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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
KAMN
576
DELISTED
Kaman Corp
KAMN
– –
-7,153
Closed -$472K
IMGN
577
DELISTED
Immunogen Inc
IMGN
– –
-10,305
Closed -$53K
SRC
578
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-85,197
Closed -$4.19M
LTHM
579
DELISTED
Livent Corporation
LTHM
– –
-32,890
Closed -$281K
TWNK
580
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
– –
-101,439
Closed -$1.48M
RETA
581
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
– –
-2,866
Closed -$586K
NUVA
582
DELISTED
NuVasive, Inc.
NUVA
– –
-15,308
Closed -$1.18M
LSI
583
DELISTED
Life Storage, Inc.
LSI
– –
-31,767
Closed -$2.29M
BBBY
584
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-20,118
Closed -$348K
AIMC
585
DELISTED
Altra Industrial Motion Corp
AIMC
– –
-10,539
Closed -$382K
AERI
586
DELISTED
Aerie Pharmaceuticals
AERI
– –
-17,650
Closed -$427K
TWTR
587
DELISTED
Twitter, Inc.
TWTR
– –
-9,366
Closed -$300K
AVLR
588
DELISTED
Avalara, Inc.
AVLR
– –
-8,166
Closed -$598K
DRE
589
DELISTED
Duke Realty Corp.
DRE
– –
-134,889
Closed -$4.68M
SAFM
590
DELISTED
Sanderson Farms Inc
SAFM
– –
-8,852
Closed -$1.56M
COHR
591
DELISTED
Coherent Inc
COHR
– –
-1,500
Closed -$250K
PLAN
592
DELISTED
Anaplan, Inc.
PLAN
– –
-17,080
Closed -$895K
ATRS
593
DELISTED
Antares Pharma, Inc.
ATRS
– –
-19,771
Closed -$93K
MGP
594
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
– –
-147,249
Closed -$4.56M
DISCK
595
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-178,422
Closed -$5.44M
ISBC
596
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-109,540
Closed -$1.3M
CPLG
597
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
– –
-46,137
Closed -$493K
ATH
598
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
– –
-68,532
Closed -$3.22M
KSU
599
DELISTED
Kansas City Southern
KSU
– –
-15,743
Closed -$2.41M
CXP
600
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
– –
-14,631
Closed -$306K
22 23
24
25 26

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GPC
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CBT
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FSCP
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ECM
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RG
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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.