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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 | |
|---|---|---|---|---|---|---|
501
CenterPoint Energy
CNP
$29.1B
| – | – |
-134,234
| Closed | -$3.04M |
|
502
Americold
COLD
$4.01B
| – | – |
-55,078
| Closed | -$2.12M |
|
503
Campbell Soup
CPB
$6.42B
| – | – |
-10,305
| Closed | -$518K |
|
|
CPRX
504
DELISTED
Catalyst Pharmaceutical
CPRX
| – | – |
-13,104
| Closed | -$60K |
|
505
Curis
CRIS
$9.45M
| – | – |
-33
| Closed | -$150K |
|
506
Cirrus Logic
CRUS
$6.81B
| – | – |
-4,308
| Closed | -$365K |
|
507
CrowdStrike
CRWD
$188B
| – | – |
-4,472
| Closed | -$204K |
|
508
CVS Health
CVS
$137B
| – | – |
-27,346
| Closed | -$2.06M |
|
509
Clearway Energy Class C
CWEN
$5.24B
| – | – |
-10,355
| Closed | -$291K |
|
510
Dominion Energy
D
$62.8B
| – | – |
-29,854
| Closed | -$2.27M |
|
|
DFS
511
DELISTED
Discover Financial Services
DFS
| – | – |
-3,216
| Closed | -$305K |
|
512
Dollar General
DG
$25.6B
| – | – |
-3,562
| Closed | -$722K |
|
513
Walt Disney
DIS
$164B
| – | – |
-11,690
| Closed | -$2.16M |
|
514
Dollar Tree
DLTR
$22.9B
| – | – |
-6,558
| Closed | -$751K |
|
515
Amdocs
DOX
$5.5B
| – | – |
-3,385
| Closed | -$237K |
|
516
DTE Energy
DTE
$31B
| – | – |
-9,375
| Closed | -$1.06M |
|
|
DX
517
Dynex Capital
DX
$3B
| – | – |
-11,206
| Closed | -$212K |
|
518
DXC Technology
DXC
$1.55B
| – | – |
-12,193
| Closed | -$381K |
|
519
GrafTech
EAF
$183M
| – | – |
-1,491
| Closed | -$182K |
|
520
Euronet Worldwide
EEFT
$2.94B
| – | – |
-3,033
| Closed | -$419K |
|
521
Edison International
EIX
$30.7B
| – | – |
-20,371
| Closed | -$1.19M |
|
522
Estee Lauder
EL
$28.9B
| – | – |
-4,516
| Closed | -$1.31M |
|
523
Elanco Animal Health
ELAN
$12.5B
| – | – |
-51,497
| Closed | -$1.52M |
|
524
Enbridge
ENB
$124B
| – | – |
-9,243
| Closed | -$336K |
|
525
Entegris
ENTG
$20.3B
| – | – |
-9,602
| Closed | -$1.07M |
|
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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.