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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
VOD icon
126
Vodafone
VOD
$35.7B
$1.07M 0.3%
+40,626
New +$1.04M
AFL icon
127
Aflac
AFL
$62.9B
$1.06M 0.3%
+29,262
New +$1.04M
ARMK icon
128
Aramark
ARMK
$14.9B
$1.03M 0.29%
+38,888
New +$991K
MAA icon
129
Mid-America Apartment Communities
MAA
$15.3B
$1.02M 0.29%
10,030
-336
-3% -$33.2K
HDS
130
DELISTED
HD Supply Holdings, Inc.
HDS
$1M 0.28%
24,368
-20,078
-45% -$849K
HON icon
131
Honeywell
HON
$73.8B
$998K 0.28%
8,853
-11,304
-56% -$1.25M
ROST icon
132
Ross Stores
ROST
$76.4B
$997K 0.28%
+15,138
New +$1.01M
C icon
133
Citigroup
C
$222B
$994K 0.28%
16,610
+6,480
+64% +$383K
HPP
134
Hudson Pacific Properties
HPP
$783M
$991K 0.28%
4,087
+1,318
+48% +$325K
BDN
135
Brandywine Realty Trust
BDN
$533M
$957K 0.27%
58,995
+1,634
+3% +$26.6K
WELL icon
136
Welltower
WELL
$173B
$955K 0.27%
13,491
-2,122
-14% -$143K
CAKE icon
137
Cheesecake Factory
CAKE
$4.26B
$953K 0.27%
+15,044
New +$916K
TPR icon
138
Tapestry
TPR
$29B
$952K 0.27%
23,037
-21,446
-48% -$808K
TRQ
139
DELISTED
Turquoise Hill Resources Ltd
TRQ
$940K 0.26%
+30,634
New +$1.03M
H icon
140
Hyatt Hotels
H
$17.6B
$924K 0.26%
17,114
+8,106
+90% +$437K
EQIX icon
141
Equinix
EQIX
$101B
$909K 0.26%
+2,271
New +$862K
MA icon
142
Mastercard
MA
$470B
$904K 0.25%
8,036
-3,331
-29% -$365K
AXP icon
143
American Express
AXP
$238B
$887K 0.25%
11,218
+1,374
+14% +$107K
TSS
144
DELISTED
Total System Services, Inc.
TSS
$881K 0.25%
16,486
+6,101
+59% +$325K
FTV icon
145
Fortive
FTV
$18.4B
$878K 0.25%
23,132
+2,565
+12% +$92K
SLF icon
146
Sun Life Financial
SLF
$45.1B
$877K 0.25%
+23,992
New +$912K
DOC icon
147
Healthpeak Properties
DOC
$15.3B
$859K 0.24%
+27,447
New +$843K
DG icon
148
Dollar General
DG
$26.5B
$850K 0.24%
+12,193
New +$893K
USB icon
149
US Bancorp
USB
$100B
$837K 0.23%
16,251
-4,952
-23% -$264K
CAT icon
150
Caterpillar
CAT
$410B
$835K 0.23%
+9,006
New +$853K
4 5
6
7 8

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.