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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
VT icon
1
Vanguard Total World Stock ETF
VT
$77.2B
$10.2M 1.57%
104,465
– –
META icon
2
Meta Platforms (Facebook)
META
$1.59T
$6.59M 1.02%
22,379
+7,835
+54% +$2.11M
CRL icon
3
Charles River Laboratories
CRL
$10.5B
$5.86M 0.91%
20,212
-3,186
-14% -$886K
MRK icon
4
Merck
MRK
$315B
$5.62M 0.87%
76,351
+48,254
+172% +$3.56M
MA icon
5
Mastercard
MA
$470B
$5.3M 0.82%
14,883
+12,692
+579% +$4.43M
RTX icon
6
RTX Corp
RTX
$262B
$5.24M 0.81%
67,820
+35,829
+112% +$2.61M
MDT icon
7
Medtronic
MDT
$105B
$5.16M 0.8%
43,656
+111
+0.3% +$13K
MCD icon
8
McDonald's
MCD
$187B
$5.1M 0.79%
22,763
+17,850
+363% +$3.82M
PEP icon
9
PepsiCo
PEP
$185B
$4.78M 0.74%
33,818
+19,118
+130% +$2.62M
MSFT icon
10
Microsoft
MSFT
$2.9T
$4.63M 0.72%
19,641
+42
+0.2% +$9.74K
AEP icon
11
American Electric Power
AEP
$72.4B
$4.6M 0.71%
54,272
+46,525
+601% +$3.75M
LH icon
12
Labcorp
LH
$23.1B
$4.41M 0.68%
20,124
+4,049
+25% +$813K
MCK icon
13
McKesson
MCK
$95.3B
$4.36M 0.67%
22,347
+1,526
+7% +$279K
ADC icon
14
Agree Realty
ADC
$9.63B
$4.35M 0.67%
64,676
+7,423
+13% +$484K
AMAT icon
15
Applied Materials
AMAT
$440B
$4.26M 0.66%
31,908
+8,090
+34% +$892K
INVH icon
16
Invitation Homes
INVH
$17.5B
$4.21M 0.65%
131,647
-7,412
-5% -$222K
EHC icon
17
Encompass Health
EHC
$11B
$3.96M 0.61%
60,787
-2,199
-3% -$143K
GPN icon
18
Global Payments
GPN
$21.6B
$3.95M 0.61%
19,577
+8,691
+80% +$1.73M
NVST icon
19
Envista
NVST
$4.3B
$3.88M 0.6%
95,227
-3,127
-3% -$119K
ATO icon
20
Atmos Energy
ATO
$29.8B
$3.79M 0.59%
38,390
-14,536
-27% -$1.32M
RACE icon
21
Ferrari
RACE
$65.4B
$3.7M 0.57%
17,695
+7,099
+67% +$1.45M
NOW icon
22
ServiceNow
NOW
$98.4B
$3.67M 0.57%
36,640
-3,235
-8% -$342K
UDR icon
23
UDR
UDR
$12.8B
$3.59M 0.56%
81,935
+1,669
+2% +$69K
EXC icon
24
Exelon
EXC
$47.8B
$3.58M 0.55%
+114,862
New +$3.45M
ES icon
25
Eversource Energy
ES
$28B
$3.58M 0.55%
41,344
+9,428
+30% +$800K
1
2 3 4 5

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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.