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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
+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
Cap. Flow
-$387M
Cap. Flow %
-135.05%
Top 10 Hldgs %
10.87%
Holding
738
New
146
Increased
49
Reduced
252
Closed
290

Top Buys

Rank Stock Value
1
HUM icon
Humana
HUM
+$2.54M
2
WMT icon
Walmart Inc
WMT
+$2.14M
3
NTR icon
Nutrien
NTR
+$1.93M
4
TXRH icon
Texas Roadhouse
TXRH
+$1.73M
5
CMCSA icon
Comcast
CMCSA
+$1.73M

Top Sells

Rank Stock Value
1
MRK icon
Merck
MRK
+$5.62M
2
CRL icon
Charles River Laboratories
CRL
+$5.44M
3
META icon
Meta Platforms (Facebook)
META
+$5.36M
4
MA icon
Mastercard
MA
+$4.89M
5
RTX icon
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
FTS icon
251
Fortis
FTS
$29.8B
$452K 0.16%
+10,226
New +$461K
SNV
252
DELISTED
Synovus
SNV
$451K 0.16%
+10,280
New +$483K
SWK icon
253
Stanley Black & Decker
SWK
$13.6B
$447K 0.16%
2,180
-6,968
-76% -$1.44M
PAGS icon
254
PagSeguro Digital
PAGS
$2.64B
$444K 0.16%
+7,938
New +$382K
SMG icon
255
ScottsMiracle-Gro
SMG
$3.93B
$444K 0.16%
+2,314
New +$510K
LUNG icon
256
Pulmonx
LUNG
$51.5M
$443K 0.15%
10,032
-11,724
-54% -$511K
STC icon
257
Stewart Information Services
STC
$1.95B
$443K 0.15%
7,817
-14,597
-65% -$852K
SUI icon
258
Sun Communities
SUI
$14.8B
$442K 0.15%
2,576
-3,549
-58% -$588K
DHR icon
259
Danaher
DHR
$135B
$436K 0.15%
1,831
-2,250
-55% -$499K
FHI icon
260
Federated Hermes
FHI
$4.35B
$435K 0.15%
12,839
-9,697
-43% -$309K
MSI icon
261
Motorola Solutions
MSI
$67.6B
$434K 0.15%
+2,003
New +$400K
LNC icon
262
Lincoln National
LNC
$7.81B
$431K 0.15%
6,864
+3,444
+101% +$227K
VOD icon
263
Vodafone
VOD
$35.1B
$431K 0.15%
25,186
-19,725
-44% -$369K
HSY icon
264
Hershey
HSY
$34.9B
$430K 0.15%
+2,470
New +$416K
WTW icon
265
Willis Towers Watson
WTW
$27.2B
$426K 0.15%
1,852
-4,476
-71% -$1.11M
GRWG icon
266
GrowGeneration
GRWG
$83.5M
$425K 0.15%
8,843
-6,578
-43% -$288K
STL
267
DELISTED
Sterling Bancorp
STL
$425K 0.15%
17,147
-42,417
-71% -$1.07M
PAYO icon
268
Payoneer
PAYO
$2.41B
$423K 0.15%
+40,826
New +$429K
TDY icon
269
Teledyne Technologies
TDY
$30.2B
$418K 0.15%
+997
New +$423K
SE icon
270
Sea Limited
SE
$60.9B
$416K 0.15%
1,514
+550
+57% +$140K
MZTI
271
The Marzetti Company
MZTI
$2.92B
$413K 0.14%
2,132
-2,639
-55% -$495K
MU icon
272
Micron Technology
MU
$1.12T
$413K 0.14%
4,858
-28,062
-85% -$2.37M
VLO icon
273
Valero Energy
VLO
$90.6B
$413K 0.14%
5,295
-279
-5% -$21.6K
AAMI
274
Acadian Asset Management
AAMI
$2.86B
$413K 0.14%
17,618
-25,470
-59% -$580K
FBIN icon
275
Fortune Brands Innovations
FBIN
$5.94B
$409K 0.14%
4,798
-1,486
-24% -$130K
9 10
11
12 13

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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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.