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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
(-82%)
Cap. Flow
-$519M
Cap. Flow
% of AUM
-424.92%
Top 10 Holdings %
Top 10 Hldgs %
17.74%
Holding
631
New
102
Increased
33
Reduced
106
Closed
390
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Total World Stock ETF
VT
|
+$7.87M |
| 2 |
Charter Communications
CHTR
|
+$1.38M |
| 3 |
Novartis
NVS
|
+$1.15M |
| 4 |
Capital One
COF
|
+$1.13M |
| 5 |
CTLT
CATALENT, INC.
CTLT
|
+$1.07M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Coca-Cola
KO
|
+$6.7M |
| 2 |
American Electric Power
AEP
|
+$6.02M |
| 3 |
DISCK
Discovery, Inc. Series C Common Stock
DISCK
|
+$5.44M |
| 4 |
Mondelez International
MDLZ
|
+$5.26M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
251
AGNC Investment
AGNC
$12.3B
| – | – |
-48,497
| Closed | -$857K |
|
252
American International
AIG
$41.9B
| – | – |
-63,316
| Closed | -$3.25M |
|
253
Applied Industrial Technologies
AIT
$12.8B
| – | – |
-9,131
| Closed | -$609K |
|
|
AIV
254
Aimco
AIV
$380M
| – | – |
-408,175
| Closed | -$2.81M |
|
255
Arthur J. Gallagher & Co
AJG
$63.7B
| – | – |
-21,780
| Closed | -$2.07M |
|
256
Acadia Realty Trust
AKR
$2.99B
| – | – |
-22,438
| Closed | -$582K |
|
|
AMED
257
DELISTED
Amedisys
AMED
| – | – |
-12,404
| Closed | -$2.07M |
|
258
Affiliated Managers Group
AMG
$9.46B
| – | – |
-5,207
| Closed | -$441K |
|
259
America Movil
AMX
$78.1B
| – | – |
-24,393
| Closed | -$390K |
|
260
Air Products & Chemicals
APD
$66.3B
| – | – |
-1,120
| Closed | -$263K |
|
|
APLS
261
DELISTED
Apellis Pharmaceuticals
APLS
| – | – |
-11,449
| Closed | -$351K |
|
262
Aptiv
APTV
$12B
| – | – |
-6,339
| Closed | -$602K |
|
263
Accuray
ARAY
$28.4M
| – | – |
-25,446
| Closed | -$72K |
|
264
ASML
ASML
$675B
| – | – |
-8,274
| Closed | -$2.45M |
|
265
Atmos Energy
ATO
$29.9B
| – | – |
-22,851
| Closed | -$2.56M |
|
|
OPTU
266
Optimum Communications Inc
OPTU
$316M
| – | – |
-27,711
| Closed | -$758K |
|
267
AvalonBay Communities
AVB
$27.1B
| – | – |
-17,573
| Closed | -$3.69M |
|
268
Avient
AVNT
$3.45B
| – | – |
-14,906
| Closed | -$548K |
|
269
Avnet
AVT
$7.33B
| – | – |
-44,484
| Closed | -$1.89M |
|
270
Avantor
AVTR
$7.81B
| – | – |
-10,364
| Closed | -$188K |
|
271
American Express
AXP
$223B
| – | – |
-33,938
| Closed | -$4.22M |
|
272
AXIS Capital
AXS
$8.59B
| – | – |
-30,637
| Closed | -$1.82M |
|
273
Axalta
AXTA
$7.01B
| – | – |
-42,508
| Closed | -$1.29M |
|
274
Azenta
AZTA
$1.26B
| – | – |
-5,134
| Closed | -$215K |
|
275
Bath & Body Works
BBWI
$4.01B
| – | – |
-19,240
| Closed | -$282K |
|
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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.