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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
KMX icon
51
CarMax
KMX
$8.15B
$2.08M 0.58%
35,213
+9,221
+35% +$599K
SHPG
52
DELISTED
Shire pic
SHPG
$2.08M 0.58%
11,929
+1,785
+18% +$312K
ELV icon
53
Elevance Health
ELV
$84.4B
$2.05M 0.58%
12,411
+3,715
+43% +$591K
GAP
54
The Gap Inc
GAP
$7.07B
$2.03M 0.57%
83,577
+73,577
+736% +$1.76M
TMUS icon
55
T-Mobile US
TMUS
$207B
$2.03M 0.57%
31,369
+4,671
+17% +$287K
BAX icon
56
Baxter International
BAX
$11.2B
$2.01M 0.56%
38,803
+12,323
+47% +$606K
HIG icon
57
Hartford Financial Services
HIG
$38.6B
$2.01M 0.56%
+41,880
New +$2.03M
SWFT
58
DELISTED
Swift Transportation Company
SWFT
$2.01M 0.56%
97,792
+84,860
+656% +$1.89M
EQT icon
59
EQT Corp
EQT
$33.8B
$2M 0.56%
60,035
+31,332
+109% +$1.05M
MUSA icon
60
Murphy USA
MUSA
$11.4B
$1.98M 0.56%
+27,029
New +$1.78M
PX
61
DELISTED
Praxair Inc
PX
$1.98M 0.56%
16,696
+12,244
+275% +$1.44M
SO icon
62
Southern Company
SO
$108B
$1.95M 0.55%
+39,229
New +$1.94M
MU icon
63
Micron Technology
MU
$1.08T
$1.92M 0.54%
66,531
+9,746
+17% +$238K
STAY
64
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$1.92M 0.54%
120,600
+31,565
+35% +$523K
ATVI
65
DELISTED
Activision Blizzard
ATVI
$1.92M 0.54%
38,411
+30,674
+396% +$1.35M
TWX
66
DELISTED
Time Warner Inc
TWX
$1.91M 0.54%
19,559
+1,402
+8% +$136K
DD icon
67
DuPont de Nemours
DD
$18.9B
$1.91M 0.53%
11,842
-1,400
-11% -$217K
RAI
68
DELISTED
Reynolds American Inc
RAI
$1.9M 0.53%
30,184
+9,895
+49% +$595K
ZTS icon
69
Zoetis
ZTS
$31.1B
$1.9M 0.53%
35,591
+13,892
+64% +$751K
LLY icon
70
Eli Lilly
LLY
$1.04T
$1.89M 0.53%
+22,472
New +$1.8M
CMCSA icon
71
Comcast
CMCSA
$84B
$1.88M 0.53%
50,089
+19,233
+62% +$714K
HAL icon
72
Halliburton
HAL
$27.6B
$1.88M 0.53%
38,265
+30,215
+375% +$1.62M
BBY icon
73
Best Buy
BBY
$18.4B
$1.88M 0.53%
38,196
+32,490
+569% +$1.45M
PF
74
DELISTED
Pinnacle Foods, Inc.
PF
$1.87M 0.53%
+32,377
New +$1.8M
RSPP
75
DELISTED
RSP Permian, Inc.
RSPP
$1.86M 0.52%
44,907
+17,253
+62% +$717K
1 2
3
4 5

Similar funds

TMNFIC
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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
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.