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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
LULU icon
401
lululemon athletica
LULU
$12.6B
– –
-16,593
Closed -$1.07M
LUV icon
402
Southwest Airlines
LUV
$21.9B
– –
-27,363
Closed -$1.37M
LYB icon
403
LyondellBasell Industries
LYB
$19.9B
– –
-13,420
Closed -$1.15M
MAC icon
404
Macerich
MAC
$7.17B
– –
-9,243
Closed -$642K
MAR icon
405
Marriott International
MAR
$96.1B
– –
-13,054
Closed -$1.09M
MELI icon
406
Mercado Libre
MELI
$91.2B
– –
-1,265
Closed -$200K
META icon
407
Meta Platforms (Facebook)
META
$1.54T
– –
-1,962
Closed -$227K
MO icon
408
Altria Group
MO
$120B
– –
-4,442
Closed -$301K
MTB icon
409
M&T Bank
MTB
$35.6B
– –
-3,348
Closed -$521K
MTG icon
410
MGIC Investment
MTG
$6.12B
– –
-83,256
Closed -$857K
NLY icon
411
Annaly Capital Management
NLY
$16.7B
– –
-2,680
Closed -$107K
NTRS icon
412
Northern Trust
NTRS
$21.9B
– –
-9,549
Closed -$846K
OXY icon
413
Occidental Petroleum
OXY
$57.3B
– –
-13,765
Closed -$986K
PRGO icon
414
Perrigo
PRGO
$1.4B
– –
-13,930
Closed -$1.15M
QCOM icon
415
Qualcomm
QCOM
$180B
– –
-29,314
Closed -$1.94M
RBA icon
416
RB Global
RBA
$20.3B
– –
-23,558
Closed -$800K
RDN icon
417
Radian Group
RDN
$5.07B
– –
-62,787
Closed -$1.13M
REXR icon
418
Rexford Industrial Realty
REXR
$8.12B
– –
-23,015
Closed -$531K
RF icon
419
Regions Financial
RF
$26.2B
– –
-33,037
Closed -$468K
ROP icon
420
Roper Technologies
ROP
$35.8B
– –
-1,687
Closed -$309K
RVTY icon
421
Revvity
RVTY
$12.6B
– –
-20,345
Closed -$1.06M
SAGE
422
DELISTED
Sage Therapeutics
SAGE
– –
-4,457
Closed -$223K
SEE
423
DELISTED
Sealed Air
SEE
– –
-22,469
Closed -$1.02M
SND icon
424
Smart Sand
SND
$207M
– –
-12,635
Closed -$206K
SPXC icon
425
SPX Corp
SPXC
$11B
– –
-15,885
Closed -$378K
15 16
17
18 19

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TMNFIC
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CCM
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GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
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.