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
URI icon
351
United Rentals
URI
$71.1B
– –
-2,444
Closed -$780K
USB icon
352
US Bancorp
USB
$99.6B
– –
-4,446
Closed -$253K
VALE icon
353
Vale
VALE
$62.9B
– –
-34,650
Closed -$790K
VCTR icon
354
Victory Capital Holdings
VCTR
$6.08B
– –
-6,905
Closed -$223K
VEON icon
355
VEON
VEON
$3.53B
– –
-704
Closed -$32K
VFC icon
356
VF Corp
VFC
$6.68B
– –
-4,305
Closed -$353K
VIPS icon
357
Vipshop
VIPS
$6.84B
– –
-14,577
Closed -$293K
VLO icon
358
Valero Energy
VLO
$89.8B
– –
-5,295
Closed -$413K
VNO icon
359
Vornado Realty Trust
VNO
$7.47B
– –
-20,934
Closed -$977K
VOD icon
360
Vodafone
VOD
$34.9B
– –
-25,186
Closed -$431K
VOYA icon
361
Voya Financial
VOYA
$8.94B
– –
-12,276
Closed -$755K
VRNA
362
DELISTED
Verona Pharma
VRNA
– –
-14,034
Closed -$92K
VRNS icon
363
Varonis Systems
VRNS
$5.25B
– –
-15,032
Closed -$866K
VRTX icon
364
Vertex Pharmaceuticals
VRTX
$121B
– –
-1,762
Closed -$355K
VRTS icon
365
Virtus Investment Partners
VRTS
$1.11B
– –
-1,870
Closed -$519K
VTGN icon
366
VistaGen Therapeutics
VTGN
$9.29M
– –
-976
Closed -$92K
VYX icon
367
NCR Voyix
VYX
$1.06B
– –
-43,327
Closed -$1.21M
W icon
368
Wayfair
W
$11.1B
– –
-1,574
Closed -$497K
WAT icon
369
Waters Corp
WAT
$36.8B
– –
-1,788
Closed -$618K
WCN
370
Waste Connections
WCN
$42.8B
– –
-5,972
Closed -$713K
WDC icon
371
Western Digital
WDC
$179B
– –
-5,853
Closed -$315K
WEC icon
372
WEC Energy
WEC
$37.7B
– –
-8,124
Closed -$723K
WELL icon
373
Welltower
WELL
$178B
– –
-6,992
Closed -$581K
WEX icon
374
WEX
WEX
$6.11B
– –
-3,592
Closed -$696K
WFC icon
375
Wells Fargo
WFC
$261B
– –
-15,974
Closed -$723K
13 14
15
16 17

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.