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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 | |
|---|---|---|---|---|---|---|
|
FOCS
401
DELISTED
Focus Financial Partners Inc. Class A
FOCS
| $226K | 0.08% |
4,655
-5,382
| -54% | -$260K |
|
402
Victory Capital Holdings
VCTR
$6.07B
| $223K | 0.08% |
6,905
-1,782
| -21% | -$52.1K |
|
|
CHNG
403
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $222K | 0.08% |
9,656
-34,770
| -78% | -$800K |
|
|
XYZ
404
Block Inc
XYZ
$46.2B
| $219K | 0.08% |
897
-1,124
| -56% | -$261K |
|
405
United Parks & Resorts
PRKS
$2.14B
| $215K | 0.08% |
4,308
-23,114
| -84% | -$1.23M |
|
|
DISH
406
DELISTED
DISH Network Corp.
DISH
| $213K | 0.07% |
+5,107
| New | +$215K |
|
407
Replimune Group
REPL
$850M
| $212K | 0.07% |
5,517
-2,853
| -34% | -$97.6K |
|
408
Royal Bank of Canada
RY
$292B
| $212K | 0.07% |
2,097
-11,322
| -84% | -$1.12M |
|
409
Alaska Air
ALK
$5.25B
| $211K | 0.07% |
3,502
-9,304
| -73% | -$628K |
|
410
Electronic Arts
EA
$52.4B
| $210K | 0.07% |
1,461
-4,510
| -76% | -$640K |
|
411
Lantheus
LNTH
$6.82B
| $210K | 0.07% |
+7,607
| New | +$175K |
|
|
ECHO
412
EchoStar
ECHO
$25.7B
| $210K | 0.07% |
8,638
-1,608
| -16% | -$41.3K |
|
413
Urban Edge Properties
UE
$2.93B
| $210K | 0.07% |
+10,970
| New | +$207K |
|
414
Builders FirstSource
BLDR
$7.9B
| $209K | 0.07% |
+4,903
| New | +$227K |
|
415
Radware
RDWR
$1.25B
| $209K | 0.07% |
+6,802
| New | +$196K |
|
416
American Coastal Insurance
ACIC
$496M
| $208K | 0.07% |
+2,093
| New | +$12.8K |
|
417
Jack in the Box
JACK
$280M
| $208K | 0.07% |
+1,862
| New | +$218K |
|
|
GTY
418
Getty Realty Corp
GTY
$2.09B
| $207K | 0.07% |
+6,655
| New | +$208K |
|
|
VNTR
419
DELISTED
Venator Materials PLC
VNTR
| $207K | 0.07% |
43,767
-44,641
| -50% | -$214K |
|
420
GDS Holdings
GDS
$6.4B
| $204K | 0.07% |
+2,593
| New | +$201K |
|
421
Alkermes
ALKS
$8.88B
| $202K | 0.07% |
+8,239
| New | +$183K |
|
422
Cardlytics
CDLX
$21.7M
| $202K | 0.07% |
159
-104
| -40% | -$117K |
|
423
Qualcomm
QCOM
$178B
| $202K | 0.07% |
+1,415
| New | +$191K |
|
424
Teladoc Health
TDOC
$1.6B
| $201K | 0.07% |
+1,211
| New | +$196K |
|
425
Texas Capital Bancshares
TCBI
$4.35B
| $200K | 0.07% |
+3,155
| New | +$213K |
|
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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.