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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
DAL icon
376
Delta Air Lines
DAL
$53.6B
– –
-34,305
Closed -$1.69M
DECK icon
377
Deckers Outdoor
DECK
$13.9B
– –
-154,914
Closed -$1.43M
DFS
378
DELISTED
Discover Financial Services
DFS
– –
-12,547
Closed -$902K
DIS icon
379
Walt Disney
DIS
$161B
– –
-6,598
Closed -$690K
DLTR icon
380
Dollar Tree
DLTR
$22.7B
– –
-2,792
Closed -$216K
EA icon
381
Electronic Arts
EA
$52.4B
– –
-12,077
Closed -$968K
EXPE icon
382
Expedia Group
EXPE
$30.6B
– –
-2,836
Closed -$323K
GD icon
383
General Dynamics
GD
$103B
– –
-8,879
Closed -$1.54M
GOOG icon
384
Alphabet (Google) Class C
GOOG
$3.89T
– –
-17,300
Closed -$676K
HBAN icon
385
Huntington Bancshares
HBAN
$35.2B
– –
-44,707
Closed -$585K
HLT icon
386
Hilton Worldwide
HLT
$72.4B
– –
-5,864
Closed -$479K
IART icon
387
Integra LifeSciences
IART
$1.45B
– –
-24,480
Closed -$1.05M
IBM icon
388
IBM
IBM
$193B
– –
-6,997
Closed -$1.11M
INTC icon
389
Intel
INTC
$510B
– –
-19,534
Closed -$716K
IRTC icon
390
iRhythm Holdings
IRTC
$3.51B
– –
-11,331
Closed -$329K
IRWD icon
391
Ironwood Pharmaceuticals
IRWD
$627M
– –
-59,402
Closed -$758K
ITT icon
392
ITT
ITT
$17.4B
– –
-18,701
Closed -$719K
JBLU icon
393
JetBlue
JBLU
$1.79B
– –
-9,135
Closed -$202K
JCI icon
394
Johnson Controls International
JCI
$87.8B
– –
-56,192
Closed -$2.34M
KDP icon
395
Keurig Dr Pepper
KDP
$40.4B
– –
-9,776
Closed -$889K
LBTYA icon
396
Liberty Global Class A
LBTYA
$3.48B
– –
-12,567
Closed -$387K
LMT icon
397
Lockheed Martin
LMT
$131B
– –
-1,322
Closed -$331K
LNW
398
DELISTED
Light & Wonder
LNW
– –
-68,396
Closed -$954K
LRCX icon
399
Lam Research
LRCX
$401B
– –
-63,630
Closed -$682K
LSCC icon
400
Lattice Semiconductor
LSCC
$18.7B
– –
-10,302
Closed -$75K
14 15
16
17 18

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CCM
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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.