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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
HFWA icon
376
Heritage Financial
HFWA
$1.24B
– –
-14,604
Closed -$413K
HI
377
DELISTED
Hillenbrand
HI
– –
-23,866
Closed -$795K
HIW icon
378
Highwoods Properties
HIW
$3.71B
– –
-24,807
Closed -$1.21M
HON icon
379
Honeywell
HON
$77.1B
– –
-1,315
Closed -$219K
HPP
380
Hudson Pacific Properties
HPP
$834M
– –
-11,344
Closed -$2.99M
HUN icon
381
Huntsman Corp
HUN
$2.24B
– –
-47,130
Closed -$1.14M
IIIV icon
382
i3 Verticals
IIIV
$395M
– –
-11,187
Closed -$316K
IIPR icon
383
Innovative Industrial Properties
IIPR
$1.78B
– –
-4,942
Closed -$375K
ILMN icon
384
Illumina
ILMN
$29.4B
– –
-6,573
Closed -$2.12M
INCY icon
385
Incyte
INCY
$23.5B
– –
-11,441
Closed -$999K
INSM icon
386
Insmed
INSM
$23.2B
– –
-14,271
Closed -$341K
IPGP icon
387
IPG Photonics
IPGP
$3.89B
– –
-6,667
Closed -$966K
IPI icon
388
Intrepid Potash
IPI
$460M
– –
-2,520
Closed -$68K
IR icon
389
Ingersoll Rand
IR
$33B
– –
-9,743
Closed -$357K
IVR icon
390
Invesco Mortgage Capital
IVR
$776M
– –
-6,562
Closed -$1.09M
JACK icon
391
Jack in the Box
JACK
$278M
– –
-17,697
Closed -$1.38M
JNJ icon
392
Johnson & Johnson
JNJ
$635B
– –
-15,796
Closed -$2.3M
JNPR
393
DELISTED
Juniper Networks
JNPR
– –
-55,697
Closed -$1.37M
JWN
394
DELISTED
Nordstrom
JWN
– –
-24,000
Closed -$982K
KALV
395
DELISTED
KalVista Pharmaceuticals
KALV
– –
-12,738
Closed -$227K
KEX icon
396
Kirby Corp
KEX
$7.95B
– –
-12,134
Closed -$1.09M
KEYS icon
397
Keysight
KEYS
$54.5B
– –
-3,978
Closed -$408K
KMPR icon
398
Kemper
KMPR
$1.7B
– –
-22,454
Closed -$1.74M
KN icon
399
Knowles
KN
$3.22B
– –
-31,024
Closed -$656K
KNSA icon
400
Kiniksa Pharmaceuticals
KNSA
$4.83B
– –
-12,051
Closed -$133K
14 15
16
17 18

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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
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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.