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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
(-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 | |
|---|---|---|---|---|---|---|
|
PACW
301
DELISTED
PacWest Bancorp
PACW
| $353K | 0.12% |
8,577
-24,186
| -74% | -$1.03M |
|
302
First Bancorp
FBP
$4.39B
| $352K | 0.12% |
29,553
-38,730
| -57% | -$477K |
|
303
Omnicom Group
OMC
$22.7B
| $352K | 0.12% |
+4,399
| New | +$357K |
|
304
International Bancshares
IBOC
$4.74B
| $351K | 0.12% |
8,176
-2,986
| -27% | -$139K |
|
305
SkinHealth Systems
SKIN
$93.4M
| $350K | 0.12% |
+20,805
| New | +$285K |
|
306
W.P. Carey
WPC
$17B
| $350K | 0.12% |
+4,784
| New | +$350K |
|
|
HBI
307
DELISTED
Hanesbrands
HBI
| $345K | 0.12% |
+18,452
| New | +$365K |
|
308
Repay Holdings
RPAY
$303M
| $342K | 0.12% |
14,210
-4,009
| -22% | -$93.9K |
|
309
Franklin Electric
FELE
$4.72B
| $340K | 0.12% |
4,214
-11,493
| -73% | -$942K |
|
310
Kura Oncology
KURA
$919M
| $340K | 0.12% |
16,299
-11,322
| -41% | -$281K |
|
311
Aecom
ACM
$8.97B
| $338K | 0.12% |
5,341
-782
| -13% | -$51.1K |
|
312
Denali Therapeutics
DNLI
$3.64B
| $337K | 0.12% |
4,301
-6,699
| -61% | -$414K |
|
313
Travel + Leisure Co
TNL
$4.52B
| $334K | 0.12% |
5,619
-3,318
| -37% | -$210K |
|
|
SCU
314
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
| $333K | 0.12% |
13,548
-19,529
| -59% | -$470K |
|
315
Nokia
NOK
$51.4B
| $324K | 0.11% |
60,939
-15,823
| -21% | -$76.3K |
|
316
Alpha Metallurgical Resources
AMR
$1.75B
| $323K | 0.11% |
+12,600
| New | +$216K |
|
317
Cheesecake Factory
CAKE
$4.19B
| $322K | 0.11% |
+5,939
| New | +$343K |
|
|
FOLD
318
DELISTED
Amicus Therapeutics
FOLD
| $322K | 0.11% |
33,417
+13,463
| +67% | +$131K |
|
319
Cleveland-Cliffs
CLF
$6.33B
| $321K | 0.11% |
+14,907
| New | +$294K |
|
320
PTC Therapeutics
PTCT
$6.5B
| $319K | 0.11% |
7,547
-4,920
| -39% | -$211K |
|
321
Western Digital
WDC
$182B
| $315K | 0.11% |
5,853
-28,149
| -83% | -$1.52M |
|
322
Hydrofarm Holdings
HYFM
$3.01M
| $310K | 0.11% |
+525
| New | +$309K |
|
323
Deere & Co
DE
$166B
| $309K | 0.11% |
+875
| New | +$319K |
|
324
Royal Caribbean
RCL
$77.6B
| $306K | 0.11% |
3,590
+1,055
| +42% | +$91.9K |
|
|
SJR
325
DELISTED
Shaw Communications Inc.
SJR
| $306K | 0.11% |
10,577
-2,852
| -21% | -$82.3K |
|
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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.