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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
RTX icon
301
RTX Corp
RTX
$287B
– –
-14,225
Closed -$1.21M
RY icon
302
Royal Bank of Canada
RY
$291B
– –
-2,097
Closed -$212K
SAGE
303
DELISTED
Sage Therapeutics
SAGE
– –
-12,128
Closed -$689K
ECHO
304
EchoStar
ECHO
$25.5B
– –
-8,638
Closed -$210K
SBAC icon
305
SBA Communications
SBAC
$18.4B
– –
-864
Closed -$275K
SBH icon
306
Sally Beauty Holdings
SBH
$1.4B
– –
-22,729
Closed -$502K
SBRA icon
307
Sabra Healthcare REIT
SBRA
$5.64B
– –
-13,297
Closed -$242K
SE icon
308
Sea Limited
SE
$61.2B
– –
-1,514
Closed -$416K
SHC icon
309
Sotera Health
SHC
$4.95B
– –
-12,194
Closed -$295K
SHO icon
310
Sunstone Hotel Investors
SHO
$2.19B
– –
-28,771
Closed -$357K
SKIN icon
311
SkinHealth Systems
SKIN
$94.9M
– –
-20,805
Closed -$350K
SMG icon
312
ScottsMiracle-Gro
SMG
$4.03B
– –
-2,314
Closed -$444K
SNAP icon
313
Snap
SNAP
$7.32B
– –
-9,458
Closed -$644K
SNDX icon
314
Syndax Pharmaceuticals
SNDX
$1.84B
– –
-13,221
Closed -$227K
SNN icon
315
Smith & Nephew
SNN
$12.9B
– –
-12,892
Closed -$560K
SNV
316
DELISTED
Synovus
SNV
– –
-10,280
Closed -$451K
SPB icon
317
Spectrum Brands
SPB
$2.04B
– –
-5,961
Closed -$507K
SPG icon
318
Simon Property Group
SPG
$74.5B
– –
-1,967
Closed -$257K
SRE icon
319
Sempra
SRE
$60.8B
– –
-8,004
Closed -$530K
ST icon
320
Sensata Technologies
ST
$6.65B
– –
-4,102
Closed -$238K
STC icon
321
Stewart Information Services
STC
$2.05B
– –
-7,817
Closed -$443K
STT icon
322
State Street
STT
$50.9B
– –
-12,828
Closed -$1.05M
STZ icon
323
Constellation Brands
STZ
$22.2B
– –
-3,566
Closed -$834K
SUI icon
324
Sun Communities
SUI
$15B
– –
-2,576
Closed -$442K
SWK icon
325
Stanley Black & Decker
SWK
$14.2B
– –
-2,180
Closed -$447K
11 12
13
14 15

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CCM
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GPC
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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
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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.