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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
BBWI icon
51
Bath & Body Works
BBWI
$3.9B
– –
-14,265
Closed -$831K
BF.B icon
52
Brown-Forman Class B
BF.B
$11.8B
– –
-6,553
Closed -$491K
BG icon
53
Bunge Global
BG
$23.7B
– –
-13,647
Closed -$1.07M
BGC icon
54
BGC Group
BGC
$5.55B
– –
-12,004
Closed -$68K
BIDU icon
55
Baidu
BIDU
$36.5B
– –
-1,136
Closed -$232K
BIIB icon
56
Biogen
BIIB
$29.6B
– –
-2,597
Closed -$899K
BIO icon
57
Bio-Rad Laboratories Class A
BIO
$8.47B
– –
-1,812
Closed -$1.17M
BNY
58
Bank of New York Mellon
BNY
$109B
– –
-18,816
Closed -$964K
BKH icon
59
Black Hills Corp
BKH
$5.72B
– –
-12,289
Closed -$807K
BLDR icon
60
Builders FirstSource
BLDR
$7.59B
– –
-4,903
Closed -$209K
BLMN icon
61
Bloomin' Brands
BLMN
$701M
– –
-10,151
Closed -$276K
BNS icon
62
Scotiabank
BNS
$106B
– –
-3,670
Closed -$239K
BOH icon
63
Bank of Hawaii
BOH
$3.36B
– –
-4,288
Closed -$361K
BOOT icon
64
Boot Barn
BOOT
$4.48B
– –
-7,677
Closed -$645K
BPMC
65
DELISTED
Blueprint Medicines
BPMC
– –
-5,990
Closed -$527K
BPOP icon
66
Popular Inc
BPOP
$11B
– –
-10,840
Closed -$814K
BRX icon
67
Brixmor Property Group
BRX
$9.81B
– –
-32,082
Closed -$734K
BSY icon
68
Bentley Systems
BSY
$9.15B
– –
-3,494
Closed -$226K
BTI icon
69
British American Tobacco
BTI
$129B
– –
-19,469
Closed -$765K
BURL icon
70
Burlington
BURL
$21.4B
– –
-2,352
Closed -$757K
CADE
71
DELISTED
Cadence Bank
CADE
– –
-8,379
Closed -$237K
CAKE icon
72
Cheesecake Factory
CAKE
$4.2B
– –
-5,939
Closed -$322K
CASI
73
DELISTED
CASI Pharmaceuticals
CASI
– –
-1,711
Closed -$27K
CATY icon
74
Cathay General Bancorp
CATY
$4.19B
– –
-14,428
Closed -$568K
CCEP icon
75
Coca-Cola Europacific Partners
CCEP
$45.8B
– –
-16,867
Closed -$1M
1 2
3
4 5

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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.