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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 | |
|---|---|---|---|---|---|---|
|
PPD
351
DELISTED
PPD, Inc. Common Stock
PPD
| $276K | 0.1% |
5,998
-5,299
| -47% | -$239K |
|
352
SBA Communications
SBAC
$19B
| $275K | 0.1% |
864
-5,329
| -86% | -$1.6M |
|
353
Avantor
AVTR
$7.78B
| $274K | 0.1% |
7,707
-35,133
| -82% | -$1.14M |
|
|
LTHM
354
DELISTED
Livent Corporation
LTHM
| $271K | 0.09% |
14,021
+521
| +4% | +$9.47K |
|
|
PBCT
355
DELISTED
People's United Financial Inc
PBCT
| $271K | 0.09% |
+15,804
| New | +$289K |
|
356
Louisiana-Pacific
LPX
$5.09B
| $268K | 0.09% |
+4,438
| New | +$284K |
|
357
Planet Fitness
PLNT
$4.32B
| $265K | 0.09% |
3,517
-18,553
| -84% | -$1.48M |
|
358
TIM SA
TIMB
$10.2B
| $260K | 0.09% |
22,526
-11,847
| -34% | -$137K |
|
|
RAPT
359
DELISTED
RAPT Therapeutics
RAPT
| $259K | 0.09% |
+1,018
| New | +$190K |
|
360
Agilon Health
AGL
$1.68B
| $258K | 0.09% |
+254
| New | +$223K |
|
361
Elevance Health
ELV
$82.1B
| $258K | 0.09% |
677
-5,766
| -89% | -$2.2M |
|
362
Evertec
EVTC
$1.82B
| $258K | 0.09% |
5,920
-10,965
| -65% | -$463K |
|
363
Opendoor
OPEN
$3.7B
| $258K | 0.09% |
+15,062
| New | +$259K |
|
|
CTXS
364
DELISTED
Citrix Systems Inc
CTXS
| $258K | 0.09% |
2,197
+434
| +25% | +$54.1K |
|
365
MKS Inc
MKSI
$22.5B
| $257K | 0.09% |
1,443
-1,474
| -51% | -$268K |
|
366
Simon Property Group
SPG
$74.2B
| $257K | 0.09% |
1,967
+16
| +0.8% | +$1.99K |
|
367
Bally's
BALY
$687M
| $255K | 0.09% |
+4,711
| New | +$265K |
|
368
MGM Resorts International
MGM
$11.7B
| $255K | 0.09% |
5,988
-1,359
| -18% | -$56.2K |
|
369
US Bancorp
USB
$99B
| $253K | 0.09% |
+4,446
| New | +$261K |
|
370
Zebra Technologies
ZBRA
$12.3B
| $253K | 0.09% |
477
-41
| -8% | -$20.4K |
|
|
RPT
371
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $253K | 0.09% |
19,514
-14,909
| -43% | -$189K |
|
372
Alnylam Pharmaceuticals
ALNY
$36.2B
| $251K | 0.09% |
1,480
-2,964
| -67% | -$434K |
|
|
DOCU
373
DocuSign
DOCU
$9.31B
| $251K | 0.09% |
899
-837
| -48% | -$187K |
|
374
Global Net Lease
GNL
$1.89B
| $251K | 0.09% |
13,594
-5,242
| -28% | -$99.9K |
|
375
Five Below
FIVE
$11.3B
| $250K | 0.09% |
+1,293
| New | +$247K |
|
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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.