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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
MYOV
226
DELISTED
Myovant Sciences Ltd.
MYOV
$104K 0.09%
13,769
-44
-0.3% -$493
RNAC icon
227
Cartesian Therapeutics
RNAC
$232M
$90K 0.07%
1,242
+65
+6% +$6.28K
BCRX icon
228
BioCryst Pharmaceuticals
BCRX
$2.37B
$89K 0.07%
44,714
-56,090
-56% -$154K
VSTM icon
229
Verastem
VSTM
$532M
$89K 0.07%
+2,800
New +$70.2K
NBL
230
DELISTED
Noble Energy, Inc.
NBL
$84K 0.07%
+13,983
New +$224K
NAVI icon
231
Navient
NAVI
$774M
$82K 0.07%
10,766
-58,943
-85% -$703K
TRIL
232
DELISTED
Trillium Therapeutics Inc.
TRIL
$73K 0.06%
+18,109
New +$68.5K
BRSL
233
Brightstar Lottery PLC
BRSL
$1.91B
$64K 0.05%
+10,792
New +$123K
ISEE
234
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$63K 0.05%
+18,231
New +$107K
AMRN
235
Amarin Corp
AMRN
$284M
$61K 0.05%
+766
New +$254K
VRAY
236
DELISTED
ViewRay, Inc.
VRAY
$43K 0.04%
17,229
-19,605
-53% -$55.5K
VNTR
237
DELISTED
Venator Materials PLC
VNTR
$41K 0.03%
23,851
-6,534
-22% -$18.4K
BGC icon
238
BGC Group
BGC
$5.58B
$37K 0.03%
14,670
-28,975
-66% -$142K
PHAS
239
DELISTED
PhaseBio Pharmaceuticals, Inc. Common Stock
PHAS
$36K 0.03%
10,938
-9
-0.1% -$41
WT icon
240
WisdomTree
WT
$2.97B
$27K 0.02%
+11,629
New +$45K
A icon
241
Agilent Technologies
A
$39.1B
– –
-48,982
Closed -$4.18M
AAL icon
242
American Airlines Group
AAL
$9.58B
– –
-27,602
Closed -$792K
AAPL icon
243
Apple
AAPL
$4.89T
– –
-17,004
Closed -$1.25M
ABBV icon
244
AbbVie
ABBV
$458B
– –
-4,346
Closed -$385K
ADC icon
245
Agree Realty
ADC
$9.68B
– –
-6,857
Closed -$481K
ADEA icon
246
Adeia
ADEA
$2.86B
– –
-63,289
Closed -$310K
ADM icon
247
Archer Daniels Midland
ADM
$41.4B
– –
-21,629
Closed -$1M
AEE icon
248
Ameren
AEE
$31.5B
– –
-55,245
Closed -$4.24M
AEP icon
249
American Electric Power
AEP
$73.7B
– –
-63,680
Closed -$6.02M
AFG icon
250
American Financial Group
AFG
$11.9B
– –
-9,410
Closed -$1.03M
8 9
10
11 12

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CCM
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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
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RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
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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.