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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
GD icon
151
General Dynamics
GD
$103B
– –
-3,911
Closed -$736K
GDS icon
152
GDS Holdings
GDS
$6.52B
– –
-2,593
Closed -$204K
GE icon
153
GE Aerospace
GE
$362B
– –
-13,368
Closed -$897K
GENI icon
154
Genius Sports
GENI
$1.72B
– –
-32,200
Closed -$604K
GH icon
155
Guardant Health
GH
$19.9B
– –
-5,963
Closed -$741K
GL icon
156
Globe Life
GL
$13.3B
– –
-7,601
Closed -$724K
GLPI icon
157
Gaming and Leisure Properties
GLPI
$12.6B
– –
-22,388
Closed -$1.04M
GMED icon
158
Globus Medical
GMED
$10.2B
– –
-8,598
Closed -$667K
GNL icon
159
Global Net Lease
GNL
$1.87B
– –
-13,594
Closed -$251K
GOOGL icon
160
Alphabet (Google) Class A
GOOGL
$3.89T
– –
-19,220
Closed -$2.35M
GPK icon
161
Graphic Packaging
GPK
$3.25B
– –
-29,537
Closed -$536K
GPN icon
162
Global Payments
GPN
$21.3B
– –
-7,032
Closed -$1.32M
GRWG icon
163
GrowGeneration
GRWG
$83.5M
– –
-8,843
Closed -$425K
GT icon
164
Goodyear
GT
$2.02B
– –
-40,871
Closed -$701K
GTY
165
Getty Realty Corp
GTY
$2.1B
– –
-6,655
Closed -$207K
GYRE icon
166
Gyre Therapeutics
GYRE
$670M
– –
-2,170
Closed -$70K
HBI
167
DELISTED
Hanesbrands
HBI
– –
-18,452
Closed -$345K
HIW icon
168
Highwoods Properties
HIW
$3.61B
– –
-15,529
Closed -$701K
HLF icon
169
Herbalife
HLF
$1.22B
– –
-10,129
Closed -$534K
HPP
170
Hudson Pacific Properties
HPP
$807M
– –
-3,069
Closed -$598K
HSY icon
171
Hershey
HSY
$34.9B
– –
-2,470
Closed -$430K
HUBS icon
172
HubSpot
HUBS
$9.73B
– –
-1,531
Closed -$892K
HUM icon
173
Humana
HUM
$47.4B
– –
-5,807
Closed -$2.57M
HUN icon
174
Huntsman Corp
HUN
$2.25B
– –
-48,519
Closed -$1.29M
HWM icon
175
Howmet Aerospace
HWM
$115B
– –
-15,940
Closed -$549K
5 6
7
8 9

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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.