We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
501
SLR Investment Corp
SLRC
$706M
| – | – |
-36,383
| Closed | -$750K |
|
502
ScottsMiracle-Gro
SMG
$4.03B
| – | – |
-14,510
| Closed | -$1.54M |
|
503
Snap
SNAP
$7.32B
| – | – |
-15,765
| Closed | -$257K |
|
504
Synopsys
SNPS
$71.5B
| – | – |
-19,739
| Closed | -$2.75M |
|
505
Spectrum Brands
SPB
$2.04B
| – | – |
-15,801
| Closed | -$1.02M |
|
506
S&P Global
SPGI
$126B
| – | – |
-17,046
| Closed | -$4.65M |
|
507
SiriusPoint
SPNT
$2.98B
| – | – |
-85,000
| Closed | -$894K |
|
508
Sempra
SRE
$60.8B
| – | – |
-13,604
| Closed | -$1.03M |
|
509
Stewart Information Services
STC
$2.05B
| – | – |
-7,177
| Closed | -$293K |
|
510
Steris
STE
$20.9B
| – | – |
-5,713
| Closed | -$871K |
|
511
Steel Dynamics
STLD
$35.6B
| – | – |
-34,743
| Closed | -$1.18M |
|
512
STMicroelectronics
STM
$46B
| – | – |
-16,716
| Closed | -$450K |
|
513
Seagate
STX
$193B
| – | – |
-45,970
| Closed | -$2.73M |
|
514
Constellation Brands
STZ
$22.2B
| – | – |
-13,230
| Closed | -$2.51M |
|
515
Stanley Black & Decker
SWK
$14.2B
| – | – |
-16,310
| Closed | -$2.7M |
|
516
Texas Capital Bancshares
TCBI
$4.31B
| – | – |
-4,735
| Closed | -$269K |
|
517
Bio-Techne
TECH
$11.2B
| – | – |
-6,388
| Closed | -$351K |
|
518
Teck Resources
TECK
$29.5B
| – | – |
-63,627
| Closed | -$1.1M |
|
519
Teradyne
TER
$54.8B
| – | – |
-5,788
| Closed | -$395K |
|
520
Teleflex
TFX
$5.85B
| – | – |
-3,509
| Closed | -$1.32M |
|
521
Tenet Healthcare
THC
$20.1B
| – | – |
-7,501
| Closed | -$285K |
|
522
Timken Company
TKR
$9.82B
| – | – |
-6,423
| Closed | -$362K |
|
523
Taylor Morrison
TMHC
| – | – |
-11,308
| Closed | -$247K |
|
|
TPH
524
DELISTED
Tri Pointe Homes
TPH
| – | – |
-13,716
| Closed | -$214K |
|
525
Targa Resources
TRGP
$60.4B
| – | – |
-21,880
| Closed | -$893K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.