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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
ISRG icon
51
Intuitive Surgical
ISRG
$119B
$1.13M 0.39%
+3,675
New +$1.03M
AJG icon
52
Arthur J. Gallagher & Co
AJG
$62.3B
$1.11M 0.39%
+7,933
New +$1.12M
ES icon
53
Eversource Energy
ES
$28.1B
$1.11M 0.39%
13,819
-27,525
-67% -$2.32M
AA icon
54
Alcoa
AA
$12.1B
$1.1M 0.38%
29,942
-26,862
-47% -$977K
EXC icon
55
Exelon
EXC
$48.2B
$1.1M 0.38%
34,868
-79,994
-70% -$2.57M
KO icon
56
Coca-Cola
KO
$350B
$1.1M 0.38%
20,277
-44,651
-69% -$2.43M
CXT icon
57
Crane NXT
CXT
$2.96B
$1.09M 0.38%
33,929
+2,882
+9% +$94.1K
CMS icon
58
CMS Energy
CMS
$22.9B
$1.09M 0.38%
18,400
-23,899
-57% -$1.49M
ICLR icon
59
Icon
ICLR
$13.2B
$1.08M 0.38%
5,227
+251
+5% +$54.2K
COTY icon
60
Coty
COTY
$2.24B
$1.07M 0.37%
+114,832
New +$1.04M
BG icon
61
Bunge Global
BG
$24.2B
$1.07M 0.37%
13,647
-2,853
-17% -$241K
STT icon
62
State Street
STT
$51B
$1.05M 0.37%
+12,828
New +$1.08M
PDM
63
Piedmont Realty Trust
PDM
$1.2B
$1.05M 0.37%
56,614
-86,598
-60% -$1.61M
GLPI icon
64
Gaming and Leisure Properties
GLPI
$12.6B
$1.04M 0.36%
22,388
-6,459
-22% -$297K
COF icon
65
Capital One
COF
$121B
$1.03M 0.36%
6,689
-2,384
-26% -$360K
PKG icon
66
Packaging Corp of America
PKG
$20.6B
$1.02M 0.36%
+7,523
New +$1.08M
CCEP icon
67
Coca-Cola Europacific Partners
CCEP
$45.9B
$1M 0.35%
16,867
-14,096
-46% -$822K
FHN icon
68
First Horizon
FHN
$12B
$995K 0.35%
57,567
-57,354
-50% -$1.04M
HZNP
69
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$990K 0.35%
10,577
-14,926
-59% -$1.37M
PVH icon
70
PVH
PVH
$3.6B
$987K 0.34%
9,172
-2,984
-25% -$328K
VNO icon
71
Vornado Realty Trust
VNO
$7.38B
$977K 0.34%
20,934
-9,913
-32% -$463K
FR icon
72
First Industrial Realty Trust
FR
$8.89B
$973K 0.34%
18,624
-33,845
-65% -$1.7M
CZR icon
73
Caesars Entertainment
CZR
$6.08B
$970K 0.34%
+9,351
New +$943K
BNY
74
Bank of New York Mellon
BNY
$109B
$964K 0.34%
+18,816
New +$941K
OGE icon
75
OGE Energy
OGE
$10.2B
$964K 0.34%
+28,650
New +$966K
1 2
3
4 5

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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
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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.