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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
CW icon
76
Curtiss-Wright
CW
$27.7B
$539K 0.44%
5,836
+2,777
+91% +$356K
CHNG
77
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$538K 0.44%
+53,900
New +$754K
HUM icon
78
Humana
HUM
$46.7B
$535K 0.44%
1,703
-8,956
-84% -$3.02M
TFC icon
79
Truist Financial
TFC
$63.2B
$534K 0.44%
+17,328
New +$819K
ETFC
80
DELISTED
E*Trade Financial Corporation
ETFC
$532K 0.44%
15,510
-5,493
-26% -$232K
GWPH
81
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$530K 0.43%
6,052
+2,615
+76% +$277K
IEX icon
82
IDEX
IEX
$16.5B
$518K 0.42%
+3,754
New +$589K
MA icon
83
Mastercard
MA
$477B
$510K 0.42%
2,111
-11,166
-84% -$3.32M
ARNA
84
DELISTED
Arena Pharmaceuticals Inc
ARNA
$509K 0.42%
12,126
+789
+7% +$36.2K
DOV icon
85
Dover
DOV
$27.2B
$508K 0.42%
+6,056
New +$642K
BG icon
86
Bunge Global
BG
$23.6B
$501K 0.41%
12,204
-39,124
-76% -$1.91M
LIN icon
87
Linde
LIN
$237B
$497K 0.41%
2,875
-6,899
-71% -$1.36M
NSC icon
88
Norfolk Southern
NSC
$78.8B
$489K 0.4%
+3,349
New +$618K
FHN icon
89
First Horizon
FHN
$12.1B
$483K 0.4%
+59,939
New +$831K
AGIO icon
90
Agios Pharmaceuticals
AGIO
$2.16B
$474K 0.39%
13,347
-5,662
-30% -$262K
JD icon
91
JD.com
JD
$40.8B
$474K 0.39%
+11,707
New +$468K
BAX icon
92
Baxter International
BAX
$11.6B
$471K 0.39%
5,796
-27,757
-83% -$2.4M
FOXA icon
93
Fox Class A
FOXA
$23.2B
$463K 0.38%
+19,589
New +$644K
NVO
94
Novo Nordisk
NVO
$216B
$460K 0.38%
15,286
-31,254
-67% -$931K
ICE icon
95
Intercontinental Exchange
ICE
$82.4B
$459K 0.38%
+5,687
New +$515K
LNT icon
96
Alliant Energy
LNT
$19.4B
$452K 0.37%
9,359
-37,459
-80% -$2.05M
CNST
97
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
$452K 0.37%
14,388
-283
-2% -$9.84K
DD icon
98
DuPont de Nemours
DD
$18.6B
$444K 0.36%
10,376
-17,447
-63% -$1.07M
PLD icon
99
Prologis
PLD
$138B
$442K 0.36%
5,496
-17,271
-76% -$1.51M
NATI
100
DELISTED
National Instruments Corp
NATI
$440K 0.36%
13,293
-13,187
-50% -$527K
2 3
4
5 6

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TMNFIC
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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.