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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
NVDA icon
26
NVIDIA
NVDA
$5.07T
$936K 0.77%
142,040
-303,920
-68% -$1.92M
TMUS icon
27
T-Mobile US
TMUS
$192B
$926K 0.76%
+11,041
New +$934K
HPQ icon
28
HP
HPQ
$23.5B
$920K 0.75%
52,994
-2,412
-4% -$48.8K
ADBE icon
29
Adobe
ADBE
$88.9B
$914K 0.75%
2,871
-8,740
-75% -$2.99M
CSCO icon
30
Cisco
CSCO
$445B
$912K 0.75%
+23,211
New +$1.02M
NFLX icon
31
Netflix
NFLX
$292B
$893K 0.73%
23,770
-6,490
-21% -$230K
LSXMA
32
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$890K 0.73%
38,887
-16,831
-30% -$532K
RNR icon
33
RenaissanceRe
RNR
$13.6B
$877K 0.72%
5,875
+3,270
+126% +$582K
FISV
34
Fiserv Inc
FISV
$27.5B
$861K 0.7%
9,065
+4,828
+114% +$536K
LMT icon
35
Lockheed Martin
LMT
$133B
$838K 0.69%
+2,473
New +$973K
WDC icon
36
Western Digital
WDC
$182B
$831K 0.68%
26,403
+19,267
+270% +$853K
INTC icon
37
Intel
INTC
$486B
$798K 0.65%
+14,745
New +$872K
DE icon
38
Deere & Co
DE
$167B
$793K 0.65%
5,742
-12,557
-69% -$1.99M
COF icon
39
Capital One
COF
$125B
$777K 0.64%
15,405
+12,900
+515% +$1.13M
MCK icon
40
McKesson
MCK
$98.5B
$774K 0.63%
5,725
-2,982
-34% -$437K
EQIX icon
41
Equinix
EQIX
$108B
$771K 0.63%
+1,234
New +$738K
NVRO
42
DELISTED
NEVRO CORP.
NVRO
$763K 0.62%
7,627
+3,773
+98% +$454K
XYL icon
43
Xylem
XYL
$28.5B
$758K 0.62%
+11,643
New +$917K
CRL icon
44
Charles River Laboratories
CRL
$10.9B
$757K 0.62%
+5,999
New +$900K
ADI icon
45
Analog Devices
ADI
$181B
$752K 0.62%
8,387
-38,732
-82% -$4.23M
LBTYK icon
46
Liberty Global Class C
LBTYK
$3.18B
$743K 0.61%
+47,276
New +$888K
AME icon
47
Ametek
AME
$55.5B
$740K 0.61%
10,270
+7,448
+264% +$672K
ISRG icon
48
Intuitive Surgical
ISRG
$122B
$740K 0.61%
+4,485
New +$821K
AZN icon
49
AstraZeneca
AZN
$263B
$724K 0.59%
8,101
+2,163
+36% +$204K
BIDU icon
50
Baidu
BIDU
$36.3B
$719K 0.59%
7,135
+2,149
+43% +$262K
1
2
3 4 5

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TMNFIC
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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
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RG
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SH
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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.