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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
TIG
801
DELISTED
Trean Insurance Group, Inc. Common Stock
TIG
– –
-54,261
Closed -$711K
IAA
802
DELISTED
IAA, Inc. Common Stock
IAA
– –
-10,796
Closed -$702K
MNRL
803
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
– –
-11,793
Closed -$130K
AVLR
804
DELISTED
Avalara, Inc.
AVLR
– –
-8,003
Closed -$1.32M
MTOR
805
DELISTED
MERITOR, Inc.
MTOR
– –
-14,995
Closed -$419K
ZNGA
806
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-16,749
Closed -$165K
DISCK
807
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-148,784
Closed -$3.9M
KRA
808
DELISTED
Kraton Corporation
KRA
– –
-14,700
Closed -$409K
CNST
809
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
– –
-20,746
Closed -$597K
GWPH
810
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-10,810
Closed -$1.25M
FPRX
811
DELISTED
Five Prime Therapeutics, Inc.
FPRX
– –
-19,113
Closed -$325K
ACIA
812
DELISTED
Acacia Communications Inc
ACIA
– –
-16,287
Closed -$1.19M
CXO
813
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-9,788
Closed -$571K
FIT
814
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-67,056
Closed -$456K
TIF
815
DELISTED
Tiffany & Co.
TIF
– –
-7,994
Closed -$1.05M
CCMP
816
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-1,461
Closed -$221K
ARCH
817
DELISTED
Arch Resources, Inc.
ARCH
– –
-9,491
Closed -$415K
CBPO
818
DELISTED
China Biologic Products Holdings, Inc.
CBPO
– –
-2,052
Closed -$242K
DISH
819
DELISTED
DISH Network Corp.
DISH
– –
-11,710
Closed -$379K
HIBB
820
DELISTED
Hibbett, Inc. Common Stock
HIBB
– –
-4,871
Closed -$225K
BBL
821
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-78,090
Closed -$4.14M
ENV
822
DELISTED
ENVESTNET, INC.
ENV
– –
-2,906
Closed -$239K
CADE
823
DELISTED
Cadence Bancorporation
CADE
– –
-26,995
Closed -$443K
29 30 31 32
33

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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.