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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
+3.04%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$393M
AUM Growth
+$36.7M
Cap. Flow
+$29.5M
Cap. Flow %
7.51%
Top 10 Hldgs %
8.33%
Holding
565
New
216
Increased
111
Reduced
102
Closed
135

Top Buys

Rank Stock Value
1
AAL icon
American Airlines Group
AAL
+$3.05M
2
DLTR icon
Dollar Tree
DLTR
+$3.01M
3
DIS icon
Walt Disney
DIS
+$2.96M
4
ORLY icon
O'Reilly Automotive
ORLY
+$2.67M
5
GRMN
Garmin
GRMN
+$2.57M

Top Sells

Rank Stock Value
1
DOV icon
Dover
DOV
+$2.75M
2
UAL icon
United Airlines
UAL
+$2.39M
3
PH icon
Parker-Hannifin
PH
+$2.34M
4
WY icon
Weyerhaeuser
WY
+$2.33M
5
PGR icon
Progressive
PGR
+$2.29M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 15.99%
2 Financials 15.55%
3 Industrials 12.04%
4 Healthcare 10.63%
5 Technology 9.84%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SON icon
251
Sonoco
SON
$5.61B
$427K 0.11%
+8,385
New +$432K
SPGI icon
252
S&P Global
SPGI
$124B
$427K 0.11%
2,921
-2,278
-44% -$316K
AMT icon
253
American Tower
AMT
$77.6B
$426K 0.11%
+3,208
New +$411K
JILL icon
254
J. Jill
JILL
$244M
$426K 0.11%
+8,104
New +$437K
DOV icon
255
Dover
DOV
$26.6B
$425K 0.11%
6,679
-42,137
-86% -$2.75M
EQR icon
256
Equity Residential
EQR
$25.5B
$425K 0.11%
6,410
-3,735
-37% -$244K
HIW icon
257
Highwoods Properties
HIW
$3.62B
$425K 0.11%
8,458
-7,676
-48% -$392K
OC icon
258
Owens Corning
OC
$11.1B
$425K 0.11%
6,386
+3,083
+93% +$193K
TTC icon
259
Toro Company
TTC
$8.85B
$425K 0.11%
+6,162
New +$412K
SCG
260
DELISTED
Scana
SCG
$424K 0.11%
+6,273
New +$421K
CDK
261
DELISTED
CDK Global, Inc.
CDK
$423K 0.11%
+6,857
New +$430K
CMA
262
DELISTED
Comerica
CMA
$422K 0.11%
+5,776
New +$405K
TKR icon
263
Timken Company
TKR
$9.82B
$420K 0.11%
9,233
+644
+7% +$29.6K
XL
264
DELISTED
XL Group Ltd.
XL
$419K 0.11%
+9,512
New +$401K
AEE icon
265
Ameren
AEE
$31.2B
$416K 0.11%
+7,603
New +$422K
IT icon
266
Gartner
IT
$8.74B
$415K 0.11%
3,359
-1,593
-32% -$185K
BURL icon
267
Burlington
BURL
$21.5B
$414K 0.11%
+4,505
New +$433K
GOOS
268
Canada Goose Holdings
GOOS
$905M
$410K 0.1%
+20,822
New +$386K
LPLA icon
269
LPL Financial
LPLA
$25.9B
$410K 0.1%
+9,754
New +$396K
SKM icon
270
SK Telecom
SKM
$13.5B
$408K 0.1%
9,743
+4,367
+81% +$175K
ALXN
271
DELISTED
Alexion Pharmaceuticals
ALXN
$405K 0.1%
3,307
+1,384
+72% +$161K
SWFT
272
DELISTED
Swift Transportation Company
SWFT
$399K 0.1%
14,936
-82,856
-85% -$2M
CAKE icon
273
Cheesecake Factory
CAKE
$4.19B
$395K 0.1%
7,792
-7,252
-48% -$428K
XRAY icon
274
Dentsply Sirona
XRAY
$2.5B
$390K 0.1%
+6,050
New +$382K
SLM icon
275
SLM Corp
SLM
$4.7B
$389K 0.1%
33,879
+16,831
+99% +$192K
9 10
11
12 13

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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 Q2 2017 Portfolio in Review

As of Q2 2017, Quantitative Systematic Strategies held 565 positions worth $393M, up 10% from $356M the previous quarter. Its ten largest holdings account for 8.3% of the portfolio.

Quantitative Systematic Strategies deployed $29.5M of net new capital in Q2 2017, opening 216 new positions and adding to 111 existing holdings. Its largest new stake was American Airlines Group: 65,666 shares worth $3.26M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, down from 18% a quarter earlier, followed by Financials and Industrials.

On the sell side, the largest reduction was Dover, an estimated $2.75M trimmed.

  • Quantitative Systematic Strategies's largest Q2 2017 buy was American Airlines Group: 65,666 shares worth $3.26M.
  • Quantitative Systematic Strategies added most to O'Reilly Automotive in Q2 2017, an estimated $2.67M increase.
  • Quantitative Systematic Strategies's biggest Q2 2017 reduction was Dover, cutting an estimated $2.75M.
  • Quantitative Systematic Strategies fully exited United Airlines in Q2 2017, selling an estimated $2.39M.
  • Quantitative Systematic Strategies's ten largest holdings make up 8.3% of its $393M portfolio in Q2 2017.
  • Quantitative Systematic Strategies opened 216 new positions and closed 135 in Q2 2017.
  • Quantitative Systematic Strategies's portfolio value rose 10% quarter-over-quarter to $393M.

Based on Quantitative Systematic Strategies's 13F filing for Q2 2017, filed 21 Jul 2017.