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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 | |
|---|---|---|---|---|---|---|
|
AERI
326
DELISTED
Aerie Pharmaceuticals
AERI
| $305K | 0.11% |
19,059
-12,560
| -40% | -$215K |
|
327
Adecoagro
AGRO
$1.55B
| $302K | 0.11% |
30,094
-33,056
| -52% | -$329K |
|
328
Relay Therapeutics
RLAY
$4.16B
| $302K | 0.11% |
8,246
+1,579
| +24% | +$52K |
|
|
B
329
DELISTED
Barnes Group Inc.
B
| $300K | 0.1% |
+5,844
| New | +$303K |
|
330
LivaNova
LIVN
$4.32B
| $299K | 0.1% |
3,559
-10,377
| -74% | -$854K |
|
331
Independence Realty Trust
IRT
$3.87B
| $298K | 0.1% |
16,333
-91,301
| -85% | -$1.55M |
|
332
Northrop Grumman
NOC
$75.8B
| $297K | 0.1% |
817
-7,246
| -90% | -$2.61M |
|
|
ECOL
333
DELISTED
US Ecology, Inc.
ECOL
| $296K | 0.1% |
+7,891
| New | +$318K |
|
334
Albemarle
ALB
$13.8B
| $295K | 0.1% |
1,750
-2,451
| -58% | -$396K |
|
335
Sotera Health
SHC
$4.99B
| $295K | 0.1% |
12,194
-11,030
| -47% | -$271K |
|
336
Vipshop
VIPS
$6.92B
| $293K | 0.1% |
+14,577
| New | +$366K |
|
337
Regal Rexnord
RRX
$14.2B
| $292K | 0.1% |
2,189
-3,935
| -64% | -$555K |
|
|
RETA
338
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $287K | 0.1% |
2,031
-3,329
| -62% | -$376K |
|
339
LKQ Corp
LKQ
$6.32B
| $286K | 0.1% |
+5,802
| New | +$277K |
|
340
Alibaba
BABA
$273B
| $285K | 0.1% |
+1,255
| New | +$279K |
|
|
OSH
341
DELISTED
Oak Street Health, Inc.
OSH
| $285K | 0.1% |
4,868
-705
| -13% | -$41.9K |
|
342
Forward Air
FWRD
$490M
| $284K | 0.1% |
+3,161
| New | +$291K |
|
343
ArcelorMittal
MT
$49.9B
| $284K | 0.1% |
+9,140
| New | +$283K |
|
344
Intellia Therapeutics
NTLA
$1.55B
| $283K | 0.1% |
1,745
-18,472
| -91% | -$1.44M |
|
345
Idexx Laboratories
IDXX
$42.5B
| $282K | 0.1% |
+447
| New | +$247K |
|
|
TRIL
346
DELISTED
Trillium Therapeutics Inc.
TRIL
| $280K | 0.1% |
28,820
-30,118
| -51% | -$283K |
|
347
Intrepid Potash
IPI
$463M
| $278K | 0.1% |
+8,729
| New | +$258K |
|
348
LendingTree
TREE
$550M
| $277K | 0.1% |
+1,306
| New | +$275K |
|
349
Bloomin' Brands
BLMN
$701M
| $276K | 0.1% |
+10,151
| New | +$287K |
|
350
NorthWestern Energy
NWE
$4.46B
| $276K | 0.1% |
+4,583
| New | +$298K |
|
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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.