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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
ORLY icon
26
O'Reilly Automotive
ORLY
$71.7B
$2.53M 0.64%
175,515
+163,770
+1,394% +$2.67M
SAVE
27
DELISTED
Spirit Airlines, Inc.
SAVE
$2.53M 0.64%
48,518
+5,059
+12% +$277K
BAX icon
28
Baxter International
BAX
$11.2B
$2.51M 0.64%
41,679
+2,876
+7% +$163K
TWX
29
DELISTED
Time Warner Inc
TWX
$2.46M 0.62%
24,599
+5,040
+26% +$499K
RCL icon
30
Royal Caribbean
RCL
$76.7B
$2.45M 0.62%
22,414
-263
-1% -$27.9K
PM icon
31
Philip Morris
PM
$303B
$2.45M 0.62%
20,897
-9,843
-32% -$1.14M
GAP
32
The Gap Inc
GAP
$7.07B
$2.43M 0.62%
109,119
+25,542
+31% +$608K
PRU icon
33
Prudential Financial
PRU
$41.3B
$2.41M 0.61%
22,208
+18,352
+476% +$1.95M
BLMN icon
34
Bloomin' Brands
BLMN
$721M
$2.41M 0.61%
113,503
-10,612
-9% -$219K
BSX icon
35
Boston Scientific
BSX
$63.9B
$2.38M 0.6%
85,509
-22,236
-21% -$590K
MRK icon
36
Merck
MRK
$315B
$2.37M 0.6%
38,585
-3,169
-8% -$193K
EA icon
37
Electronic Arts
EA
$52.4B
$2.35M 0.6%
+22,085
New +$2.27M
CCEP icon
38
Coca-Cola Europacific Partners
CCEP
$46.8B
$2.34M 0.6%
57,764
-17,702
-23% -$701K
SHW icon
39
Sherwin-Williams
SHW
$78.9B
$2.34M 0.6%
19,914
-810
-4% -$90.5K
USFD icon
40
US Foods
USFD
$21.2B
$2.34M 0.59%
87,205
-1,680
-2% -$47.8K
CI icon
41
Cigna
CI
$75.4B
$2.33M 0.59%
13,955
+10,157
+267% +$1.63M
KSS icon
42
Kohl's
KSS
$2.16B
$2.31M 0.59%
+60,738
New +$2.33M
TSN icon
43
Tyson Foods
TSN
$20.1B
$2.3M 0.59%
+37,387
New +$2.29M
AN icon
44
AutoNation
AN
$6.89B
$2.28M 0.58%
+54,272
New +$2.21M
ELV icon
45
Elevance Health
ELV
$84.4B
$2.26M 0.57%
12,051
-360
-3% -$64.7K
EOG icon
46
EOG Resources
EOG
$76.7B
$2.25M 0.57%
25,050
+20,919
+506% +$1.93M
CTAS icon
47
Cintas
CTAS
$80.6B
$2.24M 0.57%
72,028
+60,612
+531% +$1.89M
HIG icon
48
Hartford Financial Services
HIG
$38.6B
$2.19M 0.56%
41,560
-320
-0.8% -$15.9K
CRM icon
49
Salesforce
CRM
$133B
$2.17M 0.55%
24,977
+8,199
+49% +$714K
GILD icon
50
Gilead Sciences
GILD
$162B
$2.12M 0.54%
29,979
+4,016
+15% +$267K
1
2
3 4 5

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CCM
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GPC
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CBT
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FSCP
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RG
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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.