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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
-17.02%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$122M
AUM Growth
-$557M
Cap. Flow
-$519M
Cap. Flow %
-424.92%
Top 10 Hldgs %
17.74%
Holding
631
New
102
Increased
33
Reduced
106
Closed
390

Top Buys

Rank Stock Value
1
VT icon
Vanguard Total World Stock ETF
VT
+$7.87M
2
CHTR icon
Charter Communications
CHTR
+$1.38M
3
NVS icon
Novartis
NVS
+$1.15M
4
COF icon
Capital One
COF
+$1.13M
5
CTLT
CATALENT, INC.
CTLT
+$1.07M

Top Sells

Rank Stock Value
1
KO icon
Coca-Cola
KO
+$6.7M
2
AEP icon
American Electric Power
AEP
+$6.02M
3
DISCK
Discovery, Inc. Series C Common Stock
DISCK
+$5.44M
4
MDLZ icon
Mondelez International
MDLZ
+$5.26M
5
PG icon
Procter & Gamble
PG
+$5.05M

Sector Composition

Rank Sector Weight
1 Healthcare 25.74%
2 Technology 16.87%
3 Financials 15%
4 Industrials 8.41%
5 Communication Services 7.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MT icon
426
ArcelorMittal
MT
$50.4B
– –
-26,787
Closed -$470K
MTN icon
427
Vail Resorts
MTN
$5.19B
– –
-1,039
Closed -$249K
NDAQ icon
428
Nasdaq
NDAQ
$51.5B
– –
-9,135
Closed -$326K
NHI icon
429
National Health Investors
NHI
$3.9B
– –
-6,300
Closed -$513K
NMFC icon
430
New Mountain Finance
NMFC
$646M
– –
-42,696
Closed -$587K
NNN icon
431
NNN REIT
NNN
$9.39B
– –
-5,189
Closed -$278K
NOMD icon
432
Nomad Foods
NOMD
$1.64B
– –
-45,398
Closed -$1.02M
NRG icon
433
NRG Energy
NRG
$29.8B
– –
-18,209
Closed -$724K
NTB icon
434
Bank of N.T. Butterfield & Son
NTB
$2.42B
– –
-13,350
Closed -$494K
NTNX icon
435
Nutanix
NTNX
$14.9B
– –
-9,168
Closed -$287K
NVEC icon
436
NVE Corp
NVEC
$569M
– –
-6,568
Closed -$469K
NVST icon
437
Envista
NVST
$4.28B
– –
-53,097
Closed -$1.57M
NWBI icon
438
Northwest Bancshares
NWBI
$2.25B
– –
-41,628
Closed -$692K
OCSL icon
439
Oaktree Specialty Lending
OCSL
$1.03B
– –
-11,408
Closed -$187K
OKE icon
440
Oneok
OKE
$58.7B
– –
-11,383
Closed -$861K
OLLI icon
441
Ollie's Bargain Outlet
OLLI
$4.01B
– –
-3,600
Closed -$235K
OMF icon
442
OneMain Financial
OMF
$6.9B
– –
-5,363
Closed -$226K
ON icon
443
ON Semiconductor
ON
$33.8B
– –
-43,268
Closed -$1.05M
ORI icon
444
Old Republic International
ORI
$10.3B
– –
-12,548
Closed -$281K
OSIS icon
445
OSI Systems
OSIS
$3.57B
– –
-6,640
Closed -$669K
OSW icon
446
OneSpaWorld
OSW
$2.67B
– –
-18,317
Closed -$308K
PAYC icon
447
Paycom
PAYC
$6.78B
– –
-1,284
Closed -$340K
PBF icon
448
PBF Energy
PBF
$7.29B
– –
-7,691
Closed -$241K
PFGC icon
449
Performance Food Group
PFGC
$17.5B
– –
-40,920
Closed -$2.11M
PFS icon
450
Provident Financial Services
PFS
$3.11B
– –
-15,584
Closed -$384K
16 17
18
19 20

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 Q1 2020 Portfolio in Review

As of Q1 2020, Quantitative Systematic Strategies held 631 positions worth $122M, down 82% from $679M the previous quarter. Its ten largest holdings account for 18% of the portfolio.

Quantitative Systematic Strategies withdrew a net $519M in Q1 2020, closing 390 positions and reducing 106 holdings. Its most notable exit was Coca-Cola, an estimated $6.7M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 26% of assets, up from 13% a quarter earlier, followed by Technology and Financials.

Against the trend, Quantitative Systematic Strategies opened a new position in Vanguard Total World Stock ETF worth $6.56M.

  • Quantitative Systematic Strategies's largest Q1 2020 buy was Vanguard Total World Stock ETF: 104,465 shares worth $6.56M.
  • Quantitative Systematic Strategies added most to Capital One in Q1 2020, an estimated $1.13M increase.
  • Quantitative Systematic Strategies's biggest Q1 2020 reduction was Mondelez International, cutting an estimated $5.26M.
  • Quantitative Systematic Strategies fully exited Coca-Cola in Q1 2020, selling an estimated $6.7M.
  • Quantitative Systematic Strategies's ten largest holdings make up 18% of its $122M portfolio in Q1 2020.
  • Quantitative Systematic Strategies opened 102 new positions and closed 390 in Q1 2020.
  • Quantitative Systematic Strategies's portfolio value fell 82% quarter-over-quarter to $122M.

Based on Quantitative Systematic Strategies's 13F filing for Q1 2020, filed 6 May 2020.