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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
ESS icon
126
Essex Property Trust
ESS
$18.8B
– –
-764
Closed -$229K
ESTC icon
127
Elastic
ESTC
$6.06B
– –
-2,702
Closed -$394K
ETN icon
128
Eaton
ETN
$158B
– –
-4,714
Closed -$699K
EVR icon
129
Evercore
EVR
$13.2B
– –
-4,553
Closed -$641K
EVRG icon
130
Evergy
EVRG
$20B
– –
-25,005
Closed -$1.51M
EVTC icon
131
Evertec
EVTC
$1.83B
– –
-5,920
Closed -$258K
EWBC icon
132
East-West Bancorp
EWBC
$18B
– –
-6,756
Closed -$484K
EXC icon
133
Exelon
EXC
$48.5B
– –
-34,868
Closed -$1.1M
EXP icon
134
Eagle Materials
EXP
$6.56B
– –
-2,603
Closed -$370K
EXPE icon
135
Expedia Group
EXPE
$31.6B
– –
-4,274
Closed -$700K
EXR icon
136
Extra Space Storage
EXR
$31.2B
– –
-2,976
Closed -$488K
FATE icon
137
Fate Therapeutics
FATE
$287M
– –
-6,922
Closed -$601K
FBIN icon
138
Fortune Brands Innovations
FBIN
$6.12B
– –
-4,798
Closed -$409K
FBP icon
139
First Bancorp
FBP
$4.42B
– –
-29,553
Closed -$352K
FELE icon
140
Franklin Electric
FELE
$4.68B
– –
-4,214
Closed -$340K
FHI icon
141
Federated Hermes
FHI
$4.39B
– –
-12,839
Closed -$435K
FHN icon
142
First Horizon
FHN
$12.2B
– –
-57,567
Closed -$995K
FISV
143
Fiserv Inc
FISV
$27.3B
– –
-6,374
Closed -$681K
FIVE icon
144
Five Below
FIVE
$11.3B
– –
-1,293
Closed -$250K
FLS icon
145
Flowserve
FLS
$9.31B
– –
-13,995
Closed -$564K
FOLD
146
DELISTED
Amicus Therapeutics
FOLD
– –
-33,417
Closed -$322K
FOXA icon
147
Fox Class A
FOXA
$23.2B
– –
-16,098
Closed -$598K
FR icon
148
First Industrial Realty Trust
FR
$8.89B
– –
-18,624
Closed -$973K
FTS icon
149
Fortis
FTS
$29.9B
– –
-10,226
Closed -$452K
FWRD icon
150
Forward Air
FWRD
$495M
– –
-3,161
Closed -$284K
4 5
6
7 8

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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
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.