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 | |
|---|---|---|---|---|---|---|
|
ACCD
376
DELISTED
Accolade Inc
ACCD
| $247K | 0.09% |
4,542
-3,792
| -46% | -$184K |
|
377
Arvinas
ARVN
$524M
| $246K | 0.09% |
3,196
-3,065
| -49% | -$213K |
|
378
Cisco
CSCO
$447B
| $246K | 0.09% |
4,649
-63,770
| -93% | -$3.35M |
|
|
JNPR
379
DELISTED
Juniper Networks
JNPR
| $245K | 0.09% |
+8,970
| New | +$239K |
|
|
PLYA
380
DELISTED
Playa Hotels & Resorts
PLYA
| $245K | 0.09% |
+32,984
| New | +$243K |
|
381
Materion
MTRN
$5.16B
| $243K | 0.08% |
+3,221
| New | +$239K |
|
382
Sabra Healthcare REIT
SBRA
$5.62B
| $242K | 0.08% |
13,297
-34,698
| -72% | -$618K |
|
383
Nasdaq
NDAQ
$52.3B
| $241K | 0.08% |
4,113
-465
| -10% | -$25.6K |
|
384
Pennant Group
PNTG
$1.44B
| $241K | 0.08% |
+5,902
| New | +$230K |
|
385
Aclaris Therapeutics
ACRS
$747M
| $240K | 0.08% |
13,658
-4,513
| -25% | -$103K |
|
386
Scotiabank
BNS
$107B
| $239K | 0.08% |
3,670
-10,651
| -74% | -$689K |
|
387
Sensata Technologies
ST
$6.7B
| $238K | 0.08% |
+4,102
| New | +$239K |
|
|
CADE
388
DELISTED
Cadence Bank
CADE
| $237K | 0.08% |
+8,379
| New | +$254K |
|
|
BWIN
389
Baldwin Insurance Group
BWIN
$2.57B
| $235K | 0.08% |
8,829
-656
| -7% | -$17.8K |
|
390
Avnet
AVT
$7.36B
| $234K | 0.08% |
+5,828
| New | +$251K |
|
|
AAT
391
American Assets Trust
AAT
$1.49B
| $233K | 0.08% |
+6,236
| New | +$222K |
|
392
Baidu
BIDU
$36.2B
| $232K | 0.08% |
1,136
-8,222
| -88% | -$1.65M |
|
393
PROG Holdings
PRG
$1.78B
| $231K | 0.08% |
+4,806
| New | +$239K |
|
394
Xenon Pharmaceuticals
XENE
$6.29B
| $230K | 0.08% |
12,343
-12,865
| -51% | -$237K |
|
395
Essex Property Trust
ESS
$18.8B
| $229K | 0.08% |
764
-947
| -55% | -$279K |
|
396
Oracle
ORCL
$340B
| $228K | 0.08% |
2,927
-2,710
| -48% | -$212K |
|
397
Curtiss-Wright
CW
$27.8B
| $227K | 0.08% |
+1,910
| New | +$239K |
|
398
Syndax Pharmaceuticals
SNDX
$1.84B
| $227K | 0.08% |
13,221
-20,948
| -61% | -$384K |
|
399
Bentley Systems
BSY
$9.42B
| $226K | 0.08% |
3,494
-12,186
| -78% | -$670K |
|
400
Zai Lab
ZLAB
$2.18B
| $226K | 0.08% |
1,275
-3,637
| -74% | -$585K |
|
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.