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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
VMI icon
776
Valmont Industries
VMI
$9.44B
– –
-8,318
Closed -$1.46M
VSH icon
777
Vishay Intertechnology
VSH
$5.86B
– –
-15,198
Closed -$315K
VTRS icon
778
Viatris
VTRS
$20.1B
– –
-21,034
Closed -$394K
WDAY icon
779
Workday
WDAY
$33.4B
– –
-1,913
Closed -$458K
WHD icon
780
Cactus
WHD
$3.83B
– –
-10,814
Closed -$282K
WRB icon
781
W.R. Berkley
WRB
$28B
– –
-47,383
Closed -$1.4M
XEL icon
782
Xcel Energy
XEL
$51B
– –
-25,427
Closed -$1.7M
CPAY icon
783
Corpay
CPAY
$24.2B
– –
-6,695
Closed -$1.83M
SEI
784
Solaris Energy Infrastructure
SEI
$3.31B
– –
-18,427
Closed -$150K
ONC
785
BeOne Medicines Ltd
ONC
$33.8B
– –
-2,322
Closed -$600K
BCPC
786
Balchem Corp
BCPC
$5.23B
– –
-5,933
Closed -$684K
SUM
787
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
– –
-17,506
Closed -$346K
RCM
788
DELISTED
R1 RCM Inc. Common Stock
RCM
– –
-11,403
Closed -$274K
SAVE
789
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-10,500
Closed -$257K
PRFT
790
DELISTED
Perficient Inc
PRFT
– –
-4,711
Closed -$224K
LSXMA
791
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
– –
-18,501
Closed -$587K
WRK
792
DELISTED
WestRock Company
WRK
– –
-29,265
Closed -$1.27M
SIX
793
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-18,700
Closed -$638K
AIRC
794
DELISTED
Apartment Income REIT Corp.
AIRC
– –
-16,968
Closed -$652K
SWAV
795
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
– –
-5,053
Closed -$524K
SRC
796
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-50,207
Closed -$2.02M
ARGO
797
DELISTED
Argo Group International Holdings, Ltd.
ARGO
– –
-36,954
Closed -$1.61M
RVLP
798
DELISTED
RVL Pharmaceuticals plc Ordinary Shares
RVLP
– –
-25,895
Closed -$107K
SURF
799
DELISTED
Surface Oncology, Inc. Common Stock
SURF
– –
-28,182
Closed -$260K
LSI
800
DELISTED
Life Storage, Inc.
LSI
– –
-12,519
Closed -$996K
29 30 31
32
33

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CCM
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GPC
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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
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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.