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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
WLK icon
376
Westlake Corp
WLK
$9.46B
– –
-18,308
Closed -$1.65M
WMT icon
377
Walmart Inc
WMT
$871B
– –
-46,041
Closed -$2.16M
WPC icon
378
W.P. Carey
WPC
$17.1B
– –
-4,784
Closed -$350K
WSR
379
DELISTED
Whitestone REIT
WSR
– –
-14,659
Closed -$121K
WST icon
380
West Pharmaceutical
WST
$23.1B
– –
-1,559
Closed -$560K
WT icon
381
WisdomTree
WT
$2.97B
– –
-10,097
Closed -$63K
WTW icon
382
Willis Towers Watson
WTW
$27.9B
– –
-1,852
Closed -$426K
WWD icon
383
Woodward
WWD
$25B
– –
-4,393
Closed -$540K
XENE icon
384
Xenon Pharmaceuticals
XENE
$6.32B
– –
-12,343
Closed -$230K
XYL icon
385
Xylem
XYL
$28.5B
– –
-3,106
Closed -$373K
Z icon
386
Zillow
Z
$7.04B
– –
-3,312
Closed -$405K
ZBH icon
387
Zimmer Biomet
ZBH
$17.7B
– –
-5,548
Closed -$866K
ZBRA icon
388
Zebra Technologies
ZBRA
$12.4B
– –
-477
Closed -$253K
ZLAB icon
389
Zai Lab
ZLAB
$2.17B
– –
-1,275
Closed -$226K
ZNTL icon
390
Zentalis Pharmaceuticals
ZNTL
$308M
– –
-6,930
Closed -$369K
PRKS icon
391
United Parks & Resorts
PRKS
$2.11B
– –
-4,308
Closed -$215K
BWIN
392
Baldwin Insurance Group
BWIN
$2.58B
– –
-8,829
Closed -$235K
GAP
393
The Gap Inc
GAP
$6.84B
– –
-17,179
Closed -$578K
FLG
394
Flagstar Bank National Association
FLG
$5.77B
– –
-3,547
Closed -$117K
AAMI
395
Acadian Asset Management
AAMI
$2.88B
– –
-17,618
Closed -$413K
XYZ
396
Block Inc
XYZ
$45.9B
– –
-897
Closed -$219K
SGI
397
Somnigroup International
SGI
$15.1B
– –
-21,496
Closed -$842K
ACCD
398
DELISTED
Accolade Inc
ACCD
– –
-4,542
Closed -$247K
NVRO
399
DELISTED
NEVRO CORP.
NVRO
– –
-8,192
Closed -$1.36M
B
400
DELISTED
Barnes Group Inc.
B
– –
-5,844
Closed -$300K
14 15
16
17 18

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GPC
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CBT
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FSCP
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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.