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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
ECOL
426
DELISTED
US Ecology, Inc.
ECOL
– –
-7,891
Closed -$296K
MGP
427
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
– –
-39,106
Closed -$1.43M
PBCT
428
DELISTED
People's United Financial Inc
PBCT
– –
-15,804
Closed -$271K
CONE
429
DELISTED
CyrusOne Inc Common Stock
CONE
– –
-10,375
Closed -$742K
ARNA
430
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-13,452
Closed -$917K
INFO
431
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-3,535
Closed -$398K
PPD
432
DELISTED
PPD, Inc. Common Stock
PPD
– –
-5,998
Closed -$276K
CXP
433
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
– –
-32,740
Closed -$569K
TRIL
434
DELISTED
Trillium Therapeutics Inc.
TRIL
– –
-28,820
Closed -$280K
KDMN
435
DELISTED
Kadmon Holdings, Inc.
KDMN
– –
-30,843
Closed -$119K
WRI
436
DELISTED
Weingarten Realty Investors
WRI
– –
-12,542
Closed -$402K
ALXN
437
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-4,095
Closed -$752K
VER
438
DELISTED
VEREIT, Inc.
VER
– –
-11,311
Closed -$520K
HZNP
439
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-10,577
Closed -$990K
CTIC
440
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
– –
-25,686
Closed -$64K
DISH
441
DELISTED
DISH Network Corp.
DISH
– –
-5,107
Closed -$213K
ATIP
442
DELISTED
ATI Physical Therapy, Inc.
ATIP
– –
-265
Closed -$126K
BDSI
443
DELISTED
BioDelivery Sciences International, Inc.
BDSI
– –
-29,003
Closed -$104K
STL
444
DELISTED
Sterling Bancorp
STL
– –
-17,147
Closed -$425K
HR
445
DELISTED
Healthcare Realty Trust Incorporated
HR
– –
-55,423
Closed -$1.67M
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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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.