We are live on ! Find out more
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
ZM icon
151
Zoom
ZM
$25.8B
$297K 0.24%
+2,030
New +$200K
AZO icon
152
AutoZone
AZO
$48.3B
$296K 0.24%
350
-1,875
-84% -$1.95M
PEG icon
153
Public Service Enterprise Group
PEG
$39.8B
$292K 0.24%
+6,494
New +$351K
AMP icon
154
Ameriprise Financial
AMP
$46.8B
$290K 0.24%
+2,832
New +$420K
RNG icon
155
RingCentral
RNG
$4.05B
$289K 0.24%
1,366
-5,512
-80% -$1.14M
FR icon
156
First Industrial Realty Trust
FR
$8.88B
$288K 0.24%
+8,664
New +$344K
ABCB icon
157
Ameris Bancorp
ABCB
$5.89B
$282K 0.23%
+11,861
New +$423K
INVH icon
158
Invitation Homes
INVH
$17.7B
$281K 0.23%
13,171
-107,331
-89% -$3.04M
TEVA icon
159
Teva Pharmaceuticals
TEVA
$35.9B
$279K 0.23%
+31,058
New +$318K
MDB icon
160
MongoDB
MDB
$24B
$278K 0.23%
2,034
-3,044
-60% -$450K
FATE icon
161
Fate Therapeutics
FATE
$281M
$277K 0.23%
12,476
-3,442
-22% -$87K
GWW icon
162
W.W. Grainger
GWW
$65.3B
$277K 0.23%
1,116
-4,137
-79% -$1.22M
SMPL icon
163
Simply Good Foods
SMPL
$904M
$276K 0.23%
14,310
-22,971
-62% -$503K
ADVM
164
DELISTED
Adverum Biotechnologies
ADVM
$275K 0.23%
2,810
-949
-25% -$111K
TAL icon
165
TAL Education Group
TAL
$5.71B
$269K 0.22%
+5,055
New +$272K
BIO icon
166
Bio-Rad Laboratories Class A
BIO
$8.42B
$268K 0.22%
+765
New +$281K
EQH icon
167
Equitable Holdings
EQH
$13.1B
$263K 0.22%
18,184
-72,577
-80% -$1.59M
DRNA
168
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$263K 0.22%
14,323
-4,756
-25% -$92.4K
MNTA
169
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$262K 0.21%
9,650
-15,105
-61% -$421K
MRSN
170
DELISTED
Mersana Therapeutics
MRSN
$257K 0.21%
1,764
+916
+108% +$160K
WORK
171
DELISTED
Slack Technologies, Inc.
WORK
$256K 0.21%
+9,537
New +$230K
ITT icon
172
ITT
ITT
$17.5B
$255K 0.21%
5,618
-17,138
-75% -$1.06M
ASND icon
173
Ascendis Pharma A/S
ASND
$16.7B
$251K 0.21%
2,230
-4,419
-66% -$574K
UNH icon
174
UnitedHealth
UNH
$382B
$251K 0.21%
+1,009
New +$278K
INOV
175
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$251K 0.21%
15,081
-14,456
-49% -$274K
5 6
7
8 9

Similar funds

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.