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
+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
(+45%)
Cap. Flow
+$103M
Cap. Flow
% of AUM
28.82%
Top 10 Holdings %
Top 10 Hldgs %
9.68%
Holding
475
New
186
Increased
103
Reduced
59
Closed
126
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AutoZone
AZO
|
+$3.46M |
| 2 |
Coca-Cola
KO
|
+$3.45M |
| 3 |
Philip Morris
PM
|
+$3.17M |
| 4 |
Deere & Co
DE
|
+$3.02M |
| 5 |
Alaska Air
ALK
|
+$2.75M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Johnson Controls International
JCI
|
+$2.34M |
| 2 |
Target
TGT
|
+$2.16M |
| 3 |
Qualcomm
QCOM
|
+$1.94M |
| 4 |
MJN
Mead Johnson Nutrition Company
MJN
|
+$1.74M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
301
Morgan Stanley
MS
$338B
| $232K | 0.07% |
5,411
-6,167
| -53% | -$274K |
|
|
ESGR
302
DELISTED
Enstar Group
ESGR
| $231K | 0.06% |
+1,210
| New | +$234K |
|
303
Diamondback Energy
FANG
$58B
| $231K | 0.06% |
+2,223
| New | +$229K |
|
304
Honda
HMC
$36.3B
| $231K | 0.06% |
+7,647
| New | +$236K |
|
|
CHMI
305
Cherry Hill Mortgage Investment Corp
CHMI
$83.4M
| $229K | 0.06% |
+13,417
| New | +$244K |
|
|
ORIT
306
DELISTED
Oritani Financial Corp. New
ORIT
| $229K | 0.06% |
+13,476
| New | +$232K |
|
307
Sensata Technologies
ST
$6.61B
| $227K | 0.06% |
+5,204
| New | +$218K |
|
308
Intuit
INTU
$76.8B
| $224K | 0.06% |
+1,935
| New | +$232K |
|
309
McCormick & Company Non-Voting
MKC
$13.4B
| $223K | 0.06% |
+4,554
| New | +$221K |
|
310
SK Telecom
SKM
$13.5B
| $223K | 0.06% |
+5,376
| New | +$201K |
|
|
AET
311
DELISTED
Aetna Inc
AET
| $222K | 0.06% |
1,744
-7,301
| -81% | -$917K |
|
312
Liberty Global Class C
LBTYK
$3.39B
| $221K | 0.06% |
+6,316
| New | +$218K |
|
|
NUVA
313
DELISTED
NuVasive, Inc.
NUVA
| $221K | 0.06% |
2,963
-919
| -24% | -$66.7K |
|
|
BCR
314
DELISTED
CR Bard Inc.
BCR
| $219K | 0.06% |
+881
| New | +$212K |
|
315
Duke Energy
DUK
$101B
| $218K | 0.06% |
+2,656
| New | +$211K |
|
316
Texas Instruments
TXN
$255B
| $214K | 0.06% |
+2,655
| New | +$206K |
|
317
Corning
GLW
$135B
| $210K | 0.06% |
+7,792
| New | +$207K |
|
318
Acadia Pharmaceuticals
ACAD
$4.26B
| $209K | 0.06% |
+6,069
| New | +$214K |
|
|
TSE
319
DELISTED
Trinseo
TSE
| $208K | 0.06% |
+3,099
| New | +$208K |
|
320
O'Reilly Automotive
ORLY
$70.9B
| $207K | 0.06% |
+11,745
| New | +$212K |
|
321
Wells Fargo
WFC
$261B
| $207K | 0.06% |
3,726
-13,593
| -78% | -$771K |
|
322
SLM Corp
SLM
$4.68B
| $206K | 0.06% |
17,048
-20,326
| -54% | -$241K |
|
323
Cadence Design Systems
CDNS
$91.9B
| $205K | 0.06% |
+6,541
| New | +$191K |
|
324
Owens Corning
OC
$11B
| $203K | 0.06% |
+3,303
| New | +$189K |
|
325
Air Products & Chemicals
APD
$65.7B
| $201K | 0.06% |
+1,485
| New | +$209K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.