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
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
ICE icon
551
Intercontinental Exchange
ICE
$80.8B
– –
-2,009
Closed -$224K
IHRT icon
552
iHeartMedia
IHRT
$553M
– –
-11,284
Closed -$205K
IIPR icon
553
Innovative Industrial Properties
IIPR
$1.79B
– –
-2,319
Closed -$418K
IMO icon
554
Imperial Oil
IMO
$62.4B
– –
-11,339
Closed -$274K
INCY icon
555
Incyte
INCY
$23.5B
– –
-3,660
Closed -$297K
INSM icon
556
Insmed
INSM
$23.1B
– –
-7,880
Closed -$268K
INTC icon
557
Intel
INTC
$485B
– –
-6,580
Closed -$421K
IPG
558
DELISTED
Interpublic Group of Companies
IPG
– –
-9,373
Closed -$274K
IPGP icon
559
IPG Photonics
IPGP
$3.96B
– –
-1,125
Closed -$237K
IRWD icon
560
Ironwood Pharmaceuticals
IRWD
$622M
– –
-14,623
Closed -$163K
JCI icon
561
Johnson Controls International
JCI
$87.5B
– –
-12,389
Closed -$739K
JD icon
562
JD.com
JD
$40.6B
– –
-4,280
Closed -$361K
JEF icon
563
Jefferies Financial Group
JEF
$12.8B
– –
-10,837
Closed -$312K
KEYS icon
564
Keysight
KEYS
$54.8B
– –
-3,916
Closed -$562K
KMB icon
565
Kimberly-Clark
KMB
$35.9B
– –
-3,052
Closed -$424K
LCII icon
566
LCI Industries
LCII
$2.54B
– –
-1,799
Closed -$238K
LOB icon
567
Live Oak Bancshares
LOB
$1.95B
– –
-3,605
Closed -$247K
LPRO
568
Open Lending Corp
LPRO
$373M
– –
-8,501
Closed -$301K
LSPD icon
569
Lightspeed Commerce
LSPD
$1.27B
– –
-6,474
Closed -$407K
LVS icon
570
Las Vegas Sands
LVS
$30.4B
– –
-30,255
Closed -$1.84M
LYB icon
571
LyondellBasell Industries
LYB
$19.6B
– –
-9,232
Closed -$961K
LZB icon
572
La-Z-Boy
LZB
$1.56B
– –
-5,728
Closed -$243K
MAS icon
573
Masco
MAS
$15.7B
– –
-11,024
Closed -$660K
MBUU icon
574
Malibu Boats
MBUU
$536M
– –
-15,149
Closed -$1.21M
MDU icon
575
MDU Resources
MDU
$4.44B
– –
-139,384
Closed -$1.68M
21 22
23
24 25

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.