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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
AFSI
226
DELISTED
AmTrust Financial Services, Inc.
AFSI
$410K 0.12%
+22,202
New +$541K
NYRT
227
DELISTED
New York REIT, Inc.
NYRT
$406K 0.11%
4,193
-1,548
-27% -$152K
EOG icon
228
EOG Resources
EOG
$78.3B
$403K 0.11%
4,131
-4,479
-52% -$447K
FMX icon
229
Fomento Económico Mexicano
FMX
$43.9B
$400K 0.11%
+4,478
New +$365K
HABT
230
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$398K 0.11%
+22,494
New +$342K
PFGC icon
231
Performance Food Group
PFGC
$17.3B
$397K 0.11%
16,702
-11,385
-41% -$264K
HSBC icon
232
HSBC
HSBC
$350B
$394K 0.11%
+10,707
New +$402K
UFCS icon
233
United Fire Group
UFCS
$1.27B
$391K 0.11%
+9,137
New +$411K
TKR icon
234
Timken Company
TKR
$9.81B
$388K 0.11%
+8,589
New +$379K
FLS icon
235
Flowserve
FLS
$9.07B
$384K 0.11%
+7,952
New +$385K
HUM icon
236
Humana
HUM
$47.2B
$375K 0.11%
+1,819
New +$376K
EVHC
237
DELISTED
Envision Healthcare Holdings Inc
EVHC
$373K 0.1%
+6,084
New +$408K
XEC
238
DELISTED
CIMAREX ENERGY CO
XEC
$368K 0.1%
+3,083
New +$400K
USG
239
DELISTED
Usg
USG
$368K 0.1%
+11,590
New +$369K
CTAS icon
240
Cintas
CTAS
$81.5B
$361K 0.1%
11,416
-26,584
-70% -$787K
LXP icon
241
LXP Industrial Trust
LXP
$3.54B
$356K 0.1%
+7,138
New +$380K
BIG
242
DELISTED
Big Lots, Inc.
BIG
$354K 0.1%
+7,277
New +$367K
CBF
243
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$347K 0.1%
+7,998
New +$322K
ADSW
244
DELISTED
Advanced Disposal Services Inc
ADSW
$345K 0.1%
+15,252
New +$341K
SWK icon
245
Stanley Black & Decker
SWK
$13.6B
$332K 0.09%
+2,495
New +$313K
UNH icon
246
UnitedHealth
UNH
$383B
$331K 0.09%
+2,018
New +$330K
NSC icon
247
Norfolk Southern
NSC
$79.4B
$328K 0.09%
2,925
-8,252
-74% -$965K
RTN
248
DELISTED
Raytheon Company
RTN
$328K 0.09%
+2,150
New +$323K
MAS icon
249
Masco
MAS
$15.6B
$323K 0.09%
+9,507
New +$318K
SPNC
250
DELISTED
Spectranetics Corp
SPNC
$322K 0.09%
11,058
+416
+4% +$11.1K
8 9
10
11 12

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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.