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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
IT icon
201
Gartner
IT
$8.84B
$535K 0.15%
+4,952
New +$510K
CLX icon
202
Clorox
CLX
$11.6B
$533K 0.15%
+3,952
New +$512K
EWBC icon
203
East-West Bancorp
EWBC
$18B
$527K 0.15%
10,225
-10,702
-51% -$562K
ARE icon
204
Alexandria Real Estate Equities
ARE
$8.65B
$519K 0.15%
+4,692
New +$530K
PEI
205
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$510K 0.14%
2,247
+1,045
+87% +$264K
IVZ icon
206
Invesco
IVZ
$13.5B
$505K 0.14%
+16,499
New +$516K
ENOV icon
207
Enovis
ENOV
$1.53B
$490K 0.14%
7,253
+727
+11% +$48.5K
AKR icon
208
Acadia Realty Trust
AKR
$2.98B
$487K 0.14%
+16,207
New +$511K
ESRX
209
DELISTED
Express Scripts Holding Company
ESRX
$484K 0.14%
7,343
-11,163
-60% -$768K
DAN icon
210
Dana Inc
DAN
$3.02B
$482K 0.14%
24,954
+13,792
+124% +$267K
ABM icon
211
ABM Industries
ABM
$2.75B
$480K 0.13%
+11,014
New +$455K
AON icon
212
Aon
AON
$75.2B
$477K 0.13%
+4,019
New +$464K
FTI icon
213
TechnipFMC
FTI
$29.9B
$471K 0.13%
+19,489
New +$481K
CUZ icon
214
Cousins Properties
CUZ
$5.14B
$461K 0.13%
+13,938
New +$468K
FAF icon
215
First American
FAF
$7.19B
$446K 0.13%
+11,354
New +$434K
NEE icon
216
NextEra Energy
NEE
$186B
$431K 0.12%
+13,436
New +$422K
FAST icon
217
Fastenal
FAST
$52B
$429K 0.12%
33,320
-4,808
-13% -$60.3K
NDAQ icon
218
Nasdaq
NDAQ
$51.4B
$425K 0.12%
+18,360
New +$426K
PNC icon
219
PNC Financial Services
PNC
$101B
$425K 0.12%
3,535
-5,357
-60% -$656K
ZBH icon
220
Zimmer Biomet
ZBH
$17.2B
$419K 0.12%
3,533
-4,678
-57% -$530K
ANSS
221
DELISTED
Ansys
ANSS
$416K 0.12%
3,889
+1,144
+42% +$115K
INVH icon
222
Invitation Homes
INVH
$17.5B
$413K 0.12%
+18,937
New +$404K
KEY icon
223
KeyCorp
KEY
$24.8B
$413K 0.12%
23,204
-39,490
-63% -$723K
PRU icon
224
Prudential Financial
PRU
$41.3B
$411K 0.12%
3,856
-6,925
-64% -$747K
SUM
225
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$410K 0.12%
+17,151
New +$402K
7 8
9
10 11

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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
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.