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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 | |
|---|---|---|---|---|---|---|
151
ConocoPhillips
COP
$146B
| $690K | 0.24% |
11,325
+4,269
| +61% | +$238K |
|
|
SAGE
152
DELISTED
Sage Therapeutics
SAGE
| $689K | 0.24% |
12,128
-824
| -6% | -$58.2K |
|
153
Take-Two Interactive
TTWO
$42.7B
| $688K | 0.24% |
+3,886
| New | +$690K |
|
154
Organon & Co
OGN
$3.56B
| $686K | 0.24% |
+22,655
| New | +$746K |
|
155
Invesco
IVZ
$13.2B
| $683K | 0.24% |
25,544
+649
| +3% | +$17.7K |
|
|
FISV
156
Fiserv Inc
FISV
$26.6B
| $681K | 0.24% |
+6,374
| New | +$741K |
|
157
DuPont de Nemours
DD
$18.6B
| $679K | 0.24% |
6,991
-6,595
| -49% | -$662K |
|
158
Copart
CPRT
$25.2B
| $678K | 0.24% |
20,576
+8,356
| +68% | +$259K |
|
159
nVent Electric
NVT
$25.7B
| $676K | 0.24% |
+21,625
| New | +$666K |
|
160
Deckers Outdoor
DECK
$13.4B
| $669K | 0.23% |
10,452
-8,304
| -44% | -$469K |
|
161
Globus Medical
GMED
$10.2B
| $667K | 0.23% |
8,598
-1,078
| -11% | -$76.6K |
|
162
CareTrust REIT
CTRE
$10B
| $658K | 0.23% |
+28,306
| New | +$666K |
|
163
Rexford Industrial Realty
REXR
$8.12B
| $657K | 0.23% |
11,534
+160
| +1% | +$8.9K |
|
|
TWNK
164
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $657K | 0.23% |
40,568
+9,262
| +30% | +$144K |
|
165
Nordson
NDSN
$16.3B
| $648K | 0.23% |
+2,950
| New | +$625K |
|
166
United Airlines
UAL
$37.4B
| $646K | 0.23% |
12,355
-21,435
| -63% | -$1.19M |
|
167
Boot Barn
BOOT
$4.48B
| $645K | 0.23% |
7,677
-8,073
| -51% | -$592K |
|
168
Snap
SNAP
$7.42B
| $644K | 0.22% |
9,458
-6,736
| -42% | -$404K |
|
169
Evercore
EVR
$13B
| $641K | 0.22% |
4,553
+345
| +8% | +$48.2K |
|
170
Southwest Gas
SWX
$6.73B
| $640K | 0.22% |
9,671
-13,321
| -58% | -$909K |
|
171
Idacorp
IDA
$8.28B
| $637K | 0.22% |
6,531
-2,765
| -30% | -$277K |
|
|
172
Mastercard
MA
$469B
| $637K | 0.22% |
1,744
-13,139
| -88% | -$4.89M |
|
173
CF Industries
CF
$19.5B
| $635K | 0.22% |
12,347
-36,146
| -75% | -$1.84M |
|
|
AZEK
174
DELISTED
The AZEK Co
AZEK
| $630K | 0.22% |
14,842
-6,376
| -30% | -$286K |
|
175
Capri Holdings
CPRI
$1.78B
| $628K | 0.22% |
+10,976
| New | +$597K |
|
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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.