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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
TU icon
126
Telus
TU
$16B
$1.59M 0.25%
+79,760
New +$1.66M
ABBV icon
127
AbbVie
ABBV
$458B
$1.58M 0.24%
14,597
+2,703
+23% +$289K
SWX icon
128
Southwest Gas
SWX
$6.74B
$1.58M 0.24%
+22,992
New +$1.46M
PAYC icon
129
Paycom
PAYC
$6.78B
$1.56M 0.24%
4,220
+3,597
+577% +$1.42M
KRC icon
130
Kilroy Realty
KRC
$4.58B
$1.56M 0.24%
23,712
-6,711
-22% -$415K
GAP
131
The Gap Inc
GAP
$6.84B
$1.55M 0.24%
+52,219
New +$1.3M
Y
132
DELISTED
Alleghany Corp
Y
$1.55M 0.24%
2,483
-3,702
-60% -$2.29M
ELAN icon
133
Elanco Animal Health
ELAN
$12.4B
$1.52M 0.23%
+51,497
New +$1.58M
PGRE
134
DELISTED
Paramount Group
PGRE
$1.51M 0.23%
149,076
+116,876
+363% +$1.1M
XOM icon
135
ExxonMobil
XOM
$651B
$1.49M 0.23%
+26,767
New +$1.4M
ALXN
136
DELISTED
Alexion Pharmaceuticals
ALXN
$1.49M 0.23%
9,740
+5,869
+152% +$908K
CNNE icon
137
Cannae Holdings
CNNE
$647M
$1.48M 0.23%
37,457
+76
+0.2% +$3.07K
VMC icon
138
Vulcan Materials
VMC
$36.3B
$1.47M 0.23%
+8,712
New +$1.41M
WTW icon
139
Willis Towers Watson
WTW
$27.9B
$1.45M 0.22%
6,328
+927
+17% +$202K
PG icon
140
Procter & Gamble
PG
$343B
$1.43M 0.22%
+10,553
New +$1.38M
BMY icon
141
Bristol-Myers Squibb
BMY
$127B
$1.42M 0.22%
+22,528
New +$1.4M
W icon
142
Wayfair
W
$11.1B
$1.42M 0.22%
+4,510
New +$1.33M
AFG icon
143
American Financial Group
AFG
$11.9B
$1.4M 0.22%
12,273
-13,815
-53% -$1.43M
VNO icon
144
Vornado Realty Trust
VNO
$7.47B
$1.4M 0.22%
30,847
+10,624
+53% +$440K
VRTS icon
145
Virtus Investment Partners
VRTS
$1.11B
$1.4M 0.22%
+5,938
New +$1.43M
STL
146
DELISTED
Sterling Bancorp
STL
$1.37M 0.21%
59,564
+2,726
+5% +$58.6K
KSU
147
DELISTED
Kansas City Southern
KSU
$1.37M 0.21%
5,187
-3,158
-38% -$687K
PRKS icon
148
United Parks & Resorts
PRKS
$2.11B
$1.36M 0.21%
27,422
-8,300
-23% -$329K
ASML icon
149
ASML
ASML
$675B
$1.36M 0.21%
2,204
+1,694
+332% +$940K
STAG icon
150
STAG Industrial
STAG
$7.86B
$1.36M 0.21%
40,469
+5,324
+15% +$170K
4 5
6
7 8

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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
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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.