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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 | |
|---|---|---|---|---|---|---|
276
Bread Financial
BFH
$4.21B
| – | – |
-10,198
| Closed | -$913K |
|
277
Bausch Health
BHC
$1.65B
| – | – |
-15,331
| Closed | -$459K |
|
278
BJ's Restaurants
BJRI
$1.41B
| – | – |
-22,465
| Closed | -$853K |
|
279
Booking.com
BKNG
$138B
| – | – |
-10,775
| Closed | -$885K |
|
280
Baker Hughes
BKR
$56.8B
| – | – |
-15,443
| Closed | -$396K |
|
281
Bankunited
BKU
$3.38B
| – | – |
-23,995
| Closed | -$877K |
|
|
BLUE
282
DELISTED
bluebird bio
BLUE
| – | – |
-232
| Closed | -$263K |
|
283
Boot Barn
BOOT
$4.55B
| – | – |
-30,527
| Closed | -$1.36M |
|
284
Popular Inc
BPOP
$11B
| – | – |
-5,365
| Closed | -$315K |
|
285
BellRing Brands
BRBR
$1.51B
| – | – |
-14,987
| Closed | -$319K |
|
286
Brown & Brown
BRO
$22.9B
| – | – |
-27,612
| Closed | -$1.09M |
|
287
Boyd Gaming
BYD
$6.47B
| – | – |
-22,511
| Closed | -$674K |
|
|
CADE
288
DELISTED
Cadence Bank
CADE
| – | – |
-18,462
| Closed | -$580K |
|
289
Caterpillar
CAT
$409B
| – | – |
-10,438
| Closed | -$1.54M |
|
290
Coca-Cola Europacific Partners
CCEP
$46.5B
| – | – |
-27,116
| Closed | -$1.38M |
|
291
Cadence Design Systems
CDNS
$90B
| – | – |
-50,180
| Closed | -$3.48M |
|
292
Citizens Financial Group
CFG
$30.4B
| – | – |
-94,541
| Closed | -$3.84M |
|
293
Cognex
CGNX
$10.3B
| – | – |
-5,400
| Closed | -$303K |
|
294
Ciena
CIEN
$55.3B
| – | – |
-9,000
| Closed | -$384K |
|
295
Colgate-Palmolive
CL
$72.6B
| – | – |
-4,083
| Closed | -$281K |
|
296
Cleveland-Cliffs
CLF
$6.81B
| – | – |
-110,646
| Closed | -$929K |
|
297
Commercial Metals
CMC
$7.63B
| – | – |
-10,948
| Closed | -$244K |
|
298
Comcast
CMCSA
$79.1B
| – | – |
-7,381
| Closed | -$332K |
|
299
CME Group
CME
$92.2B
| – | – |
-1,236
| Closed | -$248K |
|
300
Chipotle Mexican Grill
CMG
$40.8B
| – | – |
-116,600
| Closed | -$1.95M |
|
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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.