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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
KO icon
401
Coca-Cola
KO
$354B
– –
-120,982
Closed -$6.7M
KPTI icon
402
Karyopharm Therapeutics
KPTI
$168M
– –
-2,961
Closed -$851K
KRC icon
403
Kilroy Realty
KRC
$4.58B
– –
-45,089
Closed -$3.78M
KT icon
404
KT
KT
$8.84B
– –
-19,477
Closed -$226K
LEN icon
405
Lennar Class A
LEN
$20.4B
– –
-8,346
Closed -$451K
LII icon
406
Lennox International
LII
$18.8B
– –
-4,163
Closed -$1.02M
LNC icon
407
Lincoln National
LNC
$7.91B
– –
-8,464
Closed -$499K
LULU icon
408
lululemon athletica
LULU
$13B
– –
-3,855
Closed -$893K
LYFT icon
409
Lyft
LYFT
$5.39B
– –
-15,377
Closed -$662K
LYV icon
410
Live Nation Entertainment
LYV
$41.2B
– –
-15,596
Closed -$1.11M
MC icon
411
Moelis & Co
MC
$4.98B
– –
-11,729
Closed -$374K
MCHI icon
412
iShares MSCI China ETF
MCHI
$6.04B
– –
-15,593
Closed -$1.07M
MCY icon
413
Mercury Insurance
MCY
$5.94B
– –
-23,932
Closed -$1.17M
MDU icon
414
MDU Resources
MDU
$4.44B
– –
-334,561
Closed -$3.78M
MED icon
415
Medifast
MED
$108M
– –
-2,571
Closed -$282K
META icon
416
Meta Platforms (Facebook)
META
$1.51T
– –
-18,009
Closed -$3.7M
MHK icon
417
Mohawk Industries
MHK
$6.9B
– –
-4,047
Closed -$552K
MKL icon
418
Markel Group
MKL
$25B
– –
-3,943
Closed -$4.51M
MKSI icon
419
MKS Inc
MKSI
$22.2B
– –
-3,181
Closed -$350K
MMI icon
420
Marcus & Millichap
MMI
$1.15B
– –
-8,161
Closed -$304K
MMM icon
421
3M
MMM
$89B
– –
-2,143
Closed -$316K
MO icon
422
Altria Group
MO
$122B
– –
-34,800
Closed -$1.74M
MOS icon
423
The Mosaic Company
MOS
$7.09B
– –
-30,296
Closed -$656K
MPC icon
424
Marathon Petroleum
MPC
$90.3B
– –
-8,340
Closed -$502K
MSCI icon
425
MSCI
MSCI
$40B
– –
-2,208
Closed -$570K
15 16
17
18 19

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
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SH
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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.