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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
NEM icon
101
Newmont
NEM
$99.2B
$1.85M 0.29%
30,725
+16,981
+124% +$1.02M
MNST icon
102
Monster Beverage
MNST
$91.1B
$1.85M 0.29%
40,610
-56,902
-58% -$2.55M
AA icon
103
Alcoa
AA
$11.8B
$1.85M 0.29%
56,804
+14,104
+33% +$357K
LVS icon
104
Las Vegas Sands
LVS
$30.4B
$1.84M 0.28%
30,255
+8,257
+38% +$483K
SWK icon
105
Stanley Black & Decker
SWK
$14.1B
$1.83M 0.28%
+9,148
New +$1.66M
AIZ icon
106
Assurant
AIZ
$13.7B
$1.78M 0.28%
12,579
+8,265
+192% +$1.11M
NVRO
107
DELISTED
NEVRO CORP.
NVRO
$1.78M 0.28%
12,747
-10,648
-46% -$1.74M
ARNA
108
DELISTED
Arena Pharmaceuticals Inc
ARNA
$1.74M 0.27%
25,101
-105
-0.4% -$8.08K
WYNN icon
109
Wynn Resorts
WYNN
$10B
$1.74M 0.27%
13,874
-1,395
-9% -$168K
WFC icon
110
Wells Fargo
WFC
$261B
$1.73M 0.27%
44,325
+6,208
+16% +$220K
SBAC icon
111
SBA Communications
SBAC
$18.5B
$1.72M 0.27%
6,193
-4,908
-44% -$1.3M
WDC icon
112
Western Digital
WDC
$178B
$1.72M 0.27%
34,002
+16,746
+97% +$783K
PLNT icon
113
Planet Fitness
PLNT
$4.27B
$1.71M 0.26%
22,070
+11,079
+101% +$879K
MOH icon
114
Molina Healthcare
MOH
$10.2B
$1.71M 0.26%
7,292
+1,723
+31% +$384K
EDU icon
115
New Oriental
EDU
$7.83B
$1.69M 0.26%
13,551
-134,040
-91% -$23.4M
COR
116
DELISTED
Coresite Realty Corporation
COR
$1.68M 0.26%
13,997
+9,983
+249% +$1.21M
MDU icon
117
MDU Resources
MDU
$4.43B
$1.68M 0.26%
+139,384
New +$1.52M
GL icon
118
Globe Life
GL
$13.4B
$1.67M 0.26%
17,262
-3,704
-18% -$355K
AQUA
119
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$1.65M 0.26%
62,765
+29,307
+88% +$781K
RJF icon
120
Raymond James Financial
RJF
$32.3B
$1.64M 0.25%
+20,114
New +$1.5M
HUBS icon
121
HubSpot
HUBS
$10.4B
$1.64M 0.25%
3,615
-149
-4% -$65.5K
IRT icon
122
Independence Realty Trust
IRT
$3.9B
$1.64M 0.25%
107,634
-20,089
-16% -$285K
HAE icon
123
Haemonetics
HAE
$3.6B
$1.63M 0.25%
14,666
+918
+7% +$114K
NTLA icon
124
Intellia Therapeutics
NTLA
$1.51B
$1.62M 0.25%
20,217
+13,995
+225% +$939K
CCEP icon
125
Coca-Cola Europacific Partners
CCEP
$46.5B
$1.61M 0.25%
30,963
-40,782
-57% -$2.07M
3 4
5
6 7

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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
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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.