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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 | |
|---|---|---|---|---|---|---|
476
Regency Centers
REG
$15B
| – | – |
-24,212
| Closed | -$1.53M |
|
477
Repligen
RGEN
$7.44B
| – | – |
-6,825
| Closed | -$631K |
|
478
RH
RH
$3.3B
| – | – |
-5,273
| Closed | -$1.13M |
|
479
Ryman Hospitality Properties
RHP
$8.4B
| – | – |
-16,388
| Closed | -$1.42M |
|
480
Raymond James Financial
RJF
$32.5B
| – | – |
-4,854
| Closed | -$289K |
|
481
Ralph Lauren
RL
$22.2B
| – | – |
-9,378
| Closed | -$1.1M |
|
482
RLJ Lodging Trust
RLJ
$1.87B
| – | – |
-19,200
| Closed | -$340K |
|
483
RE/MAX Holdings
RMAX
$200M
| – | – |
-24,235
| Closed | -$933K |
|
484
The RMR Group
RMR
$342M
| – | – |
-24,451
| Closed | -$1.12M |
|
485
Roper Technologies
ROP
$36.3B
| – | – |
-1,189
| Closed | -$421K |
|
486
Ross Stores
ROST
$76.6B
| – | – |
-20,703
| Closed | -$2.41M |
|
487
Repay Holdings
RPAY
$315M
| – | – |
-30,744
| Closed | -$450K |
|
488
Red Rock Resorts
RRR
$3.74B
| – | – |
-20,699
| Closed | -$496K |
|
489
Ryanair
RYAAY
$29.5B
| – | – |
-7,468
| Closed | -$262K |
|
|
SAFE
490
Safehold
SAFE
$1.19B
| – | – |
-16,112
| Closed | -$1.14M |
|
491
SBA Communications
SBAC
$18.4B
| – | – |
-1,550
| Closed | -$374K |
|
492
Starbucks
SBUX
$118B
| – | – |
-34,084
| Closed | -$3M |
|
|
SCHW
493
Charles Schwab
SCHW
$177B
| – | – |
-7,807
| Closed | -$371K |
|
|
SFBS
494
ServisFirst Bancshares
SFBS
$4.79B
| – | – |
-11,970
| Closed | -$451K |
|
495
Sprouts Farmers Market
SFM
$7.04B
| – | – |
-27,337
| Closed | -$529K |
|
496
Sunstone Hotel Investors
SHO
$2.19B
| – | – |
-86,869
| Closed | -$1.21M |
|
497
Selective Insurance
SIGI
$5.74B
| – | – |
-11,720
| Closed | -$764K |
|
498
SITE Centers
SITC
$230M
| – | – |
-165,570
| Closed | -$1.81M |
|
499
SLB Ltd
SLB
$77.8B
| – | – |
-89,861
| Closed | -$3.61M |
|
500
SLM Corp
SLM
$4.57B
| – | – |
-42,142
| Closed | -$375K |
|
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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.