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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
MZTI
201
The Marzetti Company
MZTI
$2.94B
– –
-2,132
Closed -$413K
LH icon
202
Labcorp
LH
$24.4B
– –
-4,762
Closed -$1.13M
LIN icon
203
Linde
LIN
$236B
– –
-4,448
Closed -$1.29M
LIVN icon
204
LivaNova
LIVN
$4.31B
– –
-3,559
Closed -$299K
LKQ icon
205
LKQ Corp
LKQ
$6.45B
– –
-5,802
Closed -$286K
LNC icon
206
Lincoln National
LNC
$7.73B
– –
-6,864
Closed -$431K
LNTH icon
207
Lantheus
LNTH
$6.8B
– –
-7,607
Closed -$210K
LPX icon
208
Louisiana-Pacific
LPX
$5.08B
– –
-4,438
Closed -$268K
LULU icon
209
lululemon athletica
LULU
$12.6B
– –
-1,558
Closed -$569K
LUNG icon
210
Pulmonx
LUNG
$50.3M
– –
-10,032
Closed -$443K
LW icon
211
Lamb Weston
LW
$6.75B
– –
-17,120
Closed -$1.38M
MA icon
212
Mastercard
MA
$472B
– –
-1,744
Closed -$637K
MAT icon
213
Mattel
MAT
$4.11B
– –
-18,474
Closed -$371K
MCD icon
214
McDonald's
MCD
$188B
– –
-5,144
Closed -$1.19M
MCHP icon
215
Microchip Technology
MCHP
$43.1B
– –
-11,086
Closed -$830K
MCK icon
216
McKesson
MCK
$97.9B
– –
-4,321
Closed -$826K
MDB icon
217
MongoDB
MDB
$23.8B
– –
-1,679
Closed -$607K
MDLZ icon
218
Mondelez International
MDLZ
$77B
– –
-9,104
Closed -$568K
MDT icon
219
Medtronic
MDT
$106B
– –
-20,070
Closed -$2.49M
META icon
220
Meta Platforms (Facebook)
META
$1.53T
– –
-5,680
Closed -$1.98M
MGM icon
221
MGM Resorts International
MGM
$11.7B
– –
-5,988
Closed -$255K
MIDD icon
222
Middleby
MIDD
$6.03B
– –
-2,957
Closed -$512K
MKC icon
223
McCormick & Company Non-Voting
MKC
$13.6B
– –
-17,170
Closed -$1.52M
MKSI icon
224
MKS Inc
MKSI
$22.9B
– –
-1,443
Closed -$257K
CALY
225
Callaway Golf Company
CALY
$3.22B
– –
-20,837
Closed -$703K
7 8
9
10 11

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
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
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.