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
-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
NWE icon
251
NorthWestern Energy
NWE
$4.48B
– –
-4,583
Closed -$276K
OEC icon
252
Orion
OEC
$394M
– –
-24,979
Closed -$474K
OGE icon
253
OGE Energy
OGE
$10.3B
– –
-28,650
Closed -$964K
OGN icon
254
Organon & Co
OGN
$3.55B
– –
-22,655
Closed -$686K
OMC icon
255
Omnicom Group
OMC
$22.7B
– –
-4,399
Closed -$352K
OMF icon
256
OneMain Financial
OMF
$6.9B
– –
-7,971
Closed -$478K
OPEN icon
257
Opendoor
OPEN
$3.69B
– –
-15,062
Closed -$258K
ORCL icon
258
Oracle
ORCL
$331B
– –
-2,927
Closed -$228K
ORI icon
259
Old Republic International
ORI
$10.3B
– –
-29,397
Closed -$732K
ORLY icon
260
O'Reilly Automotive
ORLY
$72.4B
– –
-21,480
Closed -$811K
OSK icon
261
Oshkosh
OSK
$9.67B
– –
-4,454
Closed -$555K
OSW icon
262
OneSpaWorld
OSW
$2.67B
– –
-49,990
Closed -$484K
OTIS icon
263
Otis Worldwide
OTIS
$27.6B
– –
-15,056
Closed -$1.23M
PACB icon
264
Pacific Biosciences
PACB
$422M
– –
-16,226
Closed -$567K
PAGS icon
265
PagSeguro Digital
PAGS
$2.57B
– –
-7,938
Closed -$444K
PAYC icon
266
Paycom
PAYC
$6.78B
– –
-1,900
Closed -$691K
PAYO icon
267
Payoneer
PAYO
$2.41B
– –
-40,826
Closed -$423K
PDM
268
Piedmont Realty Trust
PDM
$1.22B
– –
-56,614
Closed -$1.05M
PEP icon
269
PepsiCo
PEP
$186B
– –
-8,480
Closed -$1.26M
PFGC icon
270
Performance Food Group
PFGC
$17.5B
– –
-27,339
Closed -$1.33M
PGRE
271
DELISTED
Paramount Group
PGRE
– –
-56,851
Closed -$572K
PH icon
272
Parker-Hannifin
PH
$125B
– –
-3,675
Closed -$1.13M
PKG icon
273
Packaging Corp of America
PKG
$22.7B
– –
-7,523
Closed -$1.02M
PLAY icon
274
Dave & Buster's
PLAY
$343M
– –
-9,033
Closed -$367K
PLNT icon
275
Planet Fitness
PLNT
$4.23B
– –
-3,517
Closed -$265K
9 10
11
12 13

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 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.