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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
KDMN
601
DELISTED
Kadmon Holdings, Inc.
KDMN
– –
-30,196
Closed -$137K
RPAI
602
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-66,592
Closed -$892K
CSOD
603
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-34,529
Closed -$2.02M
CHMA
604
DELISTED
Chiasma, Inc. Common Stock
CHMA
– –
-19,817
Closed -$98K
WRI
605
DELISTED
Weingarten Realty Investors
WRI
– –
-90,022
Closed -$2.81M
PRAH
606
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-13,925
Closed -$1.55M
STAY
607
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
– –
-54,748
Closed -$814K
RP
608
DELISTED
RealPage, Inc.
RP
– –
-14,029
Closed -$754K
VAR
609
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-8,522
Closed -$1.21M
CXO
610
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-3,021
Closed -$265K
TIF
611
DELISTED
Tiffany & Co.
TIF
– –
-3,276
Closed -$438K
TCO
612
DELISTED
Taubman Centers Inc.
TCO
– –
-39,639
Closed -$1.23M
DNKN
613
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-3,880
Closed -$293K
TRQ
614
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-4,416
Closed -$33K
MINI
615
DELISTED
Mobile Mini Inc
MINI
– –
-13,296
Closed -$504K
LK
616
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
– –
-9,773
Closed -$385K
ARCH
617
DELISTED
Arch Resources, Inc.
ARCH
– –
-6,132
Closed -$440K
INXN
618
DELISTED
Interxion Holding N.V.
INXN
– –
-19,993
Closed -$1.68M
BOLD
619
DELISTED
Audentes Therapeutics, Inc
BOLD
– –
-3,651
Closed -$218K
TCF
620
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-78,271
Closed -$3.66M
SIVB
621
DELISTED
SVB Financial Group
SIVB
– –
-3,758
Closed -$943K
SBNY
622
DELISTED
Signature Bank
SBNY
– –
-6,601
Closed -$902K
MBT
623
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-16,695
Closed -$169K
BBL
624
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-37,405
Closed -$1.76M
UFS
625
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-13,257
Closed -$507K
22 23 24
25
26

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CCM
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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.