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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
MCHP icon
101
Microchip Technology
MCHP
$43.9B
$830K 0.29%
11,086
+3,854
+53% +$294K
MCK icon
102
McKesson
MCK
$95.8B
$826K 0.29%
4,321
-18,026
-81% -$3.48M
DRVN icon
103
Driven Brands
DRVN
$2.25B
$825K 0.29%
26,694
-9,157
-26% -$258K
ASML icon
104
ASML
ASML
$688B
$823K 0.29%
1,192
-1,012
-46% -$667K
TROX icon
105
Tronox
TROX
$1.02B
$822K 0.29%
36,700
-116,959
-76% -$2.57M
BPOP icon
106
Popular Inc
BPOP
$11.1B
$814K 0.28%
10,840
-16,666
-61% -$1.28M
ORLY icon
107
O'Reilly Automotive
ORLY
$71B
$811K 0.28%
+21,480
New +$771K
BKH icon
108
Black Hills Corp
BKH
$5.72B
$807K 0.28%
12,289
-3,217
-21% -$219K
AZN icon
109
AstraZeneca
AZN
$261B
$806K 0.28%
6,729
-16,159
-71% -$1.77M
TMO icon
110
Thermo Fisher Scientific
TMO
$214B
$800K 0.28%
+1,585
New +$748K
BRSL
111
Brightstar Lottery PLC
BRSL
$1.88B
$799K 0.28%
33,351
-45,745
-58% -$958K
PPL
112
PPL Corp
PPL
$27.3B
$799K 0.28%
28,569
+20,660
+261% +$597K
ACC
113
DELISTED
American Campus Communities, Inc.
ACC
$796K 0.28%
17,042
-7,552
-31% -$350K
KKR icon
114
KKR & Co
KKR
$86B
$795K 0.28%
13,424
-8,459
-39% -$469K
KRC icon
115
Kilroy Realty
KRC
$4.51B
$794K 0.28%
11,401
-12,311
-52% -$852K
VALE icon
116
Vale
VALE
$63.1B
$790K 0.28%
34,650
-87,406
-72% -$1.83M
AKR icon
117
Acadia Realty Trust
AKR
$2.92B
$785K 0.27%
35,732
+18,938
+113% +$402K
CSX icon
118
CSX Corp
CSX
$97.8B
$784K 0.27%
+24,440
New +$806K
POST icon
119
Post Holdings
POST
$4.04B
$783K 0.27%
11,028
-20,094
-65% -$1.48M
URI icon
120
United Rentals
URI
$72B
$780K 0.27%
+2,444
New +$789K
BTI icon
121
British American Tobacco
BTI
$128B
$765K 0.27%
19,469
+13,619
+233% +$533K
MOH icon
122
Molina Healthcare
MOH
$10.4B
$762K 0.27%
3,013
-4,279
-59% -$1.08M
BURL icon
123
Burlington
BURL
$21.3B
$757K 0.26%
+2,352
New +$749K
VOYA icon
124
Voya Financial
VOYA
$8.77B
$755K 0.26%
12,276
-8,122
-40% -$534K
MRVL icon
125
Marvell Technology
MRVL
$185B
$754K 0.26%
12,923
-5,985
-32% -$293K
3 4
5
6 7

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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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.