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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 | |
|---|---|---|---|---|---|---|
476
BioCryst Pharmaceuticals
BCRX
$2.37B
| – | – |
-55,047
| Closed | -$560K |
|
477
Becton Dickinson
BDX
$43.1B
| – | – |
-14,879
| Closed | -$3.53M |
|
478
Franklin Resources
BEN
$16.9B
| – | – |
-25,369
| Closed | -$751K |
|
479
Booking.com
BKNG
$138B
| – | – |
-11,200
| Closed | -$1.04M |
|
480
Bank of Montreal
BMO
$125B
| – | – |
-10,389
| Closed | -$926K |
|
481
BioMarin Pharmaceuticals
BMRN
$11.5B
| – | – |
-8,000
| Closed | -$604K |
|
482
Brookfield
BN
$102B
| – | – |
-32,443
| Closed | -$773K |
|
483
Bristol-Myers Squibb
BMY
$127B
| – | – |
-22,528
| Closed | -$1.42M |
|
484
Boston Properties
BXP
$11B
| – | – |
-2,918
| Closed | -$295K |
|
485
Boyd Gaming
BYD
$6.47B
| – | – |
-3,419
| Closed | -$202K |
|
486
Cal-Maine
CALM
$4.28B
| – | – |
-8,234
| Closed | -$316K |
|
487
Caterpillar
CAT
$409B
| – | – |
-11,563
| Closed | -$2.68M |
|
488
Chubb
CB
$140B
| – | – |
-7,673
| Closed | -$1.21M |
|
489
Chemours
CC
$2.59B
| – | – |
-71,290
| Closed | -$1.99M |
|
490
Carnival Corporation Ltd
CCL
$36.1B
| – | – |
-33,977
| Closed | -$902K |
|
491
Cadence Design Systems
CDNS
$90B
| – | – |
-7,602
| Closed | -$1.04M |
|
492
Carlyle Group
CG
$16.3B
| – | – |
-15,736
| Closed | -$578K |
|
493
Chemed
CHE
$6.78B
| – | – |
-715
| Closed | -$329K |
|
494
ChargePoint
CHPT
$133M
| – | – |
-534
| Closed | -$285K |
|
495
Colgate-Palmolive
CL
$72.6B
| – | – |
-12,706
| Closed | -$1M |
|
496
Canadian Imperial Bank of Commerce
CM
$107B
| – | – |
-21,060
| Closed | -$1.03M |
|
497
Commercial Metals
CMC
$7.63B
| – | – |
-14,838
| Closed | -$458K |
|
498
Chipotle Mexican Grill
CMG
$40.8B
| – | – |
-16,150
| Closed | -$459K |
|
499
CNA Financial
CNA
$14.5B
| – | – |
-5,601
| Closed | -$250K |
|
500
Centene
CNC
$31.3B
| – | – |
-45,231
| Closed | -$2.89M |
|
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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.