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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
VT icon
1
Vanguard Total World Stock ETF
VT
$77.2B
$6.56M 5.37%
+104,465
New +$7.87M
MSFT icon
2
Microsoft
MSFT
$2.9T
$2.15M 1.76%
13,633
-20,751
-60% -$3.41M
AMZN icon
3
Amazon
AMZN
$2.63T
$1.97M 1.61%
20,220
-25,500
-56% -$2.47M
BMY icon
4
Bristol-Myers Squibb
BMY
$124B
$1.93M 1.58%
34,578
-21,509
-38% -$1.31M
FIS icon
5
Fidelity National Information Services
FIS
$21B
$1.8M 1.47%
14,762
-35,027
-70% -$4.86M
BSX icon
6
Boston Scientific
BSX
$63.9B
$1.67M 1.37%
51,223
-83,012
-62% -$3.24M
MRK icon
7
Merck
MRK
$315B
$1.57M 1.29%
21,438
-25,561
-54% -$2.01M
PYPL icon
8
PayPal
PYPL
$49B
$1.42M 1.16%
14,803
+6,217
+72% +$686K
FTV icon
9
Fortive
FTV
$18.4B
$1.32M 1.08%
37,955
-33,807
-47% -$1.48M
EHC icon
10
Encompass Health
EHC
$11B
$1.3M 1.06%
25,458
-18,602
-42% -$1.07M
ALL icon
11
Allstate
ALL
$64.8B
$1.27M 1.04%
13,820
+6,970
+102% +$758K
RTX icon
12
RTX Corp
RTX
$262B
$1.27M 1.04%
21,323
-22,703
-52% -$1.92M
CHTR icon
13
Charter Communications
CHTR
$15.9B
$1.23M 1.01%
+2,825
New +$1.38M
MDT icon
14
Medtronic
MDT
$105B
$1.2M 0.98%
13,274
-34,091
-72% -$3.63M
PG icon
15
Procter & Gamble
PG
$347B
$1.08M 0.88%
9,812
-42,067
-81% -$5.05M
CCI icon
16
Crown Castle
CCI
$33.8B
$1.07M 0.87%
7,398
-7,050
-49% -$1.05M
NVS icon
17
Novartis
NVS
$292B
$1.07M 0.87%
+12,935
New +$1.15M
MU icon
18
Micron Technology
MU
$1.08T
$1.02M 0.84%
24,286
-12,384
-34% -$644K
CTLT
19
DELISTED
CATALENT, INC.
CTLT
$1.02M 0.83%
+19,618
New +$1.07M
CNC icon
20
Centene
CNC
$32.5B
$991K 0.81%
16,678
-10,406
-38% -$631K
GOOG icon
21
Alphabet (Google) Class C
GOOG
$4.17T
$988K 0.81%
17,000
+11,780
+226% +$799K
GS icon
22
Goldman Sachs
GS
$324B
$976K 0.8%
6,311
-13,322
-68% -$2.83M
DUK icon
23
Duke Energy
DUK
$99.7B
$952K 0.78%
11,766
-22,120
-65% -$2.03M
PEP icon
24
PepsiCo
PEP
$185B
$947K 0.77%
7,884
+954
+14% +$129K
BNY
25
Bank of New York Mellon
BNY
$110B
$942K 0.77%
27,973
-3,581
-11% -$150K
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.