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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
ABT icon
101
Abbott
ABT
$175B
$1.66M 0.42%
34,063
-5,665
-14% -$256K
PXD
102
DELISTED
Pioneer Natural Resource Co.
PXD
$1.66M 0.42%
10,459
-1,185
-10% -$203K
MCD icon
103
McDonald's
MCD
$187B
$1.62M 0.41%
10,594
-13,976
-57% -$2.02M
ESRX
104
DELISTED
Express Scripts Holding Company
ESRX
$1.59M 0.4%
24,925
+17,582
+239% +$1.1M
ACN icon
105
Accenture
ACN
$85.7B
$1.53M 0.39%
+12,465
New +$1.52M
AVT icon
106
Avnet
AVT
$7.39B
$1.48M 0.38%
+37,906
New +$1.5M
PFE icon
107
Pfizer
PFE
$141B
$1.44M 0.37%
+45,213
New +$1.43M
USB icon
108
US Bancorp
USB
$100B
$1.43M 0.36%
27,572
+11,321
+70% +$583K
CUBE icon
109
CubeSmart
CUBE
$9.31B
$1.41M 0.36%
59,109
+17,266
+41% +$437K
AFL icon
110
Aflac
AFL
$62.9B
$1.4M 0.36%
36,122
+6,860
+23% +$258K
LSTR icon
111
Landstar System
LSTR
$7.13B
$1.4M 0.36%
16,277
+2,222
+16% +$188K
WFM
112
DELISTED
Whole Foods Market Inc
WFM
$1.39M 0.35%
+33,021
New +$1.2M
CME icon
113
CME Group
CME
$90.1B
$1.33M 0.34%
+10,658
New +$1.27M
HON icon
114
Honeywell
HON
$73.8B
$1.33M 0.34%
11,134
+2,281
+26% +$269K
KHC icon
115
Kraft Heinz
KHC
$30.8B
$1.33M 0.34%
15,507
+7,131
+85% +$647K
NTRS icon
116
Northern Trust
NTRS
$21.9B
$1.3M 0.33%
+13,445
New +$1.21M
COL
117
DELISTED
Rockwell Collins
COL
$1.26M 0.32%
12,127
+530
+5% +$54.9K
MDLZ icon
118
Mondelez International
MDLZ
$78.1B
$1.18M 0.3%
+27,254
New +$1.23M
ISRG icon
119
Intuitive Surgical
ISRG
$122B
$1.17M 0.3%
11,268
-4,986
-31% -$479K
TFC icon
120
Truist Financial
TFC
$63.2B
$1.16M 0.3%
25,494
+10,235
+67% +$444K
WSO icon
121
Watsco Inc
WSO
$14.9B
$1.16M 0.3%
7,587
+2,961
+64% +$423K
DRE
122
DELISTED
Duke Realty Corp.
DRE
$1.16M 0.29%
41,832
+11,831
+39% +$332K
OMC icon
123
Omnicom Group
OMC
$22.6B
$1.13M 0.29%
+13,595
New +$1.13M
ADBE icon
124
Adobe
ADBE
$86.8B
$1.12M 0.29%
+7,950
New +$1.09M
MSFT icon
125
Microsoft
MSFT
$2.9T
$1.11M 0.28%
16,273
-16,453
-50% -$1.13M
3 4
5
6 7

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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.