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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
HYFM icon
176
Hydrofarm Holdings
HYFM
$3.19M
– –
-525
Closed -$310K
IBOC icon
177
International Bancshares
IBOC
$4.78B
– –
-8,176
Closed -$351K
ICLR icon
178
Icon
ICLR
$12.9B
– –
-5,227
Closed -$1.08M
IDA icon
179
Idacorp
IDA
$8.26B
– –
-6,531
Closed -$637K
IDXX icon
180
Idexx Laboratories
IDXX
$43.1B
– –
-447
Closed -$282K
IFF icon
181
International Flavors & Fragrances
IFF
$19.4B
– –
-6,290
Closed -$940K
IGIC icon
182
International General Insurance
IGIC
$1.22B
– –
-10,424
Closed -$97K
BRSL
183
Brightstar Lottery PLC
BRSL
$1.94B
– –
-33,351
Closed -$799K
INTU icon
184
Intuit
INTU
$80.3B
– –
-1,223
Closed -$599K
INVH icon
185
Invitation Homes
INVH
$17.6B
– –
-47,164
Closed -$1.76M
IP icon
186
International Paper
IP
$21.6B
– –
-22,819
Closed -$1.32M
IPI icon
187
Intrepid Potash
IPI
$459M
– –
-8,729
Closed -$278K
IR icon
188
Ingersoll Rand
IR
$33B
– –
-8,179
Closed -$399K
IRT icon
189
Independence Realty Trust
IRT
$3.9B
– –
-16,333
Closed -$298K
ISRG icon
190
Intuitive Surgical
ISRG
$121B
– –
-3,675
Closed -$1.13M
IVZ icon
191
Invesco
IVZ
$13.2B
– –
-25,544
Closed -$683K
JACK icon
192
Jack in the Box
JACK
$275M
– –
-1,862
Closed -$208K
JBL icon
193
Jabil
JBL
$32.7B
– –
-9,904
Closed -$576K
JNPR
194
DELISTED
Juniper Networks
JNPR
– –
-8,970
Closed -$245K
KEY icon
195
KeyCorp
KEY
$24.3B
– –
-71,520
Closed -$1.48M
KKR icon
196
KKR & Co
KKR
$88.4B
– –
-13,424
Closed -$795K
KLAC icon
197
KLA
KLAC
$275B
– –
-17,360
Closed -$563K
KO icon
198
Coca-Cola
KO
$353B
– –
-20,277
Closed -$1.1M
KRC icon
199
Kilroy Realty
KRC
$4.62B
– –
-11,401
Closed -$794K
KURA icon
200
Kura Oncology
KURA
$917M
– –
-16,299
Closed -$340K
6 7
8
9 10

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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.