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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
ALK icon
26
Alaska Air
ALK
$4.9B
– –
-3,502
Closed -$211K
ALKS icon
27
Alkermes
ALKS
$8.92B
– –
-8,239
Closed -$202K
ALLE icon
28
Allegion
ALLE
$13.6B
– –
-4,103
Closed -$572K
ALNY icon
29
Alnylam Pharmaceuticals
ALNY
$35.8B
– –
-1,480
Closed -$251K
AMAT icon
30
Applied Materials
AMAT
$447B
– –
-8,800
Closed -$1.25M
AMD icon
31
Advanced Micro Devices
AMD
$873B
– –
-4,977
Closed -$467K
AME icon
32
Ametek
AME
$55.1B
– –
-5,442
Closed -$727K
AMP icon
33
Ameriprise Financial
AMP
$47.4B
– –
-3,643
Closed -$907K
AMR icon
34
Alpha Metallurgical Resources
AMR
$1.83B
– –
-12,600
Closed -$323K
AMZN icon
35
Amazon
AMZN
$2.52T
– –
-9,700
Closed -$1.67M
AQN icon
36
Algonquin Power & Utilities
AQN
$4.59B
– –
-35,166
Closed -$523K
ARMK icon
37
Aramark
ARMK
$14.9B
– –
-33,567
Closed -$903K
ARVN icon
38
Arvinas
ARVN
$528M
– –
-3,196
Closed -$246K
ASML icon
39
ASML
ASML
$692B
– –
-1,192
Closed -$823K
ASO icon
40
Academy Sports + Outdoors
ASO
$2.95B
– –
-21,979
Closed -$906K
ATO icon
41
Atmos Energy
ATO
$29.7B
– –
-5,028
Closed -$483K
AVT icon
42
Avnet
AVT
$7.38B
– –
-5,828
Closed -$234K
AVTR icon
43
Avantor
AVTR
$7.63B
– –
-7,707
Closed -$274K
AVTX icon
44
Avalo Therapeutics
AVTX
$961M
– –
-16
Closed -$150K
AXTA icon
45
Axalta
AXTA
$6.83B
– –
-12,012
Closed -$366K
AZEK
46
DELISTED
The AZEK Co
AZEK
– –
-14,842
Closed -$630K
AZN icon
47
AstraZeneca
AZN
$262B
– –
-6,729
Closed -$806K
BA icon
48
Boeing
BA
$163B
– –
-2,350
Closed -$563K
BABA icon
49
Alibaba
BABA
$272B
– –
-1,255
Closed -$285K
BALY icon
50
Bally's
BALY
$670M
– –
-4,711
Closed -$255K
1
2
3 4 5

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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
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
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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.