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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
CDLX icon
76
Cardlytics
CDLX
$22.4M
– –
-159
Closed -$202K
CF icon
77
CF Industries
CF
$19.5B
– –
-12,347
Closed -$635K
CLF icon
78
Cleveland-Cliffs
CLF
$6.25B
– –
-14,907
Closed -$321K
CLH icon
79
Clean Harbors
CLH
$16.2B
– –
-4,111
Closed -$383K
CMCSA icon
80
Comcast
CMCSA
$78.3B
– –
-30,906
Closed -$1.76M
CMS icon
81
CMS Energy
CMS
$22.9B
– –
-18,400
Closed -$1.09M
CNMD icon
82
CONMED
CNMD
$1.24B
– –
-5,167
Closed -$710K
CNNE icon
83
Cannae Holdings
CNNE
$631M
– –
-11,994
Closed -$407K
COF icon
84
Capital One
COF
$123B
– –
-6,689
Closed -$1.03M
COGT icon
85
Cogent Biosciences
COGT
$6.88B
– –
-22,474
Closed -$182K
COIN icon
86
Coinbase
COIN
$42.5B
– –
-2,166
Closed -$549K
COP icon
87
ConocoPhillips
COP
$146B
– –
-11,325
Closed -$690K
COR icon
88
Cencora
COR
$59.4B
– –
-6,407
Closed -$734K
COTY icon
89
Coty
COTY
$2.29B
– –
-114,832
Closed -$1.07M
CPRT icon
90
Copart
CPRT
$25.2B
– –
-20,576
Closed -$678K
CPRI icon
91
Capri Holdings
CPRI
$1.78B
– –
-10,976
Closed -$628K
CPT icon
92
Camden Property Trust
CPT
$11.2B
– –
-6,292
Closed -$835K
CRL icon
93
Charles River Laboratories
CRL
$11B
– –
-3,922
Closed -$1.45M
CRM icon
94
Salesforce
CRM
$129B
– –
-5,277
Closed -$1.29M
CSCO icon
95
Cisco
CSCO
$444B
– –
-4,649
Closed -$246K
CSX icon
96
CSX Corp
CSX
$98.1B
– –
-24,440
Closed -$784K
CTRE icon
97
CareTrust REIT
CTRE
$10B
– –
-28,306
Closed -$658K
CW icon
98
Curtiss-Wright
CW
$27.7B
– –
-1,910
Closed -$227K
CX icon
99
Cemex
CX
$17.7B
– –
-18,786
Closed -$158K
CXT icon
100
Crane NXT
CXT
$3B
– –
-33,929
Closed -$1.09M
2 3
4
5 6

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TMNFIC
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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
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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.