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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 | |
|---|---|---|---|---|---|---|
101
Quest Diagnostics
DGX
$25.1B
| $434K | 0.36% |
5,409
-4,883
| -47% | -$506K |
|
102
Take-Two Interactive
TTWO
$43B
| $432K | 0.35% |
+3,646
| New | +$431K |
|
103
CF Industries
CF
$19.2B
| $431K | 0.35% |
+15,848
| New | +$589K |
|
|
MRTX
104
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $431K | 0.35% |
5,613
-396
| -7% | -$35.5K |
|
|
SAGE
105
DELISTED
Sage Therapeutics
SAGE
| $430K | 0.35% |
14,961
-4,906
| -25% | -$284K |
|
|
CONE
106
DELISTED
CyrusOne Inc Common Stock
CONE
| $430K | 0.35% |
+6,960
| New | +$425K |
|
107
Intuit
INTU
$81.1B
| $428K | 0.35% |
1,859
-1,121
| -38% | -$304K |
|
108
Dentsply Sirona
XRAY
$2.59B
| $428K | 0.35% |
+11,019
| New | +$561K |
|
|
COR
109
DELISTED
Coresite Realty Corporation
COR
| $424K | 0.35% |
3,656
-8,001
| -69% | -$891K |
|
110
Vodafone
VOD
$34.9B
| $423K | 0.35% |
30,707
-47,164
| -61% | -$842K |
|
111
Applied Materials
AMAT
$426B
| $420K | 0.34% |
9,158
-49,809
| -84% | -$2.86M |
|
112
Walmart Inc
WMT
$871B
| $411K | 0.34% |
+10,860
| New | +$418K |
|
113
Lam Research
LRCX
$382B
| $409K | 0.33% |
+17,060
| New | +$491K |
|
114
Kimberly-Clark
KMB
$36.4B
| $406K | 0.33% |
+3,178
| New | +$440K |
|
115
SiriusXM
SIRI
$10B
| $393K | 0.32% |
7,952
-29,847
| -79% | -$1.95M |
|
|
116
Mondelez International
MDLZ
$77.7B
| $392K | 0.32% |
7,831
-97,068
| -93% | -$5.26M |
|
|
FITB
117
Fifth Third Bancorp
FITB
$52B
| $388K | 0.32% |
26,137
-122,657
| -82% | -$3.06M |
|
|
EXAS
118
DELISTED
Exact Sciences
EXAS
| $385K | 0.32% |
+6,643
| New | +$539K |
|
119
Molina Healthcare
MOH
$10.3B
| $384K | 0.31% |
+2,750
| New | +$368K |
|
|
WBA
120
DELISTED
Walgreens Boots Alliance
WBA
| $377K | 0.31% |
+8,239
| New | +$418K |
|
121
Costco
COST
$415B
| $375K | 0.31% |
1,314
-9,493
| -88% | -$2.88M |
|
122
FirstEnergy
FE
$28.9B
| $375K | 0.31% |
9,357
-80,178
| -90% | -$3.73M |
|
123
HCA Healthcare
HCA
$84.8B
| $371K | 0.3% |
4,126
+573
| +16% | +$74.2K |
|
124
nVent Electric
NVT
$24.5B
| $360K | 0.29% |
21,347
-16,610
| -44% | -$387K |
|
125
Northrop Grumman
NOC
$77B
| $358K | 0.29% |
+1,183
| New | +$411K |
|
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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.