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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 | |
|---|---|---|---|---|---|---|
326
Domino's
DPZ
$11B
| – | – |
-1,488
| Closed | -$437K |
|
327
DTE Energy
DTE
$31.1B
| – | – |
-37,950
| Closed | -$4.2M |
|
328
Devon Energy
DVN
$51.9B
| – | – |
-48,988
| Closed | -$1.27M |
|
329
DXC Technology
DXC
$1.63B
| – | – |
-24,614
| Closed | -$925K |
|
330
Brinker International
EAT
$8.02B
| – | – |
-19,432
| Closed | -$816K |
|
331
New Oriental
EDU
$7.84B
| – | – |
-21,414
| Closed | -$553K |
|
|
EFC
332
Ellington Financial
EFC
$1.68B
| – | – |
-24,447
| Closed | -$448K |
|
333
Estee Lauder
EL
$29B
| – | – |
-2,266
| Closed | -$468K |
|
334
Equity Lifestyle Properties
ELS
$12.8B
| – | – |
-41,826
| Closed | -$2.94M |
|
335
Elevance Health
ELV
$81.9B
| – | – |
-5,781
| Closed | -$1.75M |
|
336
Emerson Electric
EMR
$82.9B
| – | – |
-53,855
| Closed | -$4.11M |
|
337
Enovis
ENOV
$1.56B
| – | – |
-6,221
| Closed | -$390K |
|
338
EOG Resources
EOG
$78B
| – | – |
-17,756
| Closed | -$1.49M |
|
339
Element Solutions
ESI
$9.12B
| – | – |
-14,178
| Closed | -$166K |
|
340
Evercore
EVR
$13.1B
| – | – |
-11,123
| Closed | -$832K |
|
341
East-West Bancorp
EWBC
$17.9B
| – | – |
-65,164
| Closed | -$3.17M |
|
342
iShares MSCI Taiwan ETF
EWT
$10B
| – | – |
-8,396
| Closed | -$345K |
|
343
Exelon
EXC
$48.6B
| – | – |
-57,789
| Closed | -$1.88M |
|
344
Eagle Materials
EXP
$6.6B
| – | – |
-8,533
| Closed | -$774K |
|
345
Expedia Group
EXPE
$31.2B
| – | – |
-4,929
| Closed | -$533K |
|
346
Ezcorp Inc
EZPW
$1.82B
| – | – |
-18,387
| Closed | -$125K |
|
347
First Bancorp
FBP
$4.4B
| – | – |
-51,613
| Closed | -$547K |
|
348
Four Corners Property Trust
FCPT
$2.86B
| – | – |
-53,780
| Closed | -$1.52M |
|
349
Freeport-McMoran
FCX
$90B
| – | – |
-30,000
| Closed | -$394K |
|
|
FINV
350
FinVolution Group
FINV
$1.12B
| – | – |
-21,037
| Closed | -$56K |
|
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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.