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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
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
PBR.A icon
601
Petrobras Class A
PBR.A
$109B
– –
-21,598
Closed -$183K
PFG icon
602
Principal Financial Group
PFG
$23.2B
– –
-10,696
Closed -$641K
PG icon
603
Procter & Gamble
PG
$342B
– –
-10,553
Closed -$1.43M
PGR icon
604
Progressive
PGR
$120B
– –
-13,992
Closed -$1.34M
PLUG icon
605
Plug Power
PLUG
$3.06B
– –
-7,023
Closed -$252K
PLYM
606
DELISTED
Plymouth Industrial REIT
PLYM
– –
-11,794
Closed -$199K
PODD icon
607
Insulet
PODD
$11B
– –
-1,451
Closed -$379K
POR icon
608
Portland General Electric
POR
$6.06B
– –
-43,579
Closed -$2.07M
PRGS icon
609
Progress Software
PRGS
$1.51B
– –
-7,883
Closed -$347K
PRGO icon
610
Perrigo
PRGO
$1.4B
– –
-18,978
Closed -$768K
QLYS icon
611
Qualys
QLYS
$4.71B
– –
-2,315
Closed -$243K
QTWO icon
612
Q2 Holdings
QTWO
$3.31B
– –
-3,497
Closed -$350K
RCKT icon
613
Rocket Pharmaceuticals
RCKT
$358M
– –
-10,873
Closed -$482K
REG icon
614
Regency Centers
REG
$14.9B
– –
-21,757
Closed -$1.23M
RGEN icon
615
Repligen
RGEN
$7.76B
– –
-1,755
Closed -$341K
RGA icon
616
Reinsurance Group of America
RGA
$15.3B
– –
-2,184
Closed -$275K
RITM icon
617
Rithm Capital
RITM
$5.01B
– –
-47,556
Closed -$535K
RJF icon
618
Raymond James Financial
RJF
$31.9B
– –
-20,114
Closed -$1.64M
RL icon
619
Ralph Lauren
RL
$22.1B
– –
-3,530
Closed -$435K
RMD icon
620
ResMed
RMD
$27.8B
– –
-2,429
Closed -$471K
RNG icon
621
RingCentral
RNG
$3.24B
– –
-690
Closed -$206K
ROK icon
622
Rockwell Automation
ROK
$51.3B
– –
-3,978
Closed -$1.06M
ROL icon
623
Rollins
ROL
$19B
– –
-15,218
Closed -$524K
ROP icon
624
Roper Technologies
ROP
$35.1B
– –
-2,751
Closed -$1.11M
RRR icon
625
Red Rock Resorts
RRR
$3.67B
– –
-7,584
Closed -$247K
23 24
25
26 27

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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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
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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.