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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 | |
|---|---|---|---|---|---|---|
151
Caterpillar
CAT
$410B
| $849K | 0.22% |
8,004
-1,002
| -11% | -$102K |
|
152
American International
AIG
$41.5B
| $843K | 0.21% |
+13,280
| New | +$825K |
|
|
BOBE
153
DELISTED
Bob Evans Farms, Inc.
BOBE
| $839K | 0.21% |
+11,695
| New | +$802K |
|
154
Kimberly-Clark
KMB
$36.1B
| $828K | 0.21% |
+6,418
| New | +$835K |
|
155
Southern Company
SO
$108B
| $814K | 0.21% |
16,861
-22,368
| -57% | -$1.12M |
|
|
VRE
156
DELISTED
Veris Residential
VRE
| $811K | 0.21% |
29,755
-55,626
| -65% | -$1.53M |
|
157
Dana Inc
DAN
$3.02B
| $806K | 0.21% |
36,126
+11,172
| +45% | +$227K |
|
158
Estee Lauder
EL
$29.9B
| $805K | 0.2% |
8,415
-10,614
| -56% | -$974K |
|
159
T. Rowe Price
TROW
$24.9B
| $793K | 0.2% |
10,709
-913
| -8% | -$65.3K |
|
160
Union Pacific
UNP
$174B
| $786K | 0.2% |
7,273
+1,032
| +17% | +$113K |
|
|
DOC
161
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $781K | 0.2% |
39,397
-24,546
| -38% | -$498K |
|
162
DXC Technology
DXC
$1.53B
| $779K | 0.2% |
+11,465
| New | +$761K |
|
|
INXN
163
DELISTED
Interxion Holding N.V.
INXN
| $778K | 0.2% |
+17,071
| New | +$737K |
|
164
UnitedHealth
UNH
$392B
| $771K | 0.2% |
4,160
+2,142
| +106% | +$376K |
|
165
Laureate Education
LAUR
$5.05B
| $769K | 0.2% |
+42,798
| New | +$677K |
|
166
Schneider National
SNDR
$6.7B
| $766K | 0.19% |
+34,625
| New | +$684K |
|
167
UDR
UDR
$12.8B
| $758K | 0.19% |
19,336
-19,647
| -50% | -$748K |
|
168
KeyCorp
KEY
$24.8B
| $757K | 0.19% |
40,466
+17,262
| +74% | +$312K |
|
169
Analog Devices
ADI
$188B
| $756K | 0.19% |
+9,727
| New | +$773K |
|
170
Vulcan Materials
VMC
$36B
| $754K | 0.19% |
+5,938
| New | +$746K |
|
171
Healthpeak Properties
DOC
$15.3B
| $750K | 0.19% |
23,450
-3,997
| -15% | -$127K |
|
172
Federated Hermes
FHI
$4.38B
| $749K | 0.19% |
26,893
+4,084
| +18% | +$109K |
|
173
CVS Health
CVS
$138B
| $748K | 0.19% |
9,315
+2,252
| +32% | +$178K |
|
|
HPP
174
Hudson Pacific Properties
HPP
$783M
| $737K | 0.19% |
3,086
-1,001
| -24% | -$240K |
|
|
STL
175
DELISTED
Sterling Bancorp
STL
| $737K | 0.19% |
+31,471
| New | +$721K |
|
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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.