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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
(+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 | |
|---|---|---|---|---|---|---|
276
Travel + Leisure Co
TNL
$4.53B
| $271K | 0.08% |
+7,128
| New | +$262K |
|
277
Novartis
NVS
$295B
| $269K | 0.08% |
+4,039
| New | +$269K |
|
278
PG&E
PCG
$47.8B
| $269K | 0.08% |
+4,049
| New | +$258K |
|
|
XLNX
279
DELISTED
Xilinx Inc
XLNX
| $269K | 0.08% |
+4,648
| New | +$273K |
|
280
Five Below
FIVE
$11.2B
| $265K | 0.07% |
6,111
-26,607
| -81% | -$1.06M |
|
|
CSC
281
DELISTED
Computer Sciences
CSC
| $265K | 0.07% |
3,843
-770
| -17% | -$51.1K |
|
|
CLVS
282
DELISTED
Clovis Oncology, Inc.
CLVS
| $263K | 0.07% |
4,137
-930
| -18% | -$56.5K |
|
283
Neurocrine Biosciences
NBIX
$17.7B
| $261K | 0.07% |
+6,017
| New | +$258K |
|
|
ELGX
284
DELISTED
Endologix Inc
ELGX
| $261K | 0.07% |
+3,605
| New | +$238K |
|
285
Range Resources
RRC
$9.16B
| $260K | 0.07% |
+8,944
| New | +$276K |
|
286
Molson Coors Class B
TAP
$7.66B
| $260K | 0.07% |
+2,718
| New | +$265K |
|
287
Incyte
INCY
$23.5B
| $258K | 0.07% |
+1,923
| New | +$245K |
|
|
ACH
288
Accendra Health
ACH
$239M
| $257K | 0.07% |
+7,422
| New | +$265K |
|
|
PINC
289
DELISTED
Premier
PINC
| $257K | 0.07% |
+8,084
| New | +$254K |
|
290
Kemper
KMPR
$1.7B
| $255K | 0.07% |
6,391
-1,290
| -17% | -$55.1K |
|
291
J.M. Smucker
SJM
$12.6B
| $253K | 0.07% |
+1,927
| New | +$262K |
|
292
Hormel Foods
HRL
$13.9B
| $252K | 0.07% |
+7,291
| New | +$260K |
|
293
Marvell Technology
MRVL
$174B
| $251K | 0.07% |
+16,434
| New | +$253K |
|
|
TIF
294
DELISTED
Tiffany & Co.
TIF
| $248K | 0.07% |
+2,606
| New | +$222K |
|
|
MRSH
295
Marsh
MRSH
$86.2B
| $247K | 0.07% |
+3,343
| New | +$239K |
|
|
SGEN
296
DELISTED
Seagen Inc. Common Stock
SGEN
| $246K | 0.07% |
3,907
-2,484
| -39% | -$155K |
|
297
Howmet Aerospace
HWM
$115B
| $245K | 0.07% |
+12,118
| New | +$238K |
|
298
Mettler-Toledo International
MTD
$26.8B
| $240K | 0.07% |
+501
| New | +$229K |
|
299
PayPal
PYPL
$49.6B
| $235K | 0.07% |
5,477
-4,741
| -46% | -$198K |
|
|
ALXN
300
DELISTED
Alexion Pharmaceuticals
ALXN
| $233K | 0.07% |
1,923
-1,075
| -36% | -$139K |
|
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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.