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
(-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 | |
|---|---|---|---|---|---|---|
576
Magna International
MGA
$17.9B
| – | – |
-7,116
| Closed | -$626K |
|
577
MacroGenics
MGNX
$255M
| – | – |
-19,446
| Closed | -$619K |
|
578
Monster Beverage
MNST
$91.5B
| – | – |
-40,610
| Closed | -$1.85M |
|
579
Altria Group
MO
$120B
| – | – |
-49,265
| Closed | -$2.52M |
|
|
580
Merck
MRK
$322B
| – | – |
-76,351
| Closed | -$5.62M |
|
|
MRSN
581
DELISTED
Mersana Therapeutics
MRSN
| – | – |
-527
| Closed | -$213K |
|
582
Madison Square Garden
MSGS
$9.49B
| – | – |
-3,232
| Closed | -$580K |
|
583
M&T Bank
MTB
$35.6B
| – | – |
-7,684
| Closed | -$1.17M |
|
584
Navient
NAVI
$793M
| – | – |
-26,590
| Closed | -$381K |
|
585
Nike
NKE
$60.8B
| – | – |
-17,451
| Closed | -$2.32M |
|
586
Newmark Group
NMRK
$2.67B
| – | – |
-22,617
| Closed | -$226K |
|
587
Novanta
NOVT
$5.1B
| – | – |
-2,023
| Closed | -$267K |
|
588
ServiceNow
NOW
$94.8B
| – | – |
-36,640
| Closed | -$3.67M |
|
589
Nucor
NUE
$54.9B
| – | – |
-3,474
| Closed | -$279K |
|
590
NXP Semiconductors
NXPI
$70B
| – | – |
-15,255
| Closed | -$3.07M |
|
591
Blue Owl Capital
OBDC
$5.31B
| – | – |
-16,812
| Closed | -$232K |
|
592
Owens Corning
OC
$11.2B
| – | – |
-11,899
| Closed | -$1.1M |
|
593
Old Dominion Freight Line
ODFL
$48B
| – | – |
-7,472
| Closed | -$898K |
|
594
Olin
OLN
$2.69B
| – | – |
-22,527
| Closed | -$855K |
|
595
ON Semiconductor
ON
$35.1B
| – | – |
-31,199
| Closed | -$1.3M |
|
|
ORC
596
Orchid Island Capital
ORC
$1.32B
| – | – |
-4,499
| Closed | -$135K |
|
597
Occidental Petroleum
OXY
$57.3B
| – | – |
-10,431
| Closed | -$278K |
|
598
Palo Alto Networks
PANW
$265B
| – | – |
-18,162
| Closed | -$975K |
|
599
Patria Investments
PAX
$1.72B
| – | – |
-11,315
| Closed | -$197K |
|
600
Paychex
PAYX
$39.4B
| – | – |
-4,404
| Closed | -$432K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.