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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
FITB
101
Fifth Third Bancorp
FITB
$52.3B
$1.64M 0.46%
+64,581
New +$1.72M
EL icon
102
Estee Lauder
EL
$29.9B
$1.61M 0.45%
+19,029
New +$1.57M
RDS.A
103
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$1.55M 0.43%
29,348
+20,046
+216% +$1.07M
PSA icon
104
Public Storage
PSA
$54.7B
$1.48M 0.41%
+6,741
New +$1.49M
CSCO icon
105
Cisco
CSCO
$442B
$1.43M 0.4%
42,176
+20,026
+90% +$649K
UDR icon
106
UDR
UDR
$12.8B
$1.41M 0.4%
38,983
+9,019
+30% +$322K
RPAI
107
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$1.4M 0.39%
97,212
-43,323
-31% -$647K
REG icon
108
Regency Centers
REG
$15.1B
$1.39M 0.39%
20,993
+6,154
+41% +$422K
CRM icon
109
Salesforce
CRM
$133B
$1.38M 0.39%
+16,778
New +$1.34M
ISRG icon
110
Intuitive Surgical
ISRG
$121B
$1.38M 0.39%
+16,254
New +$1.28M
MMM icon
111
3M
MMM
$89.1B
$1.38M 0.39%
+8,651
New +$1.33M
TJX icon
112
TJX Companies
TJX
$172B
$1.33M 0.37%
33,666
+24,210
+256% +$933K
FDC
113
DELISTED
First Data Corporation
FDC
$1.28M 0.36%
+83,316
New +$1.31M
DOC
114
DELISTED
PHYSICIANS REALTY TRUST
DOC
$1.27M 0.36%
+63,943
New +$1.22M
T icon
115
AT&T
T
$160B
$1.27M 0.36%
+40,378
New +$1.27M
LVLT
116
DELISTED
Level 3 Communications Inc
LVLT
$1.22M 0.34%
+21,260
New +$1.23M
ROK icon
117
Rockwell Automation
ROK
$51B
$1.22M 0.34%
7,810
-1,276
-14% -$191K
CMI icon
118
Cummins
CMI
$91.2B
$1.21M 0.34%
7,992
+5
+0.1% +$740
VLY icon
119
Valley National Bancorp
VLY
$8.05B
$1.21M 0.34%
102,354
+91,886
+878% +$1.1M
LSTR icon
120
Landstar System
LSTR
$7.13B
$1.2M 0.34%
+14,055
New +$1.2M
V icon
121
Visa
V
$672B
$1.19M 0.34%
+13,431
New +$1.16M
CVX icon
122
Chevron
CVX
$384B
$1.18M 0.33%
+11,007
New +$1.23M
COL
123
DELISTED
Rockwell Collins
COL
$1.13M 0.32%
+11,597
New +$1.09M
TXRH icon
124
Texas Roadhouse
TXRH
$12.6B
$1.11M 0.31%
+25,049
New +$1.13M
CUBE icon
125
CubeSmart
CUBE
$9.31B
$1.09M 0.3%
41,843
+17,643
+73% +$463K
3 4
5
6 7

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
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.