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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 | |
|---|---|---|---|---|---|---|
526
TripAdvisor
TRIP
$1.59B
| – | – |
-7,610
| Closed | -$231K |
|
527
Tronox
TROX
$995M
| – | – |
-34,215
| Closed | -$391K |
|
528
TSMC
TSM
$2.09T
| – | – |
-40,009
| Closed | -$2.33M |
|
529
Tyson Foods
TSN
$20.2B
| – | – |
-10,455
| Closed | -$952K |
|
530
United Airlines
UAL
$38.4B
| – | – |
-43,601
| Closed | -$3.84M |
|
531
Uber
UBER
$134B
| – | – |
-50,292
| Closed | -$1.5M |
|
532
United Therapeutics
UTHR
$26.3B
| – | – |
-7,286
| Closed | -$642K |
|
533
Visa
V
$677B
| – | – |
-17,203
| Closed | -$3.23M |
|
534
Vale
VALE
$62.9B
| – | – |
-57,894
| Closed | -$764K |
|
535
VEON
VEON
$3.53B
| – | – |
-2,010
| Closed | -$127K |
|
536
VICI Properties
VICI
$29.4B
| – | – |
-117,895
| Closed | -$3.01M |
|
537
Vipshop
VIPS
$6.84B
| – | – |
-13,463
| Closed | -$191K |
|
538
Valero Energy
VLO
$89.8B
| – | – |
-5,980
| Closed | -$560K |
|
539
Vornado Realty Trust
VNO
$7.47B
| – | – |
-65,386
| Closed | -$4.35M |
|
540
Varonis Systems
VRNS
$5.25B
| – | – |
-40,554
| Closed | -$1.05M |
|
541
Verisk Analytics
VRSK
$26.4B
| – | – |
-6,825
| Closed | -$1.02M |
|
542
Ventas
VTR
$48.9B
| – | – |
-12,463
| Closed | -$720K |
|
543
Viatris
VTRS
$20.1B
| – | – |
-26,921
| Closed | -$541K |
|
544
NCR Voyix
VYX
$1.06B
| – | – |
-51,697
| Closed | -$1.11M |
|
545
Wayfair
W
$11.1B
| – | – |
-2,412
| Closed | -$218K |
|
546
Wabtec
WAB
$51.1B
| – | – |
-3,151
| Closed | -$245K |
|
547
Western Alliance Bancorporation
WAL
$9.07B
| – | – |
-40,983
| Closed | -$2.34M |
|
548
Workday
WDAY
$33.4B
| – | – |
-6,628
| Closed | -$1.09M |
|
549
Wendy's
WEN
$1.33B
| – | – |
-52,403
| Closed | -$1.16M |
|
550
Williams Companies
WMB
$90.5B
| – | – |
-47,858
| Closed | -$1.14M |
|
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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.