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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
SWX icon
326
Southwest Gas
SWX
$6.74B
– –
-9,671
Closed -$640K
T icon
327
AT&T
T
$165B
– –
-25,262
Closed -$549K
TCBI icon
328
Texas Capital Bancshares
TCBI
$4.31B
– –
-3,155
Closed -$200K
TDG icon
329
TransDigm Group
TDG
$69.2B
– –
-829
Closed -$537K
TDOC icon
330
Teladoc Health
TDOC
$1.58B
– –
-1,211
Closed -$201K
TDUP icon
331
ThredUp
TDUP
$736M
– –
-14,000
Closed -$407K
TDY icon
332
Teledyne Technologies
TDY
$30.4B
– –
-997
Closed -$418K
TGT icon
333
Target
TGT
$62.1B
– –
-4,788
Closed -$1.16M
THC icon
334
Tenet Healthcare
THC
$20.1B
– –
-8,758
Closed -$587K
TIMB icon
335
TIM SA
TIMB
$10.2B
– –
-22,526
Closed -$260K
TJX icon
336
TJX Companies
TJX
$170B
– –
-5,690
Closed -$384K
TMO icon
337
Thermo Fisher Scientific
TMO
$211B
– –
-1,585
Closed -$800K
TNL icon
338
Travel + Leisure Co
TNL
$4.54B
– –
-5,619
Closed -$334K
TPR icon
339
Tapestry
TPR
$28.8B
– –
-10,430
Closed -$454K
TREE icon
340
LendingTree
TREE
$544M
– –
-1,306
Closed -$277K
TROX icon
341
Tronox
TROX
$995M
– –
-36,700
Closed -$822K
TTWO icon
342
Take-Two Interactive
TTWO
$43B
– –
-3,886
Closed -$688K
TU icon
343
Telus
TU
$16B
– –
-83,643
Closed -$1.88M
TWLO icon
344
Twilio
TWLO
$29.1B
– –
-2,263
Closed -$892K
TXRH icon
345
Texas Roadhouse
TXRH
$12.7B
– –
-17,586
Closed -$1.69M
UAL icon
346
United Airlines
UAL
$38.4B
– –
-12,355
Closed -$646K
UDR icon
347
UDR
UDR
$12.9B
– –
-46,287
Closed -$2.27M
UE icon
348
Urban Edge Properties
UE
$2.94B
– –
-10,970
Closed -$210K
UHS icon
349
Universal Health Services
UHS
$9.43B
– –
-3,811
Closed -$558K
ULTA icon
350
Ulta Beauty
ULTA
$20.4B
– –
-2,088
Closed -$722K
12 13
14
15 16

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TMNFIC
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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.