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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
CZR icon
101
Caesars Entertainment
CZR
$6.09B
– –
-9,351
Closed -$970K
DAL icon
102
Delta Air Lines
DAL
$53.9B
– –
-10,550
Closed -$456K
DAR icon
103
Darling Ingredients
DAR
$10.1B
– –
-5,806
Closed -$392K
DD icon
104
DuPont de Nemours
DD
$18.6B
– –
-6,991
Closed -$679K
DE icon
105
Deere & Co
DE
$165B
– –
-875
Closed -$309K
DECK icon
106
Deckers Outdoor
DECK
$13.4B
– –
-10,452
Closed -$669K
DELL icon
107
Dell
DELL
$284B
– –
-10,897
Closed -$550K
DHR icon
108
Danaher
DHR
$135B
– –
-1,831
Closed -$436K
DNLI icon
109
Denali Therapeutics
DNLI
$3.72B
– –
-4,301
Closed -$337K
DOC icon
110
Healthpeak Properties
DOC
$15.2B
– –
-37,021
Closed -$1.23M
DOCU
111
DocuSign
DOCU
$8.98B
– –
-899
Closed -$251K
DOV icon
112
Dover
DOV
$26.6B
– –
-2,376
Closed -$358K
DRVN icon
113
Driven Brands
DRVN
$2.26B
– –
-26,694
Closed -$825K
EA icon
114
Electronic Arts
EA
$52.4B
– –
-1,461
Closed -$210K
ECL icon
115
Ecolab
ECL
$74.1B
– –
-2,695
Closed -$555K
EDU icon
116
New Oriental
EDU
$7.85B
– –
-6,982
Closed -$914K
EGP icon
117
EastGroup Properties
EGP
$11.5B
– –
-5,288
Closed -$870K
EHC icon
118
Encompass Health
EHC
$11B
– –
-25,732
Closed -$1.6M
ELS icon
119
Equity Lifestyle Properties
ELS
$12.8B
– –
-12,271
Closed -$912K
ELV icon
120
Elevance Health
ELV
$82.3B
– –
-677
Closed -$258K
EME icon
121
Emcor
EME
$34.2B
– –
-4,450
Closed -$548K
ENR icon
122
Energizer
ENR
$1.41B
– –
-17,488
Closed -$752K
EPRT icon
123
Essential Properties Realty Trust
EPRT
$6.94B
– –
-13,368
Closed -$361K
EQH icon
124
Equitable Holdings
EQH
$12.9B
– –
-19,038
Closed -$580K
ES icon
125
Eversource Energy
ES
$28.1B
– –
-13,819
Closed -$1.11M
3 4
5
6 7

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CCM
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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
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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.