We are live on ! Find out more
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
AGNC icon
451
AGNC Investment
AGNC
$12.3B
– –
-34,918
Closed -$585K
AKRO
452
DELISTED
Akero Therapeutics
AKRO
– –
-11,728
Closed -$340K
AL
453
DELISTED
Air Lease Corp
AL
– –
-23,772
Closed -$1.17M
ALDX icon
454
Aldeyra Therapeutics
ALDX
$91.1M
– –
-18,902
Closed -$225K
ALL icon
455
Allstate
ALL
$66.8B
– –
-11,252
Closed -$1.29M
ALLO icon
456
Allogene Therapeutics
ALLO
$604M
– –
-6,667
Closed -$235K
ALLY icon
457
Ally Financial
ALLY
$13B
– –
-24,442
Closed -$1.1M
AMRN
458
Amarin Corp
AMRN
$284M
– –
-2,778
Closed -$345K
AMT icon
459
American Tower
AMT
$77.7B
– –
-4,368
Closed -$1.04M
AMX icon
460
America Movil
AMX
$78.1B
– –
-43,750
Closed -$594K
APA icon
461
APA Corp
APA
$12.9B
– –
-17,090
Closed -$306K
APLE icon
462
Apple Hospitality REIT
APLE
$3.97B
– –
-11,250
Closed -$164K
APLS
463
DELISTED
Apellis Pharmaceuticals
APLS
– –
-6,543
Closed -$281K
APO icon
464
Apollo Global Management
APO
$70.6B
– –
-16,720
Closed -$786K
AQB icon
465
AquaBounty Technologies
AQB
$4.53M
– –
-750
Closed -$101K
ARES icon
466
Ares Management
ARES
$28.3B
– –
-6,134
Closed -$344K
ARKO icon
467
ARKO Corp
ARKO
$893M
– –
-56,844
Closed -$565K
AROC icon
468
Archrock
AROC
$6.36B
– –
-40,149
Closed -$381K
ASH icon
469
Ashland
ASH
$3.03B
– –
-10,876
Closed -$965K
AU icon
470
AngloGold Ashanti
AU
$40.2B
– –
-16,263
Closed -$357K
AWK icon
471
American Water Works
AWK
$26.3B
– –
-16,497
Closed -$2.47M
BAC icon
472
Bank of America
BAC
$434B
– –
-89,902
Closed -$3.48M
BALL icon
473
Ball Corp
BALL
$16.9B
– –
-10,125
Closed -$858K
BAP icon
474
Credicorp
BAP
$30.9B
– –
-1,521
Closed -$208K
BC icon
475
Brunswick
BC
$5.18B
– –
-2,954
Closed -$282K
17 18
19
20 21

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.