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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
(+10%)
Cap. Flow
+$29.5M
Cap. Flow
% of AUM
7.51%
Top 10 Holdings %
Top 10 Hldgs %
8.33%
Holding
565
New
216
Increased
111
Reduced
102
Closed
135
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
American Airlines Group
AAL
|
+$3.05M |
| 2 |
Dollar Tree
DLTR
|
+$3.01M |
| 3 |
Walt Disney
DIS
|
+$2.96M |
| 4 |
O'Reilly Automotive
ORLY
|
+$2.67M |
| 5 |
GRMN
Garmin
GRMN
|
+$2.57M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Dover
DOV
|
+$2.75M |
| 2 |
United Airlines
UAL
|
+$2.39M |
| 3 |
Parker-Hannifin
PH
|
+$2.34M |
| 4 |
Weyerhaeuser
WY
|
+$2.33M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
501
Public Storage
PSA
$54.7B
| – | – |
-6,741
| Closed | -$1.48M |
|
502
PayPal
PYPL
$49B
| – | – |
-5,477
| Closed | -$235K |
|
503
Regency Centers
REG
$15.1B
| – | – |
-20,993
| Closed | -$1.39M |
|
504
SLB Ltd
SLB
$71.3B
| – | – |
-22,694
| Closed | -$1.77M |
|
505
Sun Life Financial
SLF
$45.1B
| – | – |
-23,992
| Closed | -$877K |
|
506
Snap-on
SNA
$21B
| – | – |
-4,041
| Closed | -$682K |
|
507
Synopsys
SNPS
$72.3B
| – | – |
-4,043
| Closed | -$292K |
|
508
Sensata Technologies
ST
$6.68B
| – | – |
-5,204
| Closed | -$227K |
|
509
Travel + Leisure Co
TNL
$4.63B
| – | – |
-7,128
| Closed | -$271K |
|
|
TPH
510
DELISTED
Tri Pointe Homes
TPH
| – | – |
-14,347
| Closed | -$178K |
|
511
Tapestry
TPR
$29B
| – | – |
-23,037
| Closed | -$952K |
|
512
TransUnion
TRU
$14.5B
| – | – |
-7,605
| Closed | -$292K |
|
|
TSE
513
DELISTED
Trinseo
TSE
| – | – |
-3,099
| Closed | -$208K |
|
514
Texas Instruments
TXN
$268B
| – | – |
-2,655
| Closed | -$214K |
|
515
Texas Roadhouse
TXRH
$12.6B
| – | – |
-25,049
| Closed | -$1.11M |
|
|
516
United Airlines
UAL
$38.1B
| – | – |
-33,874
| Closed | -$2.39M |
|
517
Vodafone
VOD
$35.7B
| – | – |
-40,626
| Closed | -$1.07M |
|
518
Welltower
WELL
$173B
| – | – |
-13,491
| Closed | -$955K |
|
519
Wells Fargo
WFC
$262B
| – | – |
-3,726
| Closed | -$207K |
|
520
Whirlpool
WHR
$2.41B
| – | – |
-12,309
| Closed | -$2.11M |
|
|
521
Weyerhaeuser
WY
$17.2B
| – | – |
-68,446
| Closed | -$2.33M |
|
522
Zimmer Biomet
ZBH
$17.2B
| – | – |
-3,533
| Closed | -$419K |
|
|
XYZ
523
Block Inc
XYZ
$46.1B
| – | – |
-17,427
| Closed | -$301K |
|
|
SGI
524
Somnigroup International
SGI
$14.8B
| – | – |
-154,352
| Closed | -$1.79M |
|
|
BIG
525
DELISTED
Big Lots, Inc.
BIG
| – | – |
-7,277
| Closed | -$354K |
|
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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.