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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 | |
|---|---|---|---|---|---|---|
526
Edgewell Personal Care
EPC
$1.23B
| – | – |
-18,000
| Closed | -$713K |
|
527
Equinix
EQIX
$102B
| – | – |
-1,321
| Closed | -$898K |
|
528
Equity Residential
EQR
$25.6B
| – | – |
-8,175
| Closed | -$586K |
|
529
Ericsson
ERIC
$30.6B
| – | – |
-24,885
| Closed | -$328K |
|
530
Element Solutions
ESI
$9.33B
| – | – |
-26,989
| Closed | -$494K |
|
531
Exelixis
EXEL
$14B
| – | – |
-22,224
| Closed | -$502K |
|
532
Freeport-McMoran
FCX
$91.3B
| – | – |
-18,035
| Closed | -$594K |
|
533
Factset
FDS
$8.68B
| – | – |
-1,118
| Closed | -$345K |
|
534
FedEx
FDX
$74.7B
| – | – |
-10,596
| Closed | -$3.01M |
|
|
FFWM
535
DELISTED
First Foundation Inc
FFWM
| – | – |
-9,235
| Closed | -$217K |
|
536
Floor & Decor
FND
$5.73B
| – | – |
-14,181
| Closed | -$1.35M |
|
|
FSP
537
Franklin Street Properties
FSP
$46.1M
| – | – |
-18,465
| Closed | -$101K |
|
538
Fortinet
FTNT
$111B
| – | – |
-9,215
| Closed | -$340K |
|
539
Gen Digital
GEN
$15.1B
| – | – |
-10,202
| Closed | -$217K |
|
540
Gilead Sciences
GILD
$162B
| – | – |
-14,852
| Closed | -$960K |
|
541
General Mills
GIS
$19B
| – | – |
-17,914
| Closed | -$1.1M |
|
542
Corning
GLW
$134B
| – | – |
-19,912
| Closed | -$866K |
|
|
GRFS
543
Grifois
GRFS
$5.13B
| – | – |
-14,264
| Closed | -$247K |
|
544
Goldman Sachs
GS
$317B
| – | – |
-6,351
| Closed | -$2.08M |
|
545
Haemonetics
HAE
$3.52B
| – | – |
-14,666
| Closed | -$1.63M |
|
546
Hasbro
HAS
$12.4B
| – | – |
-4,558
| Closed | -$438K |
|
547
Hartford Financial Services
HIG
$39B
| – | – |
-14,810
| Closed | -$989K |
|
548
HP
HPQ
$22.4B
| – | – |
-30,092
| Closed | -$955K |
|
549
Henry Schein
HSIC
$9.63B
| – | – |
-4,960
| Closed | -$343K |
|
550
Host Hotels & Resorts
HST
$16.4B
| – | – |
-33,267
| Closed | -$561K |
|
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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.