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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
ZS icon
126
Zscaler
ZS
$23B
$354K 0.29%
+5,814
New +$320K
DDOG icon
127
Datadog
DDOG
$87.9B
$352K 0.29%
+9,780
New +$403K
VZ icon
128
Verizon
VZ
$194B
$349K 0.29%
+6,496
New +$372K
IMMU
129
DELISTED
Immunomedics Inc
IMMU
$349K 0.29%
25,902
+286
+1% +$4.81K
LLY icon
130
Eli Lilly
LLY
$1.07T
$347K 0.28%
2,500
+170
+7% +$23.4K
AMD icon
131
Advanced Micro Devices
AMD
$851B
$342K 0.28%
7,530
-4,434
-37% -$214K
EQR icon
132
Equity Residential
EQR
$25.4B
$341K 0.28%
+5,530
New +$427K
JRVR icon
133
James River Group Holdings
JRVR
$218M
$341K 0.28%
9,415
+277
+3% +$11.2K
ACM icon
134
Aecom
ACM
$9.07B
$336K 0.28%
11,253
+2,886
+34% +$123K
SNV
135
DELISTED
Synovus
SNV
$335K 0.27%
19,071
-92,139
-83% -$2.84M
CI icon
136
Cigna
CI
$76.6B
$329K 0.27%
1,855
-10,160
-85% -$1.97M
TWST icon
137
Twist Bioscience
TWST
$5.62B
$328K 0.27%
10,740
-6,038
-36% -$162K
DFS
138
DELISTED
Discover Financial Services
DFS
$326K 0.27%
+9,143
New +$606K
NXPI icon
139
NXP Semiconductors
NXPI
$68B
$324K 0.27%
3,904
-5,859
-60% -$687K
CTXS
140
DELISTED
Citrix Systems Inc
CTXS
$323K 0.26%
+2,281
New +$272K
SJR
141
DELISTED
Shaw Communications Inc.
SJR
$317K 0.26%
+19,567
New +$355K
AIZ icon
142
Assurant
AIZ
$13.7B
$313K 0.26%
3,006
-11,451
-79% -$1.41M
ETR icon
143
Entergy
ETR
$54.1B
$311K 0.25%
+6,616
New +$392K
BPMC
144
DELISTED
Blueprint Medicines
BPMC
$308K 0.25%
5,261
+402
+8% +$25.9K
ZBRA icon
145
Zebra Technologies
ZBRA
$12.4B
$305K 0.25%
1,661
-2,147
-56% -$483K
LOW icon
146
Lowe's Companies
LOW
$116B
$303K 0.25%
+3,526
New +$385K
VMW
147
DELISTED
VMware, Inc
VMW
$303K 0.25%
+2,506
New +$345K
CHWY icon
148
Chewy
CHWY
$8.54B
$302K 0.25%
8,061
-26,725
-77% -$785K
EA icon
149
Electronic Arts
EA
$52.4B
$300K 0.25%
+2,993
New +$315K
KEY icon
150
KeyCorp
KEY
$24.3B
$300K 0.25%
28,940
-200,395
-87% -$3.33M
4 5
6
7 8

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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.