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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
WD icon
676
Walker & Dunlop
WD
$1.61B
– –
-2,355
Closed -$242K
WH icon
677
Wyndham Hotels & Resorts
WH
$5.5B
– –
-16,711
Closed -$1.17M
WMG icon
678
Warner Music
WMG
$13.9B
– –
-19,015
Closed -$653K
WPM icon
679
Wheaton Precious Metals
WPM
$50B
– –
-9,378
Closed -$358K
WYNN icon
680
Wynn Resorts
WYNN
$10B
– –
-13,874
Closed -$1.74M
XOM icon
681
ExxonMobil
XOM
$650B
– –
-26,767
Closed -$1.49M
XPO icon
682
XPO
XPO
$25.1B
– –
-9,036
Closed -$385K
YUMC icon
683
Yum China
YUMC
$14.8B
– –
-5,730
Closed -$339K
CNH
684
CNH Industrial
CNH
$13.2B
– –
-13,169
Closed -$179K
TXNM
685
TXNM Energy Inc
TXNM
$6.45B
– –
-5,567
Closed -$273K
ROIC
686
DELISTED
Retail Opportunity Investments Corp.
ROIC
– –
-15,043
Closed -$239K
AXNX
687
DELISTED
Axonics, Inc. Common Stock
AXNX
– –
-6,166
Closed -$369K
ATRI
688
DELISTED
Atrion Corp
ATRI
– –
-390
Closed -$250K
WIRE
689
DELISTED
Encore Wire Corp
WIRE
– –
-4,188
Closed -$281K
AEL
690
DELISTED
American Equity Investment Life Holding Company
AEL
– –
-6,885
Closed -$217K
NSTG
691
DELISTED
NanoString Technologies, Inc.
NSTG
– –
-7,356
Closed -$483K
VMW
692
DELISTED
VMware, Inc
VMW
– –
-1,576
Closed -$237K
CELL
693
DELISTED
PhenomeX Inc. Common Stock
CELL
– –
-4,022
Closed -$202K
TRTN
694
DELISTED
Triton International Limited
TRTN
– –
-6,578
Closed -$362K
ARNC
695
DELISTED
Arconic Corporation
ARNC
– –
-14,250
Closed -$362K
FRC
696
DELISTED
First Republic Bank
FRC
– –
-2,750
Closed -$459K
SGFY
697
DELISTED
Signify Health, Inc.
SGFY
– –
-18,647
Closed -$546K
CAJ
698
DELISTED
Canon, Inc.
CAJ
– –
-11,203
Closed -$255K
COUP
699
DELISTED
Coupa Software Incorporated
COUP
– –
-1,642
Closed -$418K
LHCG
700
DELISTED
LHC Group LLC
LHCG
– –
-2,703
Closed -$517K
26 27
28
29 30

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GPC
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CBT
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FSCP
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RG
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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.