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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
AAP icon
26
Advance Auto Parts
AAP
$3.35B
$2.46M 0.69%
16,574
+8,224
+98% +$1.32M
BLMN icon
27
Bloomin' Brands
BLMN
$721M
$2.45M 0.69%
+124,115
New +$2.21M
ORCL icon
28
Oracle
ORCL
$362B
$2.42M 0.68%
54,353
+37,001
+213% +$1.54M
GGP
29
DELISTED
GGP Inc.
GGP
$2.42M 0.68%
104,507
+31,826
+44% +$779K
UAL icon
30
United Airlines
UAL
$38.1B
$2.39M 0.67%
33,874
+15,715
+87% +$1.14M
APAM icon
31
Artisan Partners
APAM
$2.77B
$2.34M 0.66%
84,900
+66,396
+359% +$1.9M
PH icon
32
Parker-Hannifin
PH
$122B
$2.34M 0.66%
14,613
+10,870
+290% +$1.65M
WY icon
33
Weyerhaeuser
WY
$17.2B
$2.33M 0.65%
68,446
+12,037
+21% +$392K
SAVE
34
DELISTED
Spirit Airlines, Inc.
SAVE
$2.31M 0.65%
43,459
+18,518
+74% +$990K
APTV icon
35
Aptiv
APTV
$12.3B
$2.3M 0.65%
+28,649
New +$2.15M
APC
36
DELISTED
Anadarko Petroleum
APC
$2.3M 0.65%
37,134
+13,687
+58% +$911K
VRE
37
DELISTED
Veris Residential
VRE
$2.3M 0.65%
+85,381
New +$2.4M
MCK icon
38
McKesson
MCK
$95.3B
$2.24M 0.63%
+15,138
New +$2.22M
RCL icon
39
Royal Caribbean
RCL
$76.7B
$2.23M 0.62%
22,677
+7,384
+48% +$691K
BERY
40
DELISTED
Berry Global Group, Inc.
BERY
$2.22M 0.62%
49,840
+17,504
+54% +$805K
BIO icon
41
Bio-Rad Laboratories Class A
BIO
$8.19B
$2.2M 0.62%
11,037
+9,817
+805% +$1.89M
SRC
42
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$2.18M 0.61%
48,081
+26,652
+124% +$1.27M
DKS icon
43
Dick's Sporting Goods
DKS
$18.8B
$2.17M 0.61%
44,661
+11,521
+35% +$584K
PXD
44
DELISTED
Pioneer Natural Resource Co.
PXD
$2.17M 0.61%
11,644
+4,215
+57% +$782K
MSFT icon
45
Microsoft
MSFT
$2.9T
$2.15M 0.6%
32,726
+500
+2% +$32K
CPA icon
46
Copa Holdings
CPA
$5.66B
$2.15M 0.6%
+19,107
New +$1.94M
SHW icon
47
Sherwin-Williams
SHW
$78.9B
$2.14M 0.6%
20,724
+375
+2% +$37.8K
BRO icon
48
Brown & Brown
BRO
$22.2B
$2.12M 0.6%
101,826
+24,542
+32% +$531K
LOW icon
49
Lowe's Companies
LOW
$115B
$2.11M 0.59%
+25,717
New +$1.97M
WHR icon
50
Whirlpool
WHR
$2.41B
$2.11M 0.59%
12,309
+2,729
+28% +$485K
1
2
3 4 5

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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.