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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
BABA icon
51
Alibaba
BABA
$269B
$712K 0.58%
3,663
+614
+20% +$128K
UNP icon
52
Union Pacific
UNP
$183B
$704K 0.58%
4,993
+2,545
+104% +$421K
UN
53
DELISTED
Unilever NV New York Registry Shares
UN
$699K 0.57%
+14,334
New +$784K
STT icon
54
State Street
STT
$50.9B
$685K 0.56%
12,858
-11,342
-47% -$788K
HZNP
55
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$684K 0.56%
23,094
+5,678
+33% +$192K
JPM icon
56
JPMorgan Chase
JPM
$939B
$683K 0.56%
+7,583
New +$921K
IPG
57
DELISTED
Interpublic Group of Companies
IPG
$658K 0.54%
40,637
+23,772
+141% +$502K
BMRN icon
58
BioMarin Pharmaceuticals
BMRN
$11.5B
$647K 0.53%
7,659
-3,842
-33% -$331K
NDSN icon
59
Nordson
NDSN
$16.5B
$645K 0.53%
+4,774
New +$735K
LHCG
60
DELISTED
LHC Group LLC
LHCG
$643K 0.53%
+4,585
New +$639K
QRVO icon
61
Qorvo
QRVO
$7.63B
$629K 0.51%
+7,805
New +$781K
RVTY icon
62
Revvity
RVTY
$12.3B
$629K 0.51%
+8,350
New +$741K
CRM icon
63
Salesforce
CRM
$134B
$610K 0.5%
4,235
-2,460
-37% -$422K
MASI
64
DELISTED
Masimo
MASI
$606K 0.5%
+3,424
New +$587K
RF icon
65
Regions Financial
RF
$26.3B
$602K 0.49%
+67,162
New +$941K
ED icon
66
Consolidated Edison
ED
$41.6B
$601K 0.49%
+7,706
New +$676K
WFC icon
67
Wells Fargo
WFC
$261B
$595K 0.49%
+20,715
New +$881K
CCXI
68
DELISTED
ChemoCentryx, Inc.
CCXI
$587K 0.48%
+14,615
New +$621K
PGR icon
69
Progressive
PGR
$124B
$585K 0.48%
+7,920
New +$610K
VOYA icon
70
Voya Financial
VOYA
$8.94B
$584K 0.48%
14,394
-7,631
-35% -$416K
C icon
71
Citigroup
C
$222B
$575K 0.47%
13,657
-20,517
-60% -$1.38M
BDX icon
72
Becton Dickinson
BDX
$43.1B
$574K 0.47%
+2,563
New +$633K
AGN
73
DELISTED
Allergan plc
AGN
$557K 0.46%
+3,145
New +$592K
ARGO
74
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$555K 0.45%
14,986
+1,273
+9% +$72.3K
AMT icon
75
American Tower
AMT
$77.7B
$551K 0.45%
+2,530
New +$589K
1 2
3
4 5

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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
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.