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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
-1.72%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$11.5M
AUM Growth
-$275M
Cap. Flow
-$275M
Cap. Flow %
-2,395.02%
Top 10 Hldgs %
100%
Holding
448
New
–
Increased
1
Reduced
–
Closed
447

Top Buys

Rank Stock Value
1
VT icon
Vanguard Total World Stock ETF
VT
+$863K

Top Sells

Rank Stock Value
1
AEP icon
American Electric Power
AEP
+$2.62M
2
HUM icon
Humana
HUM
+$2.57M
3
MDT icon
Medtronic
MDT
+$2.49M
4
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$2.35M
5
UDR icon
UDR
UDR
+$2.27M

Sector Composition

Rank Sector Weight
1 Communication Services 0%
2 Consumer Discretionary 0%
3 Consumer Staples 0%
4 Energy 0%
5 Financials 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MOH icon
226
Molina Healthcare
MOH
$10.3B
– –
-3,013
Closed -$762K
MOS icon
227
The Mosaic Company
MOS
$7.09B
– –
-18,947
Closed -$605K
MRVL icon
228
Marvell Technology
MRVL
$174B
– –
-12,923
Closed -$754K
MS icon
229
Morgan Stanley
MS
$337B
– –
-10,190
Closed -$934K
MSFT icon
230
Microsoft
MSFT
$2.84T
– –
-6,284
Closed -$1.7M
MSI icon
231
Motorola Solutions
MSI
$69.4B
– –
-2,003
Closed -$434K
MT icon
232
ArcelorMittal
MT
$50.4B
– –
-9,140
Closed -$284K
MTRN icon
233
Materion
MTRN
$5.01B
– –
-3,221
Closed -$243K
MU icon
234
Micron Technology
MU
$1.04T
– –
-4,858
Closed -$413K
NCLH icon
235
Norwegian Cruise Line
NCLH
$8.89B
– –
-20,825
Closed -$612K
NDAQ icon
236
Nasdaq
NDAQ
$52.1B
– –
-4,113
Closed -$241K
NDSN icon
237
Nordson
NDSN
$16.5B
– –
-2,950
Closed -$648K
NEE icon
238
NextEra Energy
NEE
$187B
– –
-5,176
Closed -$379K
NEM icon
239
Newmont
NEM
$99.5B
– –
-11,318
Closed -$717K
NI icon
240
NiSource
NI
$22.4B
– –
-48,730
Closed -$1.19M
NNN icon
241
NNN REIT
NNN
$9.39B
– –
-33,626
Closed -$1.58M
NOC icon
242
Northrop Grumman
NOC
$77B
– –
-817
Closed -$297K
NOK icon
243
Nokia
NOK
$50.8B
– –
-60,939
Closed -$324K
NOMD icon
244
Nomad Foods
NOMD
$1.64B
– –
-16,612
Closed -$470K
NSC icon
245
Norfolk Southern
NSC
$78.8B
– –
-2,188
Closed -$581K
NTLA icon
246
Intellia Therapeutics
NTLA
$1.5B
– –
-1,745
Closed -$283K
NTR icon
247
Nutrien
NTR
$32.7B
– –
-32,597
Closed -$1.98M
NTRA icon
248
Natera
NTRA
$37.5B
– –
-4,137
Closed -$470K
NVST icon
249
Envista
NVST
$4.28B
– –
-44,566
Closed -$1.93M
NVT icon
250
nVent Electric
NVT
$24.5B
– –
-21,625
Closed -$676K
8 9
10
11 12

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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 Q3 2021 Portfolio in Review

As of Q3 2021, Quantitative Systematic Strategies held 448 positions worth $11.5M, down 96% from $287M the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Quantitative Systematic Strategies withdrew a net $275M in Q3 2021, closing 447 positions. Its most notable exit was American Electric Power, an estimated $2.62M position sold in full.

By sector, the portfolio is most concentrated in Communication Services at 0% of assets, down from 5.1% a quarter earlier, followed by Consumer Discretionary and Consumer Staples.

Against the trend, Quantitative Systematic Strategies added an estimated $863K to Vanguard Total World Stock ETF.

  • Quantitative Systematic Strategies added most to Vanguard Total World Stock ETF in Q3 2021, an estimated $863K increase.
  • Quantitative Systematic Strategies fully exited American Electric Power in Q3 2021, selling an estimated $2.62M.
  • Quantitative Systematic Strategies's ten largest holdings make up 100% of its $11.5M portfolio in Q3 2021.
  • Quantitative Systematic Strategies opened 0 new positions and closed 447 in Q3 2021.
  • Quantitative Systematic Strategies's portfolio value fell 96% quarter-over-quarter to $11.5M.

Based on Quantitative Systematic Strategies's 13F filing for Q3 2021, filed 16 Nov 2021.