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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
INFO
151
DELISTED
IHS Markit Ltd. Common Shares
INFO
$1.36M 0.21%
14,014
+78
+0.6% +$7.13K
FND icon
152
Floor & Decor
FND
$5.81B
$1.35M 0.21%
+14,181
New +$1.38M
PGR icon
153
Progressive
PGR
$124B
$1.34M 0.21%
+13,992
New +$1.27M
CONE
154
DELISTED
CyrusOne Inc Common Stock
CONE
$1.33M 0.21%
19,718
-6,070
-24% -$421K
DD icon
155
DuPont de Nemours
DD
$18.6B
$1.32M 0.2%
13,586
-26,215
-66% -$2.51M
SR icon
156
Spire
SR
$4.92B
$1.32M 0.2%
17,830
-2,152
-11% -$144K
USFD icon
157
US Foods
USFD
$21.4B
$1.32M 0.2%
+34,557
New +$1.25M
EL icon
158
Estee Lauder
EL
$29B
$1.31M 0.2%
4,516
-526
-10% -$144K
BG icon
159
Bunge Global
BG
$23.6B
$1.31M 0.2%
16,500
-44,321
-73% -$3.29M
ON icon
160
ON Semiconductor
ON
$33.8B
$1.3M 0.2%
31,199
-16,986
-35% -$652K
SGRY icon
161
Surgery Partners
SGRY
$2.06B
$1.3M 0.2%
29,328
-14,520
-33% -$539K
VOYA icon
162
Voya Financial
VOYA
$8.94B
$1.3M 0.2%
20,398
-10,999
-35% -$661K
ALL icon
163
Allstate
ALL
$66.9B
$1.29M 0.2%
11,252
+7,365
+189% +$812K
MRTX
164
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$1.29M 0.2%
7,530
+299
+4% +$59.2K
PVH icon
165
PVH
PVH
$3.71B
$1.28M 0.2%
12,156
+630
+5% +$62.3K
SBUX icon
166
Starbucks
SBUX
$118B
$1.28M 0.2%
11,734
-22,625
-66% -$2.38M
BRSL
167
Brightstar Lottery PLC
BRSL
$1.91B
$1.27M 0.2%
79,096
+14,350
+22% +$253K
TITN icon
168
Titan Machinery
TITN
$466M
$1.26M 0.19%
49,416
-14,702
-23% -$354K
PACW
169
DELISTED
PacWest Bancorp
PACW
$1.25M 0.19%
32,763
-9,854
-23% -$346K
BPMC
170
DELISTED
Blueprint Medicines
BPMC
$1.25M 0.19%
12,843
+4,116
+47% +$411K
RNR icon
171
RenaissanceRe
RNR
$13.8B
$1.24M 0.19%
7,741
-17,744
-70% -$2.87M
FELE icon
172
Franklin Electric
FELE
$4.67B
$1.24M 0.19%
15,707
+6,570
+72% +$492K
AVTR icon
173
Avantor
AVTR
$7.81B
$1.24M 0.19%
42,840
-13,561
-24% -$391K
UNH icon
174
UnitedHealth
UNH
$382B
$1.24M 0.19%
3,328
+2,661
+399% +$922K
RY icon
175
Royal Bank of Canada
RY
$291B
$1.24M 0.19%
13,419
+9,879
+279% +$860K
5 6
7
8 9

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.