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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
(-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 | |
|---|---|---|---|---|---|---|
126
Energizer
ENR
$1.41B
| $752K | 0.26% |
+17,488
| New | +$820K |
|
|
ALXN
127
DELISTED
Alexion Pharmaceuticals
ALXN
| $752K | 0.26% |
4,095
-5,645
| -58% | -$969K |
|
|
CONE
128
DELISTED
CyrusOne Inc Common Stock
CONE
| $742K | 0.26% |
10,375
-9,343
| -47% | -$680K |
|
129
Guardant Health
GH
$19.9B
| $741K | 0.26% |
5,963
+1,747
| +41% | +$235K |
|
130
General Dynamics
GD
$103B
| $736K | 0.26% |
+3,911
| New | +$738K |
|
131
Brixmor Property Group
BRX
$9.81B
| $734K | 0.26% |
32,082
+8,512
| +36% | +$190K |
|
132
Cencora
COR
$59.4B
| $734K | 0.26% |
6,407
-2,191
| -25% | -$259K |
|
133
Old Republic International
ORI
$10.1B
| $732K | 0.26% |
29,397
-69,391
| -70% | -$1.74M |
|
134
PayPal
PYPL
$49.4B
| $728K | 0.25% |
2,499
-90
| -3% | -$23.8K |
|
135
Ametek
AME
$55.3B
| $727K | 0.25% |
5,442
+684
| +14% | +$91.6K |
|
136
Globe Life
GL
$13.3B
| $724K | 0.25% |
7,601
-9,661
| -56% | -$989K |
|
137
WEC Energy
WEC
$37.4B
| $723K | 0.25% |
+8,124
| New | +$765K |
|
138
Wells Fargo
WFC
$261B
| $723K | 0.25% |
15,974
-28,351
| -64% | -$1.27M |
|
139
Ulta Beauty
ULTA
$20.5B
| $722K | 0.25% |
2,088
+140
| +7% | +$45.9K |
|
140
Newmont
NEM
$101B
| $717K | 0.25% |
11,318
-19,407
| -63% | -$1.3M |
|
|
WCN
141
Waste Connections
WCN
$42.7B
| $713K | 0.25% |
+5,972
| New | +$711K |
|
142
CONMED
CNMD
$1.24B
| $710K | 0.25% |
5,167
+634
| +14% | +$86.8K |
|
143
Accenture
ACN
$84.9B
| $709K | 0.25% |
2,406
-5,966
| -71% | -$1.71M |
|
|
CALY
144
Callaway Golf Company
CALY
$3.22B
| $703K | 0.25% |
+20,837
| New | +$670K |
|
145
Goodyear
GT
$2.02B
| $701K | 0.24% |
+40,871
| New | +$753K |
|
146
Highwoods Properties
HIW
$3.61B
| $701K | 0.24% |
15,529
-44,034
| -74% | -$1.98M |
|
147
Expedia Group
EXPE
$30.9B
| $700K | 0.24% |
+4,274
| New | +$733K |
|
148
Eaton
ETN
$161B
| $699K | 0.24% |
4,714
-14,846
| -76% | -$2.14M |
|
149
WEX
WEX
$5.94B
| $696K | 0.24% |
+3,592
| New | +$736K |
|
150
Paycom
PAYC
$6.47B
| $691K | 0.24% |
1,900
-2,320
| -55% | -$822K |
|
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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.