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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 | |
|---|---|---|---|---|---|---|
626
Revvity
RVTY
$12.6B
| – | – |
-8,764
| Closed | -$1.12M |
|
627
Sabre
SABR
$668M
| – | – |
-18,565
| Closed | -$275K |
|
628
Starbucks
SBUX
$118B
| – | – |
-11,734
| Closed | -$1.28M |
|
629
Southern Copper
SCCO
$143B
| – | – |
-9,783
| Closed | -$616K |
|
630
SEI Investments
SEIC
$11.6B
| – | – |
-18,907
| Closed | -$1.15M |
|
|
SF
631
Stifel
SF
$12.1B
| – | – |
-5,393
| Closed | -$230K |
|
632
Surgery Partners
SGRY
$1.99B
| – | – |
-29,328
| Closed | -$1.3M |
|
633
Sun Life Financial
SLF
$45.1B
| – | – |
-11,006
| Closed | -$556K |
|
634
Simply Good Foods
SMPL
$909M
| – | – |
-25,503
| Closed | -$776K |
|
635
Synopsys
SNPS
$71.5B
| – | – |
-855
| Closed | -$212K |
|
636
Sonoco
SON
$5.57B
| – | – |
-11,622
| Closed | -$736K |
|
637
Sony
SONY
$122B
| – | – |
-23,765
| Closed | -$504K |
|
|
SPR
638
DELISTED
Spirit AeroSystems
SPR
| – | – |
-15,000
| Closed | -$730K |
|
639
Spire
SR
$4.88B
| – | – |
-17,830
| Closed | -$1.32M |
|
640
STAG Industrial
STAG
$7.74B
| – | – |
-40,469
| Closed | -$1.36M |
|
641
Suncor Energy
SU
$78.4B
| – | – |
-14,617
| Closed | -$306K |
|
642
Sysco
SYY
$39.1B
| – | – |
-23,575
| Closed | -$1.86M |
|
643
Trip.com Group
TCOM
$27.1B
| – | – |
-8,364
| Closed | -$331K |
|
644
Teradyne
TER
$58.5B
| – | – |
-7,792
| Closed | -$948K |
|
645
Terex
TEX
$7.83B
| – | – |
-16,297
| Closed | -$751K |
|
646
Teleflex
TFX
$5.81B
| – | – |
-919
| Closed | -$382K |
|
|
TGNA
647
DELISTED
TEGNA Inc
TGNA
| – | – |
-11,365
| Closed | -$214K |
|
648
TG Therapeutics
TGTX
$8.5B
| – | – |
-6,117
| Closed | -$295K |
|
649
Titan Machinery
TITN
$442M
| – | – |
-49,416
| Closed | -$1.26M |
|
650
Turkcell
TKC
$4.88B
| – | – |
-24,050
| Closed | -$112K |
|
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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.