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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 | |
|---|---|---|---|---|---|---|
351
Arthur J. Gallagher & Co
AJG
$62.3B
| – | – |
-17,088
| Closed | -$886K |
|
352
Albemarle
ALB
$13.9B
| – | – |
-13,092
| Closed | -$1.14M |
|
353
Allstate
ALL
$65.4B
| – | – |
-8,272
| Closed | -$614K |
|
354
Allison Transmission
ALSN
$10B
| – | – |
-19,929
| Closed | -$675K |
|
355
Affiliated Managers Group
AMG
$9.16B
| – | – |
-2,447
| Closed | -$352K |
|
356
Abercrombie & Fitch
ANF
$4.1B
| – | – |
-34,821
| Closed | -$419K |
|
357
AvalonBay Communities
AVB
$27B
| – | – |
-4,496
| Closed | -$790K |
|
358
Broadcom
AVGO
$1.86T
| – | – |
-49,370
| Closed | -$888K |
|
359
Boeing
BA
$165B
| – | – |
-4,684
| Closed | -$729K |
|
360
Alibaba
BABA
$274B
| – | – |
-15,254
| Closed | -$1.33M |
|
361
Bank of America
BAC
$429B
| – | – |
-51,635
| Closed | -$1.14M |
|
362
Bunge Global
BG
$23.9B
| – | – |
-17,885
| Closed | -$1.27M |
|
363
B&G Foods
BGS
$287M
| – | – |
-14,499
| Closed | -$636K |
|
|
BNY
364
Bank of New York Mellon
BNY
$109B
| – | – |
-20,709
| Closed | -$980K |
|
365
Brixmor Property Group
BRX
$9.76B
| – | – |
-46,104
| Closed | -$1.12M |
|
366
AB InBev
BUD
$155B
| – | – |
-5,756
| Closed | -$604K |
|
367
Blackstone Mortgage Trust
BXMT
$2.77B
| – | – |
-11,380
| Closed | -$344K |
|
368
Chord Energy
CHRD
$7.84B
| – | – |
-10,201
| Closed | -$154K |
|
|
CMA
369
DELISTED
Comerica
CMA
| – | – |
-7,901
| Closed | -$537K |
|
370
CME Group
CME
$91.5B
| – | – |
-7,180
| Closed | -$830K |
|
371
ConocoPhillips
COP
$148B
| – | – |
-13,767
| Closed | -$696K |
|
372
Costco
COST
$407B
| – | – |
-5,291
| Closed | -$853K |
|
373
Copart
CPRT
$25B
| – | – |
-68,000
| Closed | -$472K |
|
374
Carter's
CRI
$1.38B
| – | – |
-8,055
| Closed | -$709K |
|
375
Dominion Energy
D
$62.6B
| – | – |
-12,472
| Closed | -$960K |
|
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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.