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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
AZO icon
1
AutoZone
AZO
$48.5B
$4.39M 1.23%
6,070
+4,670
+334% +$3.46M
KO icon
2
Coca-Cola
KO
$354B
$4.2M 1.18%
98,905
+82,779
+513% +$3.45M
DE icon
3
Deere & Co
DE
$164B
$4.16M 1.17%
38,208
+27,849
+269% +$3.02M
CSX icon
4
CSX Corp
CSX
$92.8B
$3.5M 0.98%
225,897
+102,828
+84% +$1.57M
PM icon
5
Philip Morris
PM
$303B
$3.47M 0.97%
+30,740
New +$3.17M
MCD icon
6
McDonald's
MCD
$187B
$3.19M 0.89%
24,570
+19,039
+344% +$2.39M
DOV icon
7
Dover
DOV
$28.9B
$3.17M 0.89%
48,816
+31,119
+176% +$1.98M
CCEP icon
8
Coca-Cola Europacific Partners
CCEP
$46.9B
$2.84M 0.8%
+75,466
New +$2.63M
DCT
9
DELISTED
DCT Industrial Trust Inc.
DCT
$2.81M 0.79%
58,492
+20,476
+54% +$964K
KRC icon
10
Kilroy Realty
KRC
$4.49B
$2.78M 0.78%
38,565
+27,375
+245% +$2.03M
CCL icon
11
Carnival Corporation Ltd
CCL
$35.7B
$2.76M 0.78%
46,915
+33,913
+261% +$1.9M
ORI icon
12
Old Republic International
ORI
$10.1B
$2.73M 0.77%
133,538
+48,025
+56% +$970K
PGR icon
13
Progressive
PGR
$119B
$2.72M 0.76%
69,480
+42,753
+160% +$1.63M
ALK icon
14
Alaska Air
ALK
$4.94B
$2.68M 0.75%
+29,097
New +$2.75M
ATH
15
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$2.68M 0.75%
+53,630
New +$2.66M
BSX icon
16
Boston Scientific
BSX
$63.9B
$2.68M 0.75%
107,745
+24,228
+29% +$589K
LEA icon
17
Lear
LEA
$7.2B
$2.6M 0.73%
18,394
+10,117
+122% +$1.44M
HD icon
18
Home Depot
HD
$330B
$2.58M 0.72%
+17,579
New +$2.49M
MON
19
DELISTED
Monsanto Co
MON
$2.56M 0.72%
22,600
+6,577
+41% +$728K
FDX icon
20
FedEx
FDX
$76.6B
$2.54M 0.71%
13,026
+10,159
+354% +$1.94M
MRK icon
21
Merck
MRK
$315B
$2.53M 0.71%
41,754
+12,412
+42% +$753K
MET icon
22
MetLife
MET
$60B
$2.5M 0.7%
53,054
+30,650
+137% +$1.46M
FL
23
DELISTED
Foot Locker
FL
$2.49M 0.7%
33,287
+25,748
+342% +$1.86M
USFD icon
24
US Foods
USFD
$21.2B
$2.49M 0.7%
88,885
+52,283
+143% +$1.42M
GOOGL icon
25
Alphabet (Google) Class A
GOOGL
$4.17T
$2.48M 0.69%
58,420
+9,940
+21% +$418K
1
2 3 4 5

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TMNFIC
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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
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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.