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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
VT icon
1
Vanguard Total World Stock ETF
VT
$77.2B
$10.8M 3.78%
104,465
– –
AEP icon
2
American Electric Power
AEP
$72.4B
$2.62M 0.91%
30,939
-23,333
-43% -$2.01M
HUM icon
3
Humana
HUM
$47.7B
$2.57M 0.9%
+5,807
New +$2.54M
MDT icon
4
Medtronic
MDT
$105B
$2.49M 0.87%
20,070
-23,586
-54% -$2.96M
GOOGL icon
5
Alphabet (Google) Class A
GOOGL
$4.17T
$2.35M 0.82%
19,220
-14,500
-43% -$1.69M
UDR icon
6
UDR
UDR
$12.8B
$2.27M 0.79%
46,287
-35,648
-44% -$1.68M
WMT icon
7
Walmart Inc
WMT
$870B
$2.16M 0.76%
+46,041
New +$2.14M
NTR icon
8
Nutrien
NTR
$32.9B
$1.98M 0.69%
+32,597
New +$1.93M
META icon
9
Meta Platforms (Facebook)
META
$1.59T
$1.98M 0.69%
5,680
-16,699
-75% -$5.36M
NVST icon
10
Envista
NVST
$4.3B
$1.93M 0.67%
44,566
-50,661
-53% -$2.2M
TU icon
11
Telus
TU
$15.9B
$1.88M 0.65%
83,643
+3,883
+5% +$84.2K
CMCSA icon
12
Comcast
CMCSA
$84B
$1.76M 0.61%
+30,906
New +$1.73M
INVH icon
13
Invitation Homes
INVH
$17.5B
$1.76M 0.61%
47,164
-84,483
-64% -$2.99M
MSFT icon
14
Microsoft
MSFT
$2.9T
$1.7M 0.59%
6,284
-13,357
-68% -$3.4M
TXRH icon
15
Texas Roadhouse
TXRH
$12.6B
$1.69M 0.59%
+17,586
New +$1.73M
HR
16
DELISTED
Healthcare Realty Trust Incorporated
HR
$1.67M 0.58%
55,423
-43,739
-44% -$1.36M
AMZN icon
17
Amazon
AMZN
$2.63T
$1.67M 0.58%
9,700
+2,380
+33% +$396K
WLK icon
18
Westlake Corp
WLK
$9.87B
$1.65M 0.58%
18,308
+6,727
+58% +$653K
EHC icon
19
Encompass Health
EHC
$11B
$1.6M 0.56%
25,732
-35,055
-58% -$2.34M
NNN icon
20
NNN REIT
NNN
$9.32B
$1.58M 0.55%
33,626
+25,204
+299% +$1.18M
MKC icon
21
McCormick & Company Non-Voting
MKC
$14B
$1.52M 0.53%
+17,170
New +$1.53M
EVRG icon
22
Evergy
EVRG
$20B
$1.51M 0.53%
25,005
-17,642
-41% -$1.1M
KEY icon
23
KeyCorp
KEY
$24.9B
$1.48M 0.52%
71,520
-91,519
-56% -$1.99M
CRL icon
24
Charles River Laboratories
CRL
$10.5B
$1.45M 0.51%
3,922
-16,290
-81% -$5.44M
RACE icon
25
Ferrari
RACE
$65.4B
$1.45M 0.51%
7,024
-10,671
-60% -$2.23M
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
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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.