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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 | |
|---|---|---|---|---|---|---|
151
Western Alliance Bancorporation
WAL
$9.11B
| $815K | 0.23% |
16,611
+2,478
| +18% | +$124K |
|
152
Highwoods Properties
HIW
$3.58B
| $793K | 0.22% |
16,134
-3,640
| -18% | -$185K |
|
153
T. Rowe Price
TROW
$24.9B
| $792K | 0.22% |
+11,622
| New | +$824K |
|
|
DRE
154
DELISTED
Duke Realty Corp.
DRE
| $788K | 0.22% |
30,001
-8,743
| -23% | -$225K |
|
155
Hanover Insurance
THG
$7.45B
| $784K | 0.22% |
+8,710
| New | +$771K |
|
156
Labcorp
LH
$23.1B
| $775K | 0.22% |
6,284
+1,552
| +33% | +$184K |
|
157
International Flavors & Fragrances
IFF
$19.7B
| $773K | 0.22% |
+5,840
| New | +$717K |
|
158
SITE Centers
SITC
$224M
| $769K | 0.22% |
47,614
-13,231
| -22% | -$244K |
|
159
Kraft Heinz
KHC
$30.8B
| $761K | 0.21% |
+8,376
| New | +$755K |
|
|
FMBI
160
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $749K | 0.21% |
31,649
+7,325
| +30% | +$178K |
|
161
Credicorp
BAP
$31.3B
| $744K | 0.21% |
+4,557
| New | +$749K |
|
162
Prologis
PLD
$135B
| $744K | 0.21% |
+14,347
| New | +$730K |
|
|
OPLN
163
Openlane
OPLN
$4.2B
| $733K | 0.21% |
44,388
-13,242
| -23% | -$226K |
|
164
Fidelity National Information Services
FIS
$21B
| $729K | 0.2% |
9,155
-3,382
| -27% | -$272K |
|
165
Ametek
AME
$54.3B
| $721K | 0.2% |
13,328
-31,690
| -70% | -$1.67M |
|
166
AstraZeneca
AZN
$263B
| $710K | 0.2% |
+11,408
| New | +$664K |
|
|
DD
167
DELISTED
Du Pont De Nemours E I
DD
| $710K | 0.2% |
+8,868
| New | +$689K |
|
|
TCO
168
DELISTED
Taubman Centers Inc.
TCO
| $708K | 0.2% |
10,721
+1,991
| +23% | +$138K |
|
169
Trane Technologies
TT
$105B
| $699K | 0.2% |
+8,594
| New | +$682K |
|
170
Bath & Body Works
BBWI
$4.04B
| $689K | 0.19% |
+18,108
| New | +$816K |
|
171
Snap-on
SNA
$21B
| $682K | 0.19% |
4,041
+2,226
| +123% | +$383K |
|
172
Truist Financial
TFC
$63.2B
| $682K | 0.19% |
+15,259
| New | +$713K |
|
173
S&P Global
SPGI
$127B
| $680K | 0.19% |
5,199
-11,204
| -68% | -$1.39M |
|
174
Watsco Inc
WSO
$14.9B
| $662K | 0.19% |
+4,626
| New | +$693K |
|
175
Union Pacific
UNP
$174B
| $661K | 0.19% |
6,241
-4,955
| -44% | -$528K |
|
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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.