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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
SFLY
76
DELISTED
Shutterfly, Inc.
SFLY
$1.85M 0.52%
38,380
+16,752
+77% +$805K
SYT
77
DELISTED
Syngenta Ag
SYT
$1.85M 0.52%
+20,916
New +$1.79M
EBAY icon
78
eBay
EBAY
$49.3B
$1.84M 0.52%
54,860
+17,337
+46% +$564K
GT icon
79
Goodyear
GT
$2.14B
$1.83M 0.51%
50,909
+16,666
+49% +$566K
MBLY
80
DELISTED
Mobileye N.V.
MBLY
$1.82M 0.51%
+29,691
New +$1.43M
QEP
81
DELISTED
QEP RESOURCES, INC.
QEP
$1.82M 0.51%
142,247
+83,609
+143% +$1.32M
TFCFA
82
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$1.81M 0.51%
+55,925
New +$1.71M
WOOF
83
DELISTED
VCA Inc.
WOOF
$1.79M 0.5%
+19,584
New +$1.76M
SGI
84
Somnigroup International
SGI
$14.8B
$1.79M 0.5%
+154,352
New +$1.98M
LW icon
85
Lamb Weston
LW
$6.63B
$1.78M 0.5%
+42,412
New +$1.67M
SLB icon
86
SLB Ltd
SLB
$71.3B
$1.77M 0.5%
22,694
+14,419
+174% +$1.18M
NXPI icon
87
NXP Semiconductors
NXPI
$70.4B
$1.76M 0.5%
17,057
+6,029
+55% +$610K
ABT icon
88
Abbott
ABT
$175B
$1.76M 0.49%
39,728
-13,849
-26% -$599K
GILD icon
89
Gilead Sciences
GILD
$162B
$1.76M 0.49%
25,963
+10,026
+63% +$705K
LSXMA
90
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$1.76M 0.49%
62,571
+16,452
+36% +$445K
BMY icon
91
Bristol-Myers Squibb
BMY
$124B
$1.75M 0.49%
32,128
+26,260
+448% +$1.44M
PVH icon
92
PVH
PVH
$3.69B
$1.74M 0.49%
+16,849
New +$1.56M
PVG
93
DELISTED
PRETIUM RESOURCES INC.
PVG
$1.74M 0.49%
+162,680
New +$1.72M
AR icon
94
Antero Resources
AR
$10.9B
$1.74M 0.49%
76,094
+46,948
+161% +$1.15M
GM icon
95
General Motors
GM
$74.1B
$1.72M 0.48%
48,719
-11,130
-19% -$407K
AGO icon
96
Assured Guaranty
AGO
$3.74B
$1.72M 0.48%
46,354
+16,757
+57% +$665K
HAPN
97
Happen Inc
HAPN
$2.17B
$1.7M 0.48%
+61,798
New +$1.76M
GFI icon
98
Gold Fields
GFI
$30.1B
$1.69M 0.48%
+479,575
New +$1.62M
LNG icon
99
Cheniere Energy
LNG
$56B
$1.68M 0.47%
35,427
+12,469
+54% +$575K
PCAR icon
100
PACCAR
PCAR
$69B
$1.67M 0.47%
+37,499
New +$1.69M
2 3
4
5 6

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