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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 | |
|---|---|---|---|---|---|---|
426
Starwood Property Trust
STWD
$6.05B
| – | – |
-19,183
| Closed | -$423K |
|
427
Synchrony
SYF
$23.1B
| – | – |
-6,563
| Closed | -$237K |
|
|
428
Target
TGT
$61.1B
| – | – |
-29,760
| Closed | -$2.16M |
|
429
TIM SA
TIMB
$10B
| – | – |
-16,308
| Closed | -$196K |
|
430
TripAdvisor
TRIP
$1.55B
| – | – |
-24,841
| Closed | -$1.17M |
|
431
Televisa
TV
$1.46B
| – | – |
-47,313
| Closed | -$1M |
|
432
Unum
UNM
$13.7B
| – | – |
-12,286
| Closed | -$538K |
|
433
United Parcel Service
UPS
$97.2B
| – | – |
-9,754
| Closed | -$1.12M |
|
434
Universal Insurance Holdings
UVE
$1.05B
| – | – |
-24,503
| Closed | -$693K |
|
435
VEON
VEON
$3.64B
| – | – |
-741
| Closed | -$70K |
|
436
Telefônica Brasil
VIV
$21.9B
| – | – |
-47,034
| Closed | -$636K |
|
437
Vornado Realty Trust
VNO
$7.31B
| – | – |
-12,015
| Closed | -$999K |
|
438
Voya Financial
VOYA
$8.72B
| – | – |
-32,926
| Closed | -$1.3M |
|
439
Verisk Analytics
VRSK
$25.2B
| – | – |
-12,529
| Closed | -$1.02M |
|
440
Vertex Pharmaceuticals
VRTX
$121B
| – | – |
-13,428
| Closed | -$1M |
|
441
Verizon
VZ
$185B
| – | – |
-7,739
| Closed | -$416K |
|
442
Wabtec
WAB
$50.1B
| – | – |
-5,480
| Closed | -$458K |
|
443
Western Digital
WDC
$194B
| – | – |
-21,949
| Closed | -$1.14M |
|
444
Werner Enterprises
WERN
$2.65B
| – | – |
-22,734
| Closed | -$620K |
|
445
Walmart Inc
WMT
$859B
| – | – |
-29,058
| Closed | -$671K |
|
|
X
446
DELISTED
US Steel
X
| – | – |
-8,535
| Closed | -$295K |
|
447
Yelp
YELP
$1.34B
| – | – |
-27,918
| Closed | -$1.08M |
|
|
UCB
448
United Community Banks
UCB
$4.13B
| – | – |
-17,228
| Closed | -$508K |
|
|
JBTM
449
JBT Marel
JBTM
$7B
| – | – |
-6,355
| Closed | -$539K |
|
|
EQC
450
DELISTED
Equity Commonwealth
EQC
| – | – |
-13,567
| Closed | -$409K |
|
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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.