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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
ACGL icon
176
Arch Capital
ACGL
$36.1B
$250K 0.2%
8,776
-14,131
-62% -$573K
CVX icon
177
Chevron
CVX
$388B
$245K 0.2%
+3,380
New +$334K
OC icon
178
Owens Corning
OC
$11.5B
$245K 0.2%
6,311
+832
+15% +$46.5K
PNW icon
179
Pinnacle West Capital
PNW
$12.9B
$244K 0.2%
+3,220
New +$292K
EVRG icon
180
Evergy
EVRG
$20.1B
$241K 0.2%
+4,385
New +$288K
IMVT icon
181
Immunovant
IMVT
$8.09B
$241K 0.2%
+15,509
New +$233K
RIO icon
182
Rio Tinto
RIO
$148B
$240K 0.2%
+5,268
New +$270K
NI icon
183
NiSource
NI
$22.4B
$238K 0.19%
+9,540
New +$264K
STAG icon
184
STAG Industrial
STAG
$7.86B
$237K 0.19%
10,538
-127,700
-92% -$3.71M
NXST icon
185
Nexstar Media Group
NXST
$5.6B
$236K 0.19%
+4,095
New +$433K
ARE icon
186
Alexandria Real Estate Equities
ARE
$8.88B
$235K 0.19%
+1,714
New +$268K
NKE icon
187
Nike
NKE
$61.9B
$235K 0.19%
2,844
-47,676
-94% -$4.44M
O icon
188
Realty Income
O
$61.2B
$234K 0.19%
4,841
+1,466
+43% +$102K
TDOC icon
189
Teladoc Health
TDOC
$1.58B
$233K 0.19%
+1,500
New +$175K
Y
190
DELISTED
Alleghany Corp
Y
$233K 0.19%
422
-156
-27% -$112K
RRX icon
191
Regal Rexnord
RRX
$14.2B
$228K 0.19%
3,628
-4,986
-58% -$391K
BIIB icon
192
Biogen
BIIB
$29.9B
$227K 0.19%
719
-3,238
-82% -$983K
CNNE icon
193
Cannae Holdings
CNNE
$647M
$227K 0.19%
6,771
+753
+13% +$27.9K
MSGS icon
194
Madison Square Garden
MSGS
$9.54B
$227K 0.19%
1,504
-942
-39% -$183K
DXCM icon
195
DexCom
DXCM
$27.6B
$226K 0.18%
3,352
-32,320
-91% -$2.01M
DG icon
196
Dollar General
DG
$25.9B
$222K 0.18%
1,473
-15,519
-91% -$2.4M
WTW icon
197
Willis Towers Watson
WTW
$27.9B
$221K 0.18%
1,300
-13,435
-91% -$2.64M
AXSM icon
198
Axsome Therapeutics
AXSM
$12.4B
$217K 0.18%
3,694
-2,245
-38% -$183K
DAL icon
199
Delta Air Lines
DAL
$55.9B
$215K 0.18%
7,525
-450
-6% -$22.3K
AKAM icon
200
Akamai
AKAM
$16.8B
$214K 0.18%
+2,341
New +$217K
6 7
8
9 10

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.