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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 | |
|---|---|---|---|---|---|---|
201
Pacific Biosciences
PACB
$435M
| $567K | 0.2% |
16,226
-16,677
| -51% | -$485K |
|
202
Flowserve
FLS
$9.16B
| $564K | 0.2% |
+13,995
| New | +$578K |
|
203
Boeing
BA
$165B
| $563K | 0.2% |
2,350
-5,487
| -70% | -$1.33M |
|
204
KLA
KLAC
$286B
| $563K | 0.2% |
17,360
+3,100
| +22% | +$99.3K |
|
205
Smith & Nephew
SNN
$12.5B
| $560K | 0.2% |
12,892
-737
| -5% | -$31K |
|
206
West Pharmaceutical
WST
$25.1B
| $560K | 0.2% |
1,559
-6,080
| -80% | -$2.01M |
|
207
Universal Health Services
UHS
$9.16B
| $558K | 0.19% |
+3,811
| New | +$576K |
|
208
Ecolab
ECL
$74.1B
| $555K | 0.19% |
+2,695
| New | +$586K |
|
209
Oshkosh
OSK
$9.48B
| $555K | 0.19% |
+4,454
| New | +$563K |
|
210
Dell
DELL
$284B
| $550K | 0.19% |
10,897
-8,330
| -43% | -$418K |
|
211
Coinbase
COIN
$42.5B
| $549K | 0.19% |
+2,166
| New | +$562K |
|
212
Howmet Aerospace
HWM
$115B
| $549K | 0.19% |
15,940
-2,278
| -13% | -$76K |
|
213
AT&T
T
$160B
| $549K | 0.19% |
25,262
+5,275
| +26% | +$120K |
|
214
Emcor
EME
$34.2B
| $548K | 0.19% |
+4,450
| New | +$543K |
|
215
Woodward
WWD
$24.5B
| $540K | 0.19% |
+4,393
| New | +$541K |
|
216
Public Storage
PSA
$55.3B
| $537K | 0.19% |
+1,785
| New | +$501K |
|
217
TransDigm Group
TDG
$67.9B
| $537K | 0.19% |
829
-2,453
| -75% | -$1.54M |
|
218
Graphic Packaging
GPK
$3.25B
| $536K | 0.19% |
+29,537
| New | +$540K |
|
|
VWE
219
DELISTED
Vintage Wine Estates, Inc. Common Stock
VWE
| $535K | 0.19% |
+44,620
| New | +$475K |
|
220
Herbalife
HLF
$1.22B
| $534K | 0.19% |
+10,129
| New | +$504K |
|
221
RenaissanceRe
RNR
$13.5B
| $532K | 0.19% |
3,574
-4,167
| -54% | -$663K |
|
222
Sempra
SRE
$61.1B
| $530K | 0.19% |
8,004
-5,550
| -41% | -$380K |
|
|
BPMC
223
DELISTED
Blueprint Medicines
BPMC
| $527K | 0.18% |
5,990
-6,853
| -53% | -$628K |
|
224
AAR Corp
AIR
$5.16B
| $524K | 0.18% |
13,529
-7,578
| -36% | -$305K |
|
225
Algonquin Power & Utilities
AQN
$4.61B
| $523K | 0.18% |
+35,166
| New | +$554K |
|
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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.