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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
NXPI icon
76
NXP Semiconductors
NXPI
$70.4B
$1.86M 0.47%
16,987
-70
-0.4% -$7.5K
BCR
77
DELISTED
CR Bard Inc.
BCR
$1.85M 0.47%
5,876
+4,995
+567% +$1.48M
ZTO icon
78
ZTO Express
ZTO
$18.3B
$1.83M 0.47%
130,428
+108,188
+486% +$1.49M
YELP icon
79
Yelp
YELP
$1.36B
$1.82M 0.46%
+60,794
New +$1.9M
DD icon
80
DuPont de Nemours
DD
$18.9B
$1.8M 0.46%
11,354
-488
-4% -$77.5K
AGO icon
81
Assured Guaranty
AGO
$3.74B
$1.79M 0.45%
42,410
-3,944
-9% -$155K
FMC icon
82
FMC
FMC
$1.48B
$1.79M 0.45%
+28,080
New +$1.81M
RSPP
83
DELISTED
RSP Permian, Inc.
RSPP
$1.79M 0.45%
56,391
+11,484
+26% +$427K
APC
84
DELISTED
Anadarko Petroleum
APC
$1.77M 0.45%
39,087
+1,953
+5% +$104K
VZ icon
85
Verizon
VZ
$185B
$1.75M 0.45%
+39,393
New +$1.83M
NEM icon
86
Newmont
NEM
$102B
$1.75M 0.44%
+54,239
New +$1.83M
FL
87
DELISTED
Foot Locker
FL
$1.75M 0.44%
35,864
+2,577
+8% +$167K
PX
88
DELISTED
Praxair Inc
PX
$1.74M 0.44%
13,225
-3,471
-21% -$445K
NVDA icon
89
NVIDIA
NVDA
$5.14T
$1.74M 0.44%
+473,640
New +$1.5M
QEP
90
DELISTED
QEP RESOURCES, INC.
QEP
$1.73M 0.44%
173,657
+31,410
+22% +$340K
IR icon
91
Ingersoll Rand
IR
$32.7B
$1.72M 0.44%
+80,215
New +$1.79M
ABCO
92
DELISTED
Advisory Board Co
ABCO
$1.72M 0.44%
+33,658
New +$1.69M
FN icon
93
Fabrinet
FN
$18.4B
$1.7M 0.43%
+39,455
New +$1.49M
LLY icon
94
Eli Lilly
LLY
$1.04T
$1.7M 0.43%
20,493
-1,979
-9% -$161K
LW icon
95
Lamb Weston
LW
$6.63B
$1.69M 0.43%
38,362
-4,050
-10% -$178K
BAC icon
96
Bank of America
BAC
$432B
$1.69M 0.43%
+69,419
New +$1.62M
AR icon
97
Antero Resources
AR
$10.9B
$1.68M 0.43%
78,351
+2,257
+3% +$48.4K
GM icon
98
General Motors
GM
$74.3B
$1.68M 0.43%
48,072
-647
-1% -$22K
SPG icon
99
Simon Property Group
SPG
$73.4B
$1.68M 0.43%
+10,308
New +$1.68M
LNG icon
100
Cheniere Energy
LNG
$56B
$1.67M 0.42%
34,124
-1,303
-4% -$62.2K
2 3
4
5 6

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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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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.