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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
EFSC icon
326
Enterprise Financial Services Corp
EFSC
$2.41B
$201K 0.06%
+4,737
New +$201K
MOMO
327
Hello Group
MOMO
$869M
$201K 0.06%
+5,894
New +$157K
AVXS
328
DELISTED
AveXis, Inc. Common Stock
AVXS
$201K 0.06%
+2,646
New +$164K
LADR
329
Ladder Capital
LADR
$1.25B
$199K 0.06%
13,767
-7,284
-35% -$103K
WPX
330
DELISTED
WPX Energy, Inc.
WPX
$199K 0.06%
+14,899
New +$199K
FINL
331
DELISTED
Finish Line
FINL
$198K 0.06%
+13,907
New +$233K
KCG
332
DELISTED
KCG Holdings, Inc.
KCG
$188K 0.05%
10,522
-9,358
-47% -$139K
GPOR
333
DELISTED
Gulfport Energy Corp.
GPOR
$182K 0.05%
+10,551
New +$202K
TPH
334
DELISTED
Tri Pointe Homes
TPH
$178K 0.05%
+14,347
New +$176K
NVDQ
335
DELISTED
Novadaq Technologies Inc.
NVDQ
$169K 0.05%
+21,724
New +$154K
INN
336
Summit Hotel Properties
INN
$761M
$164K 0.05%
+10,250
New +$161K
OXFD
337
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
$156K 0.04%
+10,097
New +$144K
FBP icon
338
First Bancorp
FBP
$4.4B
$154K 0.04%
+27,365
New +$174K
KDNY
339
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$145K 0.04%
+2,723
New +$154K
GNMK
340
DELISTED
GenMark Diagnostics, Inc
GNMK
$142K 0.04%
+11,100
New +$134K
IMMU
341
DELISTED
Immunomedics Inc
IMMU
$137K 0.04%
+21,174
New +$107K
VIAV icon
342
Viavi Solutions
VIAV
$9.75B
$132K 0.04%
+12,276
New +$119K
BCRX icon
343
BioCryst Pharmaceuticals
BCRX
$2.37B
$115K 0.03%
13,631
-141
-1% -$981
VG
344
DELISTED
Vonage Holdings Corporation
VG
$105K 0.03%
+16,535
New +$110K
ARRY
345
DELISTED
Array Biopharma Inc
ARRY
$102K 0.03%
11,465
-655
-5% -$6.97K
FOLD
346
DELISTED
Amicus Therapeutics
FOLD
$96K 0.03%
+13,456
New +$85.1K
KOS icon
347
Kosmos Energy
KOS
$1.56B
$75K 0.02%
+11,226
New +$70.6K
DVAX
348
DELISTED
Dynavax Technologies
DVAX
$66K 0.02%
+11,112
New +$53.4K
NNVC icon
349
NanoViricides
NNVC
$34M
$11K ﹤0.01%
500
– –
AIZ icon
350
Assurant
AIZ
$13.7B
– –
-6,045
Closed -$560K
12 13
14
15 16

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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.