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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
VT icon
1
Vanguard Total World Stock ETF
VT
$77.2B
$11.5M 100%
112,700
+8,235
+8% +$863K
AA icon
2
Alcoa
AA
$12.2B
– –
-29,942
Closed -$1.1M
A icon
3
Agilent Technologies
A
$37.7B
– –
-6,247
Closed -$923K
AAL icon
4
American Airlines Group
AAL
$9.78B
– –
-23,075
Closed -$489K
AAT
5
American Assets Trust
AAT
$1.49B
– –
-6,236
Closed -$233K
ABBV icon
6
AbbVie
ABBV
$448B
– –
-3,386
Closed -$381K
ACHC icon
7
Acadia Healthcare
ACHC
$3.2B
– –
-13,700
Closed -$860K
ACIC icon
8
American Coastal Insurance
ACIC
$482M
– –
-2,093
Closed -$208K
ACM icon
9
Aecom
ACM
$8.67B
– –
-5,341
Closed -$338K
ACN icon
10
Accenture
ACN
$85.7B
– –
-2,406
Closed -$709K
ACRS icon
11
Aclaris Therapeutics
ACRS
$785M
– –
-13,658
Closed -$240K
ADC icon
12
Agree Realty
ADC
$9.63B
– –
-8,754
Closed -$617K
ADI icon
13
Analog Devices
ADI
$188B
– –
-6,833
Closed -$1.18M
AEP icon
14
American Electric Power
AEP
$72.4B
– –
-30,939
Closed -$2.62M
AER icon
15
AerCap
AER
$23.7B
– –
-11,583
Closed -$593K
AFG icon
16
American Financial Group
AFG
$11.7B
– –
-4,009
Closed -$500K
AGL icon
17
Agilon Health
AGL
$2B
– –
-254
Closed -$258K
AGRO icon
18
Adecoagro
AGRO
$1.63B
– –
-30,094
Closed -$302K
AIR icon
19
AAR Corp
AIR
$5.07B
– –
-13,529
Closed -$524K
AIZ icon
20
Assurant
AIZ
$13.5B
– –
-5,598
Closed -$874K
AJG icon
21
Arthur J. Gallagher & Co
AJG
$62.3B
– –
-7,933
Closed -$1.11M
AKBA icon
22
Akebia Therapeutics
AKBA
$338M
– –
-18,732
Closed -$71K
AKR icon
23
Acadia Realty Trust
AKR
$2.98B
– –
-35,732
Closed -$785K
ALB icon
24
Albemarle
ALB
$13.9B
– –
-1,750
Closed -$295K
ALGN icon
25
Align Technology
ALGN
$12.4B
– –
-1,406
Closed -$859K
1
2 3 4 5

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CCM
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GPC
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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.