE
$2.94B
| – | – |
-55,869
| Closed | -$723K |
|
771
Unilever
UL
$131B
| – | – |
-9,295
| Closed | -$631K |
|
772
Union Pacific
UNP
$183B
| – | – |
-12,269
| Closed | -$2.56M |
|
773
US Bancorp
USB
$99.6B
| – | – |
-51,660
| Closed | -$2.41M |
|
774
VF Corp
VFC
$6.68B
| – | – |
-7,653
| Closed | -$654K |
|
775
Virtu Financial
VIRT
$5.2B
| – | – |
-38,609
| Closed | -$972K |
|
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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.