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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
NVRO
451
DELISTED
NEVRO CORP.
NVRO
– –
-2,772
Closed -$202K
TWNK
452
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
– –
-37,695
Closed -$487K
PDCE
453
DELISTED
PDC Energy, Inc.
PDCE
– –
-7,679
Closed -$566K
INFO
454
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-11,522
Closed -$405K
XOG
455
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
– –
-15,346
Closed -$306K
CLGX
456
DELISTED
Corelogic, Inc.
CLGX
– –
-8,254
Closed -$305K
ANH
457
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-40,269
Closed -$209K
NBL
458
DELISTED
Noble Energy, Inc.
NBL
– –
-27,004
Closed -$1.03M
BKS
459
DELISTED
Barnes & Noble
BKS
– –
-10,108
Closed -$115K
POT
460
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-59,961
Closed -$1.09M
AF
461
DELISTED
Astoria Financial Corporation
AF
– –
-59,013
Closed -$1.1M
PNRA
462
DELISTED
Panera Bread Co
PNRA
– –
-6,087
Closed -$1.26M
BHI
463
DELISTED
Baker Hughes
BHI
– –
-5,149
Closed -$333K
PVTB
464
DELISTED
PrivateBancorp Inc
PVTB
– –
-7,832
Closed -$422K
MJN
465
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-24,531
Closed -$1.74M
NMBL
466
DELISTED
Nimble Storage, Inc.
NMBL
– –
-17,794
Closed -$140K
LLTC
467
DELISTED
Linear Technology Corp
LLTC
– –
-15,976
Closed -$1M
HAR
468
DELISTED
Harman International Industries
HAR
– –
-12,582
Closed -$1.4M
SE
469
DELISTED
Spectra Energy Corp Wi
SE
– –
-24,982
Closed -$1.03M
ARIA
470
DELISTED
Ariad Pharmaceuticals Inc
ARIA
– –
-11,192
Closed -$139K
XL
471
DELISTED
XL Group Ltd.
XL
– –
-11,543
Closed -$430K
SIVB
472
DELISTED
SVB Financial Group
SIVB
– –
-1,542
Closed -$263K
CELG
473
DELISTED
Celgene Corp
CELG
– –
-3,828
Closed -$448K
QGENF
474
DELISTED
QIAGEN NV
QGENF
– –
-23,769
Closed -$666K
TCF
475
DELISTED
TCF Financial Corporation
TCF
– –
-10,330
Closed -$202K
15 16 17 18
19

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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.