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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 | |
|---|---|---|---|---|---|---|
276
Cannae Holdings
CNNE
$631M
| $407K | 0.14% |
11,994
-25,463
| -68% | -$949K |
|
277
ThredUp
TDUP
$741M
| $407K | 0.14% |
+14,000
| New | +$302K |
|
278
Zillow
Z
$6.77B
| $405K | 0.14% |
3,312
+16
| +0.5% | +$1.95K |
|
|
WRI
279
DELISTED
Weingarten Realty Investors
WRI
| $402K | 0.14% |
12,542
-102,860
| -89% | -$3.24M |
|
280
Ingersoll Rand
IR
$33B
| $399K | 0.14% |
8,179
-3,116
| -28% | -$153K |
|
|
INFO
281
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $398K | 0.14% |
3,535
-10,479
| -75% | -$1.11M |
|
282
Elastic
ESTC
$5.96B
| $394K | 0.14% |
+2,702
| New | +$338K |
|
283
Darling Ingredients
DAR
$10.1B
| $392K | 0.14% |
5,806
+125
| +2% | +$8.8K |
|
284
Qorvo
QRVO
$7.65B
| $386K | 0.13% |
+1,971
| New | +$364K |
|
285
TJX Companies
TJX
$170B
| $384K | 0.13% |
+5,690
| New | +$388K |
|
286
Clean Harbors
CLH
$16.2B
| $383K | 0.13% |
+4,111
| New | +$374K |
|
287
AbbVie
ABBV
$454B
| $381K | 0.13% |
3,386
-11,211
| -77% | -$1.26M |
|
288
NextEra Energy
NEE
$187B
| $379K | 0.13% |
5,176
-21,384
| -81% | -$1.6M |
|
289
Xylem
XYL
$27.8B
| $373K | 0.13% |
+3,106
| New | +$355K |
|
290
Mattel
MAT
$4.14B
| $371K | 0.13% |
+18,474
| New | +$382K |
|
291
Eagle Materials
EXP
$6.4B
| $370K | 0.13% |
2,603
-2,730
| -51% | -$393K |
|
292
Zentalis Pharmaceuticals
ZNTL
$317M
| $369K | 0.13% |
+6,930
| New | +$371K |
|
293
Dave & Buster's
PLAY
$339M
| $367K | 0.13% |
9,033
-4,711
| -34% | -$204K |
|
294
Axalta
AXTA
$6.78B
| $366K | 0.13% |
12,012
-10,816
| -47% | -$342K |
|
295
Bank of Hawaii
BOH
$3.36B
| $361K | 0.13% |
+4,288
| New | +$384K |
|
296
Essential Properties Realty Trust
EPRT
$6.94B
| $361K | 0.13% |
13,368
+4,134
| +45% | +$107K |
|
297
Dover
DOV
$26.6B
| $358K | 0.12% |
+2,376
| New | +$351K |
|
298
Sunstone Hotel Investors
SHO
$2.17B
| $357K | 0.12% |
+28,771
| New | +$366K |
|
299
Vertex Pharmaceuticals
VRTX
$120B
| $355K | 0.12% |
1,762
-3,690
| -68% | -$772K |
|
300
VF Corp
VFC
$6.49B
| $353K | 0.12% |
+4,305
| New | +$359K |
|
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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.