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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
DIS icon
76
Walt Disney
DIS
$166B
$2.16M 0.33%
11,690
+4,360
+59% +$804K
POST icon
77
Post Holdings
POST
$4.18B
$2.15M 0.33%
+31,122
New +$2.04M
WST icon
78
West Pharmaceutical
WST
$23.9B
$2.15M 0.33%
7,639
+1,095
+17% +$313K
ZBH icon
79
Zimmer Biomet
ZBH
$17.8B
$2.14M 0.33%
13,753
+401
+3% +$62.1K
VALE icon
80
Vale
VALE
$63.4B
$2.12M 0.33%
122,056
-103,750
-46% -$1.81M
COLD icon
81
Americold
COLD
$4.05B
$2.12M 0.33%
55,078
-688
-1% -$24.7K
GS icon
82
Goldman Sachs
GS
$316B
$2.08M 0.32%
6,351
-11,358
-64% -$3.54M
POR icon
83
Portland General Electric
POR
$6.07B
$2.07M 0.32%
43,579
+14,149
+48% +$618K
CVS icon
84
CVS Health
CVS
$138B
$2.06M 0.32%
27,346
+10,797
+65% +$786K
ACHC icon
85
Acadia Healthcare
ACHC
$3.23B
$2.05M 0.32%
35,948
+6,258
+21% +$339K
BIDU icon
86
Baidu
BIDU
$36.3B
$2.04M 0.32%
9,358
+8,072
+628% +$2.11M
NEE icon
87
NextEra Energy
NEE
$187B
$2.01M 0.31%
26,560
+12,656
+91% +$988K
BA icon
88
Boeing
BA
$166B
$2M 0.31%
7,837
+2,983
+61% +$663K
CC icon
89
Chemours
CC
$2.62B
$1.99M 0.31%
+71,290
New +$1.9M
OEC icon
90
Orion
OEC
$405M
$1.95M 0.3%
98,981
-11,460
-10% -$206K
UAL icon
91
United Airlines
UAL
$39B
$1.94M 0.3%
33,790
+19,790
+141% +$966K
FHN icon
92
First Horizon
FHN
$12.1B
$1.94M 0.3%
114,921
-4,395
-4% -$69.5K
BPOP icon
93
Popular Inc
BPOP
$11B
$1.93M 0.3%
27,506
+10,466
+61% +$678K
MXIM
94
DELISTED
Maxim Integrated Products
MXIM
$1.93M 0.3%
21,146
+5
+0% +$459
TDG icon
95
TransDigm Group
TDG
$70.1B
$1.93M 0.3%
+3,282
New +$1.93M
TSM icon
96
TSMC
TSM
$2.11T
$1.9M 0.29%
16,070
+4,822
+43% +$597K
DAL icon
97
Delta Air Lines
DAL
$56.1B
$1.89M 0.29%
39,225
+13,391
+52% +$592K
SGI
98
Somnigroup International
SGI
$15.1B
$1.88M 0.29%
51,530
+14,055
+38% +$455K
NCLH icon
99
Norwegian Cruise Line
NCLH
$9.04B
$1.87M 0.29%
67,787
+47,785
+239% +$1.27M
SYY icon
100
Sysco
SYY
$39.7B
$1.86M 0.29%
23,575
+8,191
+53% +$635K
2 3
4
5 6

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.