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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
+5.41%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$356M
AUM Growth
+$111M
Cap. Flow
+$103M
Cap. Flow %
28.82%
Top 10 Hldgs %
9.68%
Holding
475
New
186
Increased
103
Reduced
59
Closed
126

Top Buys

Rank Stock Value
1
AZO icon
AutoZone
AZO
+$3.46M
2
KO icon
Coca-Cola
KO
+$3.45M
3
PM icon
Philip Morris
PM
+$3.17M
4
DE icon
Deere & Co
DE
+$3.02M
5
ALK icon
Alaska Air
ALK
+$2.75M

Top Sells

Rank Stock Value
1
JCI icon
Johnson Controls International
JCI
+$2.34M
2
TGT icon
Target
TGT
+$2.16M
3
QCOM icon
Qualcomm
QCOM
+$1.94M
4
MJN
Mead Johnson Nutrition Company
MJN
+$1.74M
5
DAL icon
Delta Air Lines
DAL
+$1.69M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 18.26%
2 Industrials 14.4%
3 Financials 13.61%
4 Real Estate 10.83%
5 Healthcare 10.18%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TACO
251
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$317K 0.09%
+23,943
New +$320K
DVN icon
252
Devon Energy
DVN
$52.5B
$315K 0.09%
7,543
-1,508
-17% -$66.3K
CHL
253
DELISTED
China Mobile Limited
CHL
$313K 0.09%
5,674
-885
-13% -$49.4K
SLG icon
254
SL Green Realty
SLG
$3.79B
$312K 0.09%
3,023
+87
+3% +$9.18K
BSMX
255
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$312K 0.09%
+34,595
New +$263K
LEXEA
256
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$310K 0.09%
+6,802
New +$299K
ULTA icon
257
Ulta Beauty
ULTA
$20.7B
$308K 0.09%
+1,080
New +$296K
MDT icon
258
Medtronic
MDT
$105B
$307K 0.09%
3,800
+471
+14% +$36.8K
CL icon
259
Colgate-Palmolive
CL
$71.8B
$306K 0.09%
+4,184
New +$293K
ISBC
260
DELISTED
Investors Bancorp, Inc.
ISBC
$302K 0.08%
+21,029
New +$301K
XYZ
261
Block Inc
XYZ
$45.8B
$301K 0.08%
+17,427
New +$273K
INGR icon
262
Ingredion
INGR
$6.38B
$298K 0.08%
+2,475
New +$303K
CNOB icon
263
Center Bancorp
CNOB
$1.6B
$295K 0.08%
12,175
-2,798
-19% -$69.1K
CBOE icon
264
Cboe Global Markets
CBOE
$30.1B
$292K 0.08%
3,605
-3,092
-46% -$242K
SNPS icon
265
Synopsys
SNPS
$71.6B
$292K 0.08%
+4,043
New +$271K
TRU icon
266
TransUnion
TRU
$14.2B
$292K 0.08%
+7,605
New +$267K
ZTO icon
267
ZTO Express
ZTO
$18.3B
$291K 0.08%
22,240
+5,021
+29% +$65K
VSAT icon
268
Viasat
VSAT
$10.2B
$290K 0.08%
+4,545
New +$298K
AMTD
269
DELISTED
TD Ameritrade Holding Corp
AMTD
$290K 0.08%
7,476
-3,293
-31% -$140K
PE
270
DELISTED
PARSLEY ENERGY INC
PE
$284K 0.08%
+8,724
New +$289K
DTE icon
271
DTE Energy
DTE
$30.8B
$283K 0.08%
+3,255
New +$276K
COR
272
DELISTED
Coresite Realty Corporation
COR
$283K 0.08%
+3,144
New +$273K
VSM
273
DELISTED
Versum Materials, Inc.
VSM
$283K 0.08%
+9,239
New +$270K
CLR
274
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$282K 0.08%
+6,203
New +$292K
GIS icon
275
General Mills
GIS
$19.1B
$273K 0.08%
+4,626
New +$283K
9 10
11
12 13

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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Quantitative Systematic Strategies's Q1 2017 Portfolio in Review

As of Q1 2017, Quantitative Systematic Strategies held 475 positions worth $356M, up 45% from $246M the previous quarter. Its ten largest holdings account for 9.7% of the portfolio.

Quantitative Systematic Strategies deployed $103M of net new capital in Q1 2017, opening 186 new positions and adding to 103 existing holdings. Its largest new stake was Philip Morris: 30,740 shares worth $3.47M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 18% of assets, up from 15% a quarter earlier, followed by Industrials and Financials.

On the sell side, the largest reduction was Ametek, an estimated $1.67M trimmed.

  • Quantitative Systematic Strategies's largest Q1 2017 buy was Philip Morris: 30,740 shares worth $3.47M.
  • Quantitative Systematic Strategies added most to AutoZone in Q1 2017, an estimated $3.46M increase.
  • Quantitative Systematic Strategies's biggest Q1 2017 reduction was Ametek, cutting an estimated $1.67M.
  • Quantitative Systematic Strategies fully exited Johnson Controls International in Q1 2017, selling an estimated $2.34M.
  • Quantitative Systematic Strategies's ten largest holdings make up 9.7% of its $356M portfolio in Q1 2017.
  • Quantitative Systematic Strategies opened 186 new positions and closed 126 in Q1 2017.
  • Quantitative Systematic Strategies's portfolio value rose 45% quarter-over-quarter to $356M.

Based on Quantitative Systematic Strategies's 13F filing for Q1 2017, filed 19 Apr 2017.