We are live on
!
Find out more
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
(+45%)
Cap. Flow
+$103M
Cap. Flow
% of AUM
28.82%
Top 10 Holdings %
Top 10 Hldgs %
9.68%
Holding
475
New
186
Increased
103
Reduced
59
Closed
126
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AutoZone
AZO
|
+$3.46M |
| 2 |
Coca-Cola
KO
|
+$3.45M |
| 3 |
Philip Morris
PM
|
+$3.17M |
| 4 |
Deere & Co
DE
|
+$3.02M |
| 5 |
Alaska Air
ALK
|
+$2.75M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Johnson Controls International
JCI
|
+$2.34M |
| 2 |
Target
TGT
|
+$2.16M |
| 3 |
Qualcomm
QCOM
|
+$1.94M |
| 4 |
MJN
Mead Johnson Nutrition Company
MJN
|
+$1.74M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
SBNY
176
DELISTED
Signature Bank
SBNY
| $656K | 0.18% |
4,428
+387
| +10% | +$59.9K |
|
177
Phillips 66
PSX
$84.8B
| $655K | 0.18% |
8,264
+2,368
| +40% | +$191K |
|
178
Hershey
HSY
$35B
| $652K | 0.18% |
+5,971
| New | +$640K |
|
|
IPG
179
DELISTED
Interpublic Group of Companies
IPG
| $636K | 0.18% |
25,872
-6,141
| -19% | -$147K |
|
180
Equity Residential
EQR
$25.6B
| $631K | 0.18% |
10,145
-15,905
| -61% | -$995K |
|
|
IBKC
181
DELISTED
IBERIABANK Corp
IBKC
| $626K | 0.18% |
7,913
+5,014
| +173% | +$411K |
|
|
STOR
182
DELISTED
STORE Capital Corporation
STOR
| $621K | 0.17% |
25,959
+9,378
| +57% | +$227K |
|
|
GHL
183
DELISTED
Greenhill & Co., Inc.
GHL
| $618K | 0.17% |
+21,086
| New | +$614K |
|
184
Equity Lifestyle Properties
ELS
$12.7B
| $616K | 0.17% |
15,980
-14,972
| -48% | -$567K |
|
|
NLSN
185
DELISTED
Nielsen Holdings plc
NLSN
| $607K | 0.17% |
+14,694
| New | +$629K |
|
186
Automatic Data Processing
ADP
$97.2B
| $601K | 0.17% |
+5,865
| New | +$598K |
|
187
Federated Hermes
FHI
$4.38B
| $601K | 0.17% |
+22,809
| New | +$611K |
|
188
Northrop Grumman
NOC
$74.6B
| $600K | 0.17% |
+2,524
| New | +$600K |
|
189
GameStop
GME
$9.69B
| $591K | 0.17% |
+104,856
| New | +$641K |
|
|
GRA
190
DELISTED
W.R. Grace & Co.
GRA
| $589K | 0.17% |
+8,447
| New | +$593K |
|
191
Thermo Fisher Scientific
TMO
$196B
| $580K | 0.16% |
3,777
-1,669
| -31% | -$255K |
|
|
SNV
192
DELISTED
Synovus
SNV
| $574K | 0.16% |
+14,006
| New | +$584K |
|
|
CTB
193
DELISTED
Cooper Tire & Rubber Co.
CTB
| $572K | 0.16% |
+12,913
| New | +$506K |
|
|
SFR
194
DELISTED
Starwood Waypoint Homes
SFR
| $558K | 0.16% |
+16,438
| New | +$523K |
|
195
Cigna
CI
$75.4B
| $556K | 0.16% |
+3,798
| New | +$560K |
|
196
CVS Health
CVS
$138B
| $554K | 0.16% |
7,063
-4,367
| -38% | -$349K |
|
197
Associated Banc-Corp
ASB
$5.8B
| $548K | 0.15% |
+22,478
| New | +$564K |
|
198
Ameriprise Financial
AMP
$47.4B
| $547K | 0.15% |
4,219
-1,359
| -24% | -$168K |
|
199
Allegion
ALLE
$12B
| $538K | 0.15% |
7,101
+488
| +7% | +$34.5K |
|
200
Lennox International
LII
$18.5B
| $538K | 0.15% |
+3,215
| New | +$520K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.