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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
OC icon
201
Owens Corning
OC
$11.5B
$1.1M 0.17%
11,899
-13,660
-53% -$1.15M
PACB icon
202
Pacific Biosciences
PACB
$422M
$1.1M 0.17%
32,903
-4,326
-12% -$151K
ENTG icon
203
Entegris
ENTG
$19.7B
$1.07M 0.17%
9,602
+3,232
+51% +$333K
KKR icon
204
KKR & Co
KKR
$89.2B
$1.07M 0.17%
21,883
+6,184
+39% +$277K
DTE icon
205
DTE Energy
DTE
$31.1B
$1.06M 0.16%
+9,375
New +$984K
ACC
206
DELISTED
American Campus Communities, Inc.
ACC
$1.06M 0.16%
+24,594
New +$1.04M
ROK icon
207
Rockwell Automation
ROK
$51.4B
$1.06M 0.16%
+3,978
New +$1.01M
AMT icon
208
American Tower
AMT
$77.7B
$1.04M 0.16%
4,368
-9,015
-67% -$2.01M
BKNG icon
209
Booking.com
BKNG
$138B
$1.04M 0.16%
11,200
+6,725
+150% +$597K
SYNH
210
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$1.04M 0.16%
13,747
-14,169
-51% -$1.07M
CDNS icon
211
Cadence Design Systems
CDNS
$90B
$1.04M 0.16%
+7,602
New +$1.02M
TMUS icon
212
T-Mobile US
TMUS
$193B
$1.04M 0.16%
8,308
-40,933
-83% -$5.16M
NTRA icon
213
Natera
NTRA
$37.5B
$1.04M 0.16%
10,236
-5,037
-33% -$552K
BKH icon
214
Black Hills Corp
BKH
$5.73B
$1.03M 0.16%
15,506
+7,752
+100% +$482K
DECK icon
215
Deckers Outdoor
DECK
$13.3B
$1.03M 0.16%
+18,756
New +$1M
CM icon
216
Canadian Imperial Bank of Commerce
CM
$107B
$1.03M 0.16%
21,060
+16,098
+324% +$744K
VAR
217
DELISTED
Varian Medical Systems, Inc.
VAR
$1.03M 0.16%
5,827
+2,756
+90% +$485K
LIVN icon
218
LivaNova
LIVN
$4.3B
$1.03M 0.16%
13,936
+2,263
+19% +$161K
WLK icon
219
Westlake Corp
WLK
$9.46B
$1.03M 0.16%
+11,581
New +$1.01M
EWBC icon
220
East-West Bancorp
EWBC
$17.9B
$1.02M 0.16%
13,794
-2,135
-13% -$145K
COR icon
221
Cencora
COR
$60.3B
$1.01M 0.16%
8,598
+3,047
+55% +$330K
CXT icon
222
Crane NXT
CXT
$3.04B
$1.01M 0.16%
31,047
-3,619
-10% -$107K
CL icon
223
Colgate-Palmolive
CL
$72.6B
$1M 0.16%
+12,706
New +$996K
LUNG icon
224
Pulmonx
LUNG
$49.4M
$995K 0.15%
+21,756
New +$1.25M
HIG icon
225
Hartford Financial Services
HIG
$38.5B
$989K 0.15%
+14,810
New +$800K
7 8
9
10 11

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.