We are live on
!
Find out more
QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Est. Return
21.96%
This Fund
S&P 500
This Quarter
Est. Return
+7.21%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$287M
AUM Growth
-$360M
(-56%)
Cap. Flow
-$387M
Cap. Flow
% of AUM
-135.05%
Top 10 Holdings %
Top 10 Hldgs %
10.87%
Holding
738
New
146
Increased
49
Reduced
252
Closed
290
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Humana
HUM
|
+$2.54M |
| 2 |
Walmart Inc
WMT
|
+$2.14M |
| 3 |
Nutrien
NTR
|
+$1.93M |
| 4 |
Texas Roadhouse
TXRH
|
+$1.73M |
| 5 |
Comcast
CMCSA
|
+$1.73M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Merck
MRK
|
+$5.62M |
| 2 |
Charles River Laboratories
CRL
|
+$5.44M |
| 3 |
Meta Platforms (Facebook)
META
|
+$5.36M |
| 4 |
Mastercard
MA
|
+$4.89M |
| 5 |
RTX Corp
RTX
|
+$4.51M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 17.13% |
| 2 | Consumer Discretionary | 11.96% |
| 3 | Industrials | 11.26% |
| 4 | Real Estate | 10.5% |
| 5 | Financials | 10.07% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
VER
226
DELISTED
VEREIT, Inc.
VER
| $520K | 0.18% |
11,311
-58,312
| -84% | -$2.64M |
|
227
Virtus Investment Partners
VRTS
$1.09B
| $519K | 0.18% |
1,870
-4,068
| -69% | -$1.1M |
|
228
Middleby
MIDD
$5.93B
| $512K | 0.18% |
2,957
+1,457
| +97% | +$248K |
|
229
Philip Morris
PM
$298B
| $508K | 0.18% |
+5,122
| New | +$491K |
|
230
Spectrum Brands
SPB
$2.01B
| $507K | 0.18% |
5,961
-1,182
| -17% | -$104K |
|
231
Sally Beauty Holdings
SBH
$1.38B
| $502K | 0.18% |
22,729
-23,227
| -51% | -$490K |
|
232
American Financial Group
AFG
$11.7B
| $500K | 0.17% |
4,009
-8,264
| -67% | -$1.03M |
|
233
Wayfair
W
$10.9B
| $497K | 0.17% |
1,574
-2,936
| -65% | -$920K |
|
234
Brown-Forman Class B
BF.B
$11.8B
| $491K | 0.17% |
+6,553
| New | +$499K |
|
235
American Airlines Group
AAL
$8.96B
| $489K | 0.17% |
23,075
+1,098
| +5% | +$24.8K |
|
236
Extra Space Storage
EXR
$30.7B
| $488K | 0.17% |
2,976
-3,340
| -53% | -$500K |
|
237
East-West Bancorp
EWBC
$17.9B
| $484K | 0.17% |
6,756
-7,038
| -51% | -$523K |
|
238
OneSpaWorld
OSW
$2.62B
| $484K | 0.17% |
49,990
-25,010
| -33% | -$273K |
|
239
Atmos Energy
ATO
$29.7B
| $483K | 0.17% |
5,028
-33,362
| -87% | -$3.35M |
|
240
OneMain Financial
OMF
$6.79B
| $478K | 0.17% |
7,971
-7,082
| -47% | -$401K |
|
241
Orion
OEC
$387M
| $474K | 0.17% |
24,979
-74,002
| -75% | -$1.46M |
|
242
Nomad Foods
NOMD
$1.63B
| $470K | 0.16% |
16,612
-75,270
| -82% | -$2.21M |
|
243
Natera
NTRA
$37.9B
| $470K | 0.16% |
4,137
-6,099
| -60% | -$624K |
|
|
Y
244
DELISTED
Alleghany Corp
Y
| $469K | 0.16% |
703
-1,780
| -72% | -$1.22M |
|
245
Advanced Micro Devices
AMD
$880B
| $467K | 0.16% |
+4,977
| New | +$402K |
|
|
PSB
246
DELISTED
PS Business Parks, Inc.
PSB
| $464K | 0.16% |
+3,136
| New | +$493K |
|
|
UNVR
247
DELISTED
Univar Solutions Inc.
UNVR
| $459K | 0.16% |
+18,847
| New | +$472K |
|
248
Delta Air Lines
DAL
$53.9B
| $456K | 0.16% |
10,550
-28,675
| -73% | -$1.33M |
|
|
AQUA
249
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
| $456K | 0.16% |
13,485
-49,280
| -79% | -$1.48M |
|
250
Tapestry
TPR
$28.1B
| $454K | 0.16% |
10,430
-7,570
| -42% | -$338K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
Quantitative Systematic Strategies's Q2 2021 Portfolio in Review
As of Q2 2021, Quantitative Systematic Strategies held 738 positions worth $287M, down 56% from $646M the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Quantitative Systematic Strategies withdrew a net $387M in Q2 2021, closing 290 positions and reducing 252 holdings. Its most notable exit was Merck, an estimated $5.62M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 17% of assets, down from 18% a quarter earlier, followed by Consumer Discretionary and Industrials.
Against the trend, Quantitative Systematic Strategies opened a new position in Humana worth $2.57M.
- Quantitative Systematic Strategies's largest Q2 2021 buy was Humana: 5,807 shares worth $2.57M.
- Quantitative Systematic Strategies added most to NNN REIT in Q2 2021, an estimated $1.18M increase.
- Quantitative Systematic Strategies's biggest Q2 2021 reduction was Charles River Laboratories, cutting an estimated $5.44M.
- Quantitative Systematic Strategies fully exited Merck in Q2 2021, selling an estimated $5.62M.
- Quantitative Systematic Strategies's ten largest holdings make up 11% of its $287M portfolio in Q2 2021.
- Quantitative Systematic Strategies opened 146 new positions and closed 290 in Q2 2021.
- Quantitative Systematic Strategies's portfolio value fell 56% quarter-over-quarter to $287M.
Based on Quantitative Systematic Strategies's 13F filing for Q2 2021, filed 5 Aug 2021.