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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 | |
|---|---|---|---|---|---|---|
351
Five Below
FIVE
$11.2B
| – | – |
-15,919
| Closed | -$2.04M |
|
|
FL
352
DELISTED
Foot Locker
FL
| – | – |
-27,446
| Closed | -$1.07M |
|
353
Flex
FLEX
$43.4B
| – | – |
-30,249
| Closed | -$288K |
|
354
Flowserve
FLS
$9.25B
| – | – |
-7,216
| Closed | -$359K |
|
355
FMC
FMC
$1.42B
| – | – |
-5,235
| Closed | -$523K |
|
|
FOLD
356
DELISTED
Amicus Therapeutics
FOLD
| – | – |
-81,931
| Closed | -$798K |
|
357
Fox Class B
FOX
$20.7B
| – | – |
-98,483
| Closed | -$3.58M |
|
358
FS KKR Capital
FSK
$2.98B
| – | – |
-57,667
| Closed | -$1.41M |
|
359
iShares China Large-Cap ETF
FXI
$4.31B
| – | – |
-11,995
| Closed | -$523K |
|
360
Genpact
G
$5.3B
| – | – |
-12,759
| Closed | -$538K |
|
361
Guardant Health
GH
$19.5B
| – | – |
-13,449
| Closed | -$1.05M |
|
362
G-III Apparel Group
GIII
$1.47B
| – | – |
-18,984
| Closed | -$636K |
|
363
Greenlight Captial
GLRE
$563M
| – | – |
-10,108
| Closed | -$102K |
|
364
Global Net Lease
GNL
$1.87B
| – | – |
-53,674
| Closed | -$1.09M |
|
|
B
365
Barrick Mining
B
$62.2B
| – | – |
-18,501
| Closed | -$344K |
|
366
Alphabet (Google) Class A
GOOGL
$3.91T
| – | – |
-19,780
| Closed | -$1.32M |
|
367
Gossamer Bio
GOSS
$66.5M
| – | – |
-10,982
| Closed | -$172K |
|
368
Graphic Packaging
GPK
$3.26B
| – | – |
-69,961
| Closed | -$1.17M |
|
369
Global Payments
GPN
$22.1B
| – | – |
-25,952
| Closed | -$4.74M |
|
|
GRFS
370
Grifois
GRFS
$5.16B
| – | – |
-19,041
| Closed | -$443K |
|
371
Gates Industrial Corporation Ltd.
GTES
$6.81B
| – | – |
-10,800
| Closed | -$149K |
|
372
Haemonetics
HAE
$3.58B
| – | – |
-2,676
| Closed | -$307K |
|
373
Hasbro
HAS
$12.6B
| – | – |
-3,200
| Closed | -$338K |
|
374
Home Depot
HD
$332B
| – | – |
-21,994
| Closed | -$4.8M |
|
375
HEICO Corp
HEI
$48.9B
| – | – |
-7,798
| Closed | -$698K |
|
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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.