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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
PLYA
276
DELISTED
Playa Hotels & Resorts
PLYA
– –
-32,984
Closed -$245K
PM icon
277
Philip Morris
PM
$301B
– –
-5,122
Closed -$508K
PNTG icon
278
Pennant Group
PNTG
$1.43B
– –
-5,902
Closed -$241K
POST icon
279
Post Holdings
POST
$4.12B
– –
-11,028
Closed -$783K
PPL
280
PPL Corp
PPL
$27.3B
– –
-28,569
Closed -$799K
PRG icon
281
PROG Holdings
PRG
$1.75B
– –
-4,806
Closed -$231K
PSA icon
282
Public Storage
PSA
$60.2B
– –
-1,785
Closed -$537K
PTCT icon
283
PTC Therapeutics
PTCT
$6.37B
– –
-7,547
Closed -$319K
PVH icon
284
PVH
PVH
$3.71B
– –
-9,172
Closed -$987K
PYPL icon
285
PayPal
PYPL
$49.5B
– –
-2,499
Closed -$728K
PZZA icon
286
Papa John's
PZZA
$999M
– –
-12,835
Closed -$1.34M
QCOM icon
287
Qualcomm
QCOM
$176B
– –
-1,415
Closed -$202K
QRVO icon
288
Qorvo
QRVO
$7.63B
– –
-1,971
Closed -$386K
RACE icon
289
Ferrari
RACE
$63.3B
– –
-7,024
Closed -$1.45M
RAPT
290
DELISTED
RAPT Therapeutics
RAPT
– –
-1,018
Closed -$259K
RCL icon
291
Royal Caribbean
RCL
$78.7B
– –
-3,590
Closed -$306K
RDWR icon
292
Radware
RDWR
$1.24B
– –
-6,802
Closed -$209K
REPL icon
293
Replimune Group
REPL
$814M
– –
-5,517
Closed -$212K
REXR icon
294
Rexford Industrial Realty
REXR
$8.8B
– –
-11,534
Closed -$657K
RH icon
295
RH
RH
$3.3B
– –
-1,397
Closed -$949K
RLAY icon
296
Relay Therapeutics
RLAY
$4.02B
– –
-8,246
Closed -$302K
RNR icon
297
RenaissanceRe
RNR
$13.8B
– –
-3,574
Closed -$532K
RPAY icon
298
Repay Holdings
RPAY
$315M
– –
-14,210
Closed -$342K
RRX icon
299
Regal Rexnord
RRX
$14.2B
– –
-2,189
Closed -$292K
RSG icon
300
Republic Services
RSG
$66.7B
– –
-13,055
Closed -$1.44M
10 11
12
13 14

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CCM
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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
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SH
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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.