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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
Cap. Flow
-$387M
Cap. Flow %
-135.05%
Top 10 Hldgs %
10.87%
Holding
738
New
146
Increased
49
Reduced
252
Closed
290

Top Buys

Rank Stock Value
1
HUM icon
Humana
HUM
+$2.54M
2
WMT icon
Walmart Inc
WMT
+$2.14M
3
NTR icon
Nutrien
NTR
+$1.93M
4
TXRH icon
Texas Roadhouse
TXRH
+$1.73M
5
CMCSA icon
Comcast
CMCSA
+$1.73M

Top Sells

Rank Stock Value
1
MRK icon
Merck
MRK
+$5.62M
2
CRL icon
Charles River Laboratories
CRL
+$5.44M
3
META icon
Meta Platforms (Facebook)
META
+$5.36M
4
MA icon
Mastercard
MA
+$4.89M
5
RTX icon
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
SJI
701
DELISTED
South Jersey Industries, Inc.
SJI
– –
-29,374
Closed -$663K
OTIC
702
DELISTED
Otonomy, Inc.
OTIC
– –
-16,947
Closed -$43K
BTRS
703
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
– –
-21,785
Closed -$315K
TWTR
704
DELISTED
Twitter, Inc.
TWTR
– –
-10,076
Closed -$641K
CCXI
705
DELISTED
ChemoCentryx, Inc.
CCXI
– –
-17,249
Closed -$884K
MANT
706
DELISTED
Mantech International Corp
MANT
– –
-2,800
Closed -$243K
SNP
707
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-5,164
Closed -$272K
PTR
708
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-7,782
Closed -$281K
LFC
709
DELISTED
China Life Insurance Company Ltd.
LFC
– –
-13,427
Closed -$140K
POLY
710
DELISTED
Plantronics, Inc.
POLY
– –
-30,879
Closed -$1.2M
WBT
711
DELISTED
Welbilt, Inc.
WBT
– –
-74,555
Closed -$1.21M
SAFM
712
DELISTED
Sanderson Farms Inc
SAFM
– –
-5,585
Closed -$870K
TVTY
713
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-10,203
Closed -$228K
PLAN
714
DELISTED
Anaplan, Inc.
PLAN
– –
-8,775
Closed -$473K
FOE
715
DELISTED
Ferro Corporation
FOE
– –
-12,220
Closed -$206K
XLNX
716
DELISTED
Xilinx Inc
XLNX
– –
-5,174
Closed -$641K
SC
717
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-12,641
Closed -$342K
COR
718
DELISTED
Coresite Realty Corporation
COR
– –
-13,997
Closed -$1.68M
KSU
719
DELISTED
Kansas City Southern
KSU
– –
-5,187
Closed -$1.37M
MXIM
720
DELISTED
Maxim Integrated Products
MXIM
– –
-21,146
Closed -$1.93M
HOME
721
DELISTED
At Home Group Inc.
HOME
– –
-19,703
Closed -$565K
LMNX
722
DELISTED
Luminex Corp
LMNX
– –
-6,637
Closed -$212K
PRAH
723
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-2,238
Closed -$343K
STAY
724
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
– –
-12,000
Closed -$237K
CLGX
725
DELISTED
Corelogic, Inc.
CLGX
– –
-5,416
Closed -$429K
26 27 28
29
30

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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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.