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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
CTLT
401
DELISTED
CATALENT, INC.
CTLT
– –
-10,639
Closed -$1.15M
VWE
402
DELISTED
Vintage Wine Estates, Inc. Common Stock
VWE
– –
-44,620
Closed -$535K
MRTX
403
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
– –
-3,627
Closed -$586K
LTHM
404
DELISTED
Livent Corporation
LTHM
– –
-14,021
Closed -$271K
RPT
405
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-19,514
Closed -$253K
PACW
406
DELISTED
PacWest Bancorp
PACW
– –
-8,577
Closed -$353K
SCU
407
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
– –
-13,548
Closed -$333K
TWNK
408
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
– –
-40,568
Closed -$657K
CANO
409
DELISTED
Cano Health, Inc.
CANO
– –
-509
Closed -$616K
SYNH
410
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
– –
-10,369
Closed -$928K
RETA
411
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
– –
-2,031
Closed -$287K
FOCS
412
DELISTED
Focus Financial Partners Inc. Class A
FOCS
– –
-4,655
Closed -$226K
UNVR
413
DELISTED
Univar Solutions Inc.
UNVR
– –
-18,847
Closed -$459K
ISEE
414
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-12,079
Closed -$76K
AQUA
415
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
– –
-13,485
Closed -$456K
VNTR
416
DELISTED
Venator Materials PLC
VNTR
– –
-43,767
Closed -$207K
OSH
417
DELISTED
Oak Street Health, Inc.
OSH
– –
-4,868
Closed -$285K
SJR
418
DELISTED
Shaw Communications Inc.
SJR
– –
-10,577
Closed -$306K
AERI
419
DELISTED
Aerie Pharmaceuticals
AERI
– –
-19,059
Closed -$305K
Y
420
DELISTED
Alleghany Corp
Y
– –
-703
Closed -$469K
CHNG
421
DELISTED
Change Healthcare Inc. Common Stock
CHNG
– –
-9,656
Closed -$222K
CTXS
422
DELISTED
Citrix Systems Inc
CTXS
– –
-2,197
Closed -$258K
ACC
423
DELISTED
American Campus Communities, Inc.
ACC
– –
-17,042
Closed -$796K
PSB
424
DELISTED
PS Business Parks, Inc.
PSB
– –
-3,136
Closed -$464K
ATRS
425
DELISTED
Antares Pharma, Inc.
ATRS
– –
-11,814
Closed -$52K
14 15 16
17
18

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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
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ECM
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RG
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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.