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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
WNS
551
DELISTED
WNS Holdings
WNS
– –
-10,589
Closed -$700K
WRB icon
552
W.R. Berkley
WRB
$28B
– –
-24,280
Closed -$746K
WTFC icon
553
Wintrust Financial
WTFC
$10.7B
– –
-6,064
Closed -$430K
WTRG icon
554
Essential Utilities
WTRG
$11.2B
– –
-25,047
Closed -$1.18M
X
555
DELISTED
US Steel
X
– –
-47,531
Closed -$542K
XEL icon
556
Xcel Energy
XEL
$51B
– –
-66,664
Closed -$4.23M
XRX icon
557
Xerox
XRX
$337M
– –
-8,627
Closed -$318K
Z icon
558
Zillow
Z
$7.04B
– –
-6,732
Closed -$309K
ZBH icon
559
Zimmer Biomet
ZBH
$17.7B
– –
-9,119
Closed -$1.32M
ZTO icon
560
ZTO Express
ZTO
$18.2B
– –
-46,983
Closed -$1.1M
ZWS icon
561
Zurn Elkay Water Solutions
ZWS
$8.07B
– –
-104,622
Closed -$1.64M
ZYME icon
562
Zymeworks
ZYME
$1.68B
– –
-7,000
Closed -$318K
MTUS icon
563
Metallus
MTUS
$873M
– –
-15,600
Closed -$123K
CPAY icon
564
Corpay
CPAY
$24.2B
– –
-1,203
Closed -$346K
CMBT
565
CMB.TECH NV
CMBT
$4.57B
– –
-15,625
Closed -$196K
SGI
566
Somnigroup International
SGI
$15.1B
– –
-10,664
Closed -$232K
BERY
567
DELISTED
Berry Global Group, Inc.
BERY
– –
-14,290
Closed -$623K
SASR
568
DELISTED
Sandy Spring Bancorp Inc
SASR
– –
-5,857
Closed -$222K
SUM
569
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
– –
-16,671
Closed -$392K
HTLF
570
DELISTED
Heartland Financial USA, Inc.
HTLF
– –
-9,434
Closed -$469K
SMAR
571
DELISTED
Smartsheet Inc.
SMAR
– –
-6,841
Closed -$307K
AY
572
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
– –
-21,907
Closed -$578K
SAVE
573
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-9,498
Closed -$383K
WRK
574
DELISTED
WestRock Company
WRK
– –
-49,961
Closed -$2.14M
SWAV
575
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
– –
-9,050
Closed -$397K
21 22
23
24 25

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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
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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.