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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
REG icon
176
Regency Centers
REG
$15B
$1.23M 0.19%
21,757
+293
+1% +$15.3K
GLPI icon
177
Gaming and Leisure Properties
GLPI
$12.8B
$1.22M 0.19%
28,847
-13,053
-31% -$553K
CB icon
178
Chubb
CB
$140B
$1.21M 0.19%
+7,673
New +$1.24M
WBT
179
DELISTED
Welbilt, Inc.
WBT
$1.21M 0.19%
74,555
-5,500
-7% -$82.7K
MBUU icon
180
Malibu Boats
MBUU
$544M
$1.21M 0.19%
+15,149
New +$1.17M
POLY
181
DELISTED
Plantronics, Inc.
POLY
$1.2M 0.19%
30,879
+5,224
+20% +$196K
EIX icon
182
Edison International
EIX
$30.7B
$1.19M 0.18%
+20,371
New +$1.2M
VRTX icon
183
Vertex Pharmaceuticals
VRTX
$121B
$1.17M 0.18%
5,452
+1,085
+25% +$238K
STC icon
184
Stewart Information Services
STC
$2.05B
$1.17M 0.18%
22,414
-3,541
-14% -$180K
WH icon
185
Wyndham Hotels & Resorts
WH
$5.5B
$1.17M 0.18%
16,711
+11,461
+218% +$732K
AL
186
DELISTED
Air Lease Corp
AL
$1.17M 0.18%
+23,772
New +$1.08M
MTB icon
187
M&T Bank
MTB
$36.2B
$1.17M 0.18%
7,684
-1,317
-15% -$194K
OTIS icon
188
Otis Worldwide
OTIS
$27.6B
$1.16M 0.18%
16,988
-21,998
-56% -$1.44M
COF icon
189
Capital One
COF
$124B
$1.15M 0.18%
9,073
-26,164
-74% -$3.08M
ASO icon
190
Academy Sports + Outdoors
ASO
$2.89B
$1.15M 0.18%
42,709
-62,144
-59% -$1.49M
SEIC icon
191
SEI Investments
SEIC
$11.9B
$1.15M 0.18%
18,907
-3,331
-15% -$195K
MS icon
192
Morgan Stanley
MS
$337B
$1.14M 0.18%
14,692
-16,169
-52% -$1.24M
AMZN icon
193
Amazon
AMZN
$2.5T
$1.13M 0.18%
7,320
-56,160
-88% -$8.9M
RVTY icon
194
Revvity
RVTY
$12.3B
$1.12M 0.17%
8,764
-2,040
-19% -$283K
TT icon
195
Trane Technologies
TT
$106B
$1.12M 0.17%
6,749
-4,889
-42% -$757K
VICI icon
196
VICI Properties
VICI
$29.4B
$1.11M 0.17%
+39,387
New +$1.07M
ROP icon
197
Roper Technologies
ROP
$36.3B
$1.11M 0.17%
+2,751
New +$1.1M
ALLY icon
198
Ally Financial
ALLY
$13.1B
$1.1M 0.17%
24,442
-10,130
-29% -$424K
AAPL icon
199
Apple
AAPL
$4.89T
$1.1M 0.17%
9,042
-14,440
-61% -$1.85M
GIS icon
200
General Mills
GIS
$19.2B
$1.1M 0.17%
+17,914
New +$1.03M
6 7
8
9 10

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.