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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 | |
|---|---|---|---|---|---|---|
651
Tencent Music
TME
$14.3B
| – | – |
-17,614
| Closed | -$361K |
|
652
T-Mobile US
TMUS
$183B
| – | – |
-8,308
| Closed | -$1.04M |
|
653
Tennant Co
TNC
$1.48B
| – | – |
-5,236
| Closed | -$418K |
|
654
Tandem Diabetes Care
TNDM
$1.16B
| – | – |
-3,456
| Closed | -$305K |
|
655
Trex
TREX
$4.4B
| – | – |
-3,931
| Closed | -$360K |
|
656
Thomson Reuters
TRI
$37.4B
| – | – |
-7,248
| Closed | -$669K |
|
657
TC Energy
TRP
$72.9B
| – | – |
-16,752
| Closed | -$766K |
|
658
TransUnion
TRU
$14.2B
| – | – |
-2,380
| Closed | -$214K |
|
659
Travelers Companies
TRV
$78.5B
| – | – |
-4,416
| Closed | -$664K |
|
660
Tenaris
TS
$29B
| – | – |
-19,180
| Closed | -$435K |
|
661
TSMC
TSM
$2.16T
| – | – |
-16,070
| Closed | -$1.9M |
|
662
Trane Technologies
TT
$106B
| – | – |
-6,749
| Closed | -$1.12M |
|
663
Ternium
TX
$9.25B
| – | – |
-5,254
| Closed | -$204K |
|
664
Uber
UBER
$140B
| – | – |
-14,090
| Closed | -$768K |
|
665
UnitedHealth
UNH
$385B
| – | – |
-3,328
| Closed | -$1.24M |
|
|
UNIT
666
Uniti Group
UNIT
$2.68B
| – | – |
-23,383
| Closed | -$258K |
|
667
US Foods
USFD
$21B
| – | – |
-34,557
| Closed | -$1.32M |
|
668
Visa
V
$669B
| – | – |
-3,331
| Closed | -$705K |
|
669
Vericel Corp
VCEL
$2.3B
| – | – |
-6,916
| Closed | -$384K |
|
670
VICI Properties
VICI
$29B
| – | – |
-39,387
| Closed | -$1.11M |
|
671
Valley National Bancorp
VLY
$7.99B
| – | – |
-27,676
| Closed | -$380K |
|
672
Vulcan Materials
VMC
$35.7B
| – | – |
-8,712
| Closed | -$1.47M |
|
673
Verisk Analytics
VRSK
$25.3B
| – | – |
-5,049
| Closed | -$892K |
|
674
Westamerica Bancorp
WABC
$1.39B
| – | – |
-7,902
| Closed | -$496K |
|
675
Weibo
WB
$1.92B
| – | – |
-5,828
| Closed | -$294K |
|
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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.