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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 | |
|---|---|---|---|---|---|---|
301
Compass Minerals
CMP
$1.24B
| – | – |
-10,118
| Closed | -$617K |
|
302
CMS Energy
CMS
$23.1B
| – | – |
-66,801
| Closed | -$4.2M |
|
303
Center Bancorp
CNOB
$1.63B
| – | – |
-14,898
| Closed | -$383K |
|
304
CenterPoint Energy
CNP
$29.1B
| – | – |
-18,917
| Closed | -$516K |
|
305
Americold
COLD
$4.09B
| – | – |
-37,298
| Closed | -$1.31M |
|
306
ConocoPhillips
COP
$147B
| – | – |
-35,818
| Closed | -$2.33M |
|
307
Canadian Pacific Kansas City
CP
$82B
| – | – |
-10,925
| Closed | -$557K |
|
308
Copa Holdings
CPA
$5.56B
| – | – |
-2,432
| Closed | -$263K |
|
309
Copart
CPRT
$25.9B
| – | – |
-9,048
| Closed | -$206K |
|
310
Camden Property Trust
CPT
$11.3B
| – | – |
-46,629
| Closed | -$4.95M |
|
311
America's Car Mart
CRMT
$25.3M
| – | – |
-2,399
| Closed | -$263K |
|
312
Cerence
CRNC
$382M
| – | – |
-10,093
| Closed | -$228K |
|
313
CrowdStrike
CRWD
$187B
| – | – |
-44,204
| Closed | -$551K |
|
|
CTRA
314
DELISTED
Coterra Energy
CTRA
| – | – |
-10,732
| Closed | -$187K |
|
|
CUK
315
DELISTED
Carnival PLC
CUK
| – | – |
-9,148
| Closed | -$441K |
|
316
Cousins Properties
CUZ
$5.29B
| – | – |
-9,015
| Closed | -$371K |
|
|
CVGW
317
DELISTED
Calavo Growers
CVGW
| – | – |
-4,014
| Closed | -$364K |
|
318
CVS Health
CVS
$137B
| – | – |
-23,580
| Closed | -$1.75M |
|
319
Cushman & Wakefield Ltd
CWK
$2.98B
| – | – |
-54,511
| Closed | -$1.11M |
|
320
CoreCivic
CXW
$3.1B
| – | – |
-28,604
| Closed | -$497K |
|
321
Dominion Energy
D
$62.5B
| – | – |
-47,540
| Closed | -$3.94M |
|
322
Deckers Outdoor
DECK
$13.3B
| – | – |
-47,640
| Closed | -$1.34M |
|
323
Walt Disney
DIS
$165B
| – | – |
-23,697
| Closed | -$3.43M |
|
324
Dollar Tree
DLTR
$23.1B
| – | – |
-14,292
| Closed | -$1.34M |
|
325
Healthpeak Properties
DOC
$15.4B
| – | – |
-123,106
| Closed | -$4.24M |
|
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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.