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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 | |
|---|---|---|---|---|---|---|
426
Cogent Biosciences
COGT
$6.84B
| $182K | 0.06% |
22,474
-25,287
| -53% | -$214K |
|
427
Cemex
CX
$17.5B
| $158K | 0.06% |
+18,786
| New | +$149K |
|
428
Avalo Therapeutics
AVTX
$970M
| $150K | 0.05% |
16
-11
| -41% | -$92.1K |
|
|
ATIP
429
DELISTED
ATI Physical Therapy, Inc.
ATIP
| $126K | 0.04% |
+265
| New | +$131K |
|
|
WSR
430
DELISTED
Whitestone REIT
WSR
| $121K | 0.04% |
+14,659
| New | +$132K |
|
|
KDMN
431
DELISTED
Kadmon Holdings, Inc.
KDMN
| $119K | 0.04% |
30,843
-32,260
| -51% | -$125K |
|
|
FLG
432
Flagstar Bank National Association
FLG
$5.82B
| $117K | 0.04% |
3,547
-21,669
| -86% | -$775K |
|
|
BDSI
433
DELISTED
BioDelivery Sciences International, Inc.
BDSI
| $104K | 0.04% |
29,003
-39,808
| -58% | -$140K |
|
434
International General Insurance
IGIC
$1.21B
| $97K | 0.03% |
10,424
-15,044
| -59% | -$127K |
|
|
VRNA
435
DELISTED
Verona Pharma
VRNA
| $92K | 0.03% |
14,034
-15,136
| -52% | -$105K |
|
436
VistaGen Therapeutics
VTGN
$9.13M
| $92K | 0.03% |
976
-3,404
| -78% | -$252K |
|
|
ISEE
437
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $76K | 0.03% |
12,079
-22,243
| -65% | -$143K |
|
438
Akebia Therapeutics
AKBA
$327M
| $71K | 0.02% |
18,732
-40,635
| -68% | -$137K |
|
439
Gyre Therapeutics
GYRE
$677M
| $70K | 0.02% |
2,170
-1,830
| -46% | -$62.8K |
|
440
BGC Group
BGC
$5.56B
| $68K | 0.02% |
12,004
-8,831
| -42% | -$50.5K |
|
|
CTIC
441
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
| $64K | 0.02% |
25,686
-323
| -1% | -$774 |
|
442
WisdomTree
WT
$3B
| $63K | 0.02% |
10,097
-4,620
| -31% | -$30.5K |
|
|
ATRS
443
DELISTED
Antares Pharma, Inc.
ATRS
| $52K | 0.02% |
11,814
-15,355
| -57% | -$62.6K |
|
444
VEON
VEON
$3.59B
| $32K | 0.01% |
+704
| New | +$31.1K |
|
|
CASI
445
DELISTED
CASI Pharmaceuticals
CASI
| $27K | 0.01% |
1,711
-445
| -21% | -$7.49K |
|
446
Advance Auto Parts
AAP
$3.27B
| – | – |
-5,250
| Closed | -$963K |
|
447
Apple
AAPL
$4.89T
| – | – |
-9,042
| Closed | -$1.1M |
|
448
Adobe
ADBE
$88.5B
| – | – |
-5,182
| Closed | -$2.46M |
|
449
AGCO
AGCO
$8.65B
| – | – |
-4,494
| Closed | -$646K |
|
450
Agios Pharmaceuticals
AGIO
$2.17B
| – | – |
-4,661
| Closed | -$241K |
|
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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.