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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
RSG icon
26
Republic Services
RSG
$66.6B
$1.44M 0.5%
+13,055
New +$1.4M
MGP
27
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$1.43M 0.5%
39,106
-39,468
-50% -$1.41M
LW icon
28
Lamb Weston
LW
$6.63B
$1.38M 0.48%
17,120
+10,753
+169% +$861K
NVRO
29
DELISTED
NEVRO CORP.
NVRO
$1.36M 0.47%
8,192
-4,555
-36% -$711K
PZZA icon
30
Papa John's
PZZA
$1.05B
$1.34M 0.47%
12,835
-21,482
-63% -$2.08M
PFGC icon
31
Performance Food Group
PFGC
$17.5B
$1.33M 0.46%
+27,339
New +$1.44M
IP icon
32
International Paper
IP
$20.2B
$1.32M 0.46%
+22,819
New +$1.3M
GPN icon
33
Global Payments
GPN
$21.6B
$1.32M 0.46%
7,032
-12,545
-64% -$2.52M
CRM icon
34
Salesforce
CRM
$133B
$1.29M 0.45%
+5,277
New +$1.22M
HUN icon
35
Huntsman Corp
HUN
$2.32B
$1.29M 0.45%
48,519
-59,365
-55% -$1.69M
LIN icon
36
Linde
LIN
$235B
$1.29M 0.45%
4,448
+2,607
+142% +$760K
PEP icon
37
PepsiCo
PEP
$185B
$1.26M 0.44%
8,480
-25,338
-75% -$3.69M
AMAT icon
38
Applied Materials
AMAT
$440B
$1.25M 0.44%
8,800
-23,108
-72% -$3.1M
DOC icon
39
Healthpeak Properties
DOC
$15.3B
$1.23M 0.43%
37,021
-69,229
-65% -$2.32M
OTIS icon
40
Otis Worldwide
OTIS
$27B
$1.23M 0.43%
15,056
-1,932
-11% -$149K
RTX icon
41
RTX Corp
RTX
$262B
$1.21M 0.42%
14,225
-53,595
-79% -$4.51M
VYX icon
42
NCR Voyix
VYX
$1.07B
$1.21M 0.42%
43,327
+4,258
+11% +$118K
NI icon
43
NiSource
NI
$22.3B
$1.19M 0.42%
+48,730
New +$1.24M
MCD icon
44
McDonald's
MCD
$187B
$1.19M 0.41%
5,144
-17,619
-77% -$4.1M
ADI icon
45
Analog Devices
ADI
$188B
$1.18M 0.41%
+6,833
New +$1.09M
BIO icon
46
Bio-Rad Laboratories Class A
BIO
$8.19B
$1.17M 0.41%
1,812
-2,786
-61% -$1.7M
TGT icon
47
Target
TGT
$62.6B
$1.16M 0.4%
4,788
+1,815
+61% +$397K
CTLT
48
DELISTED
CATALENT, INC.
CTLT
$1.15M 0.4%
10,639
+3,582
+51% +$384K
LH icon
49
Labcorp
LH
$23.1B
$1.13M 0.39%
4,762
-15,362
-76% -$3.5M
PH icon
50
Parker-Hannifin
PH
$122B
$1.13M 0.39%
3,675
-7,518
-67% -$2.33M
1
2
3 4 5

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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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SH
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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.