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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 | |
|---|---|---|---|---|---|---|
|
PGRE
451
DELISTED
Paramount Group
PGRE
| – | – |
-123,486
| Closed | -$1.72M |
|
452
Parker-Hannifin
PH
$125B
| – | – |
-1,054
| Closed | -$217K |
|
453
Polaris
PII
$4.15B
| – | – |
-3,622
| Closed | -$368K |
|
454
Pinterest
PINS
$12.4B
| – | – |
-37,231
| Closed | -$694K |
|
455
Park Hotels & Resorts
PK
$2.97B
| – | – |
-20,868
| Closed | -$540K |
|
456
Photronics
PLAB
$1.79B
| – | – |
-14,617
| Closed | -$230K |
|
457
Philip Morris
PM
$301B
| – | – |
-26,944
| Closed | -$2.29M |
|
458
Portland General Electric
POR
$6.02B
| – | – |
-20,156
| Closed | -$1.13M |
|
459
Post Holdings
POST
$4.12B
| – | – |
-22,914
| Closed | -$1.64M |
|
460
Pilgrim's Pride
PPC
$6.82B
| – | – |
-37,384
| Closed | -$1.22M |
|
461
PPG Industries
PPG
$25.9B
| – | – |
-8,323
| Closed | -$1.11M |
|
|
PPL
462
PPL Corp
PPL
$27.3B
| – | – |
-31,018
| Closed | -$1.11M |
|
463
Perrigo
PRGO
$1.4B
| – | – |
-7,327
| Closed | -$379K |
|
464
Purple Innovation
PRPL
$33.2M
| – | – |
-1,320
| Closed | -$287K |
|
465
Public Storage
PSA
$60.2B
| – | – |
-8,464
| Closed | -$1.8M |
|
466
PTC Therapeutics
PTCT
$6.37B
| – | – |
-6,237
| Closed | -$300K |
|
467
Quanta Services
PWR
$93.9B
| – | – |
-5,259
| Closed | -$214K |
|
468
Papa John's
PZZA
$999M
| – | – |
-21,059
| Closed | -$1.33M |
|
|
HTT
469
High Templar Tech Ltd
HTT
$377M
| – | – |
-33,165
| Closed | -$156K |
|
470
CALL
Qiagen
QGEN
$8.53B
| – | – |
-14,347
| Closed | -$514K |
|
471
uniQure
QURE
$2.68B
| – | – |
-5,500
| Closed | -$394K |
|
472
Ferrari
RACE
$63.3B
| – | – |
-9,857
| Closed | -$1.63M |
|
473
RB Global
RBA
$20.8B
| – | – |
-11,328
| Closed | -$487K |
|
474
Royal Caribbean
RCL
$78.7B
| – | – |
-14,905
| Closed | -$1.99M |
|
475
Radian Group
RDN
$5.14B
| – | – |
-12,142
| Closed | -$305K |
|
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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.