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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 | |
|---|---|---|---|---|---|---|
201
Exelixis
EXEL
$13.9B
| $214K | 0.18% |
+12,453
| New | +$228K |
|
202
10x Genomics
TXG
$5.87B
| $209K | 0.17% |
+3,355
| New | +$262K |
|
203
LPL Financial
LPLA
$26.3B
| $208K | 0.17% |
+3,814
| New | +$307K |
|
204
Nutrien
NTR
$32.7B
| $207K | 0.17% |
+6,093
| New | +$244K |
|
205
FedEx
FDX
$74.5B
| $203K | 0.17% |
1,670
+155
| +10% | +$21.8K |
|
|
ESGR
206
DELISTED
Enstar Group
ESGR
| $201K | 0.16% |
1,262
-13,422
| -91% | -$2.46M |
|
207
Rocket Pharmaceuticals
RCKT
$348M
| $201K | 0.16% |
14,376
-16,593
| -54% | -$329K |
|
208
McDonald's
MCD
$188B
| $200K | 0.16% |
+1,212
| New | +$239K |
|
209
Alkermes
ALKS
$8.82B
| $181K | 0.15% |
+12,528
| New | +$224K |
|
|
SWCH
210
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $174K | 0.14% |
+12,038
| New | +$183K |
|
211
Olin
OLN
$2.64B
| $170K | 0.14% |
+14,527
| New | +$220K |
|
|
STL
212
DELISTED
Sterling Bancorp
STL
| $166K | 0.14% |
15,916
-83,869
| -84% | -$1.45M |
|
213
Aurinia Pharmaceuticals
AUPH
$1.97B
| $163K | 0.13% |
11,222
-7,042
| -39% | -$124K |
|
214
Ericsson
ERIC
$30.7B
| $158K | 0.13% |
+19,512
| New | +$160K |
|
215
Hilltop Holdings
HTH
$2.29B
| $156K | 0.13% |
+10,308
| New | +$218K |
|
|
BWIN
216
Baldwin Insurance Group
BWIN
$2.58B
| $143K | 0.12% |
13,537
-4,129
| -23% | -$62.8K |
|
217
Heron Therapeutics
HRTX
$86.3M
| $139K | 0.11% |
+11,866
| New | +$223K |
|
218
Brookdale Senior Living
BKD
$3.62B
| $138K | 0.11% |
+44,312
| New | +$258K |
|
219
TIM SA
TIMB
$10.2B
| $135K | 0.11% |
11,119
-14,675
| -57% | -$261K |
|
220
Constellium
CSTM
$3.96B
| $132K | 0.11% |
25,346
+1,161
| +5% | +$12.5K |
|
221
Hewlett Packard
HPE
$63.2B
| $130K | 0.11% |
+13,427
| New | +$176K |
|
222
MGIC Investment
MTG
$6.27B
| $129K | 0.11% |
20,298
-36,086
| -64% | -$436K |
|
223
Akebia Therapeutics
AKBA
$327M
| $117K | 0.1% |
+15,384
| New | +$120K |
|
224
Minerva Neurosciences
NERV
$188M
| $116K | 0.09% |
2,404
-870
| -27% | -$52.5K |
|
|
PE
225
DELISTED
PARSLEY ENERGY INC
PE
| $107K | 0.09% |
+18,648
| New | +$252K |
|
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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.