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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 | |
|---|---|---|---|---|---|---|
201
Phillips 66
PSX
$84.7B
| $630K | 0.16% |
7,696
-568
| -7% | -$44.6K |
|
202
Microchip Technology
MCHP
$43.7B
| $627K | 0.16% |
+16,210
| New | +$637K |
|
203
FedEx
FDX
$74.8B
| $612K | 0.16% |
2,843
-10,183
| -78% | -$2.01M |
|
204
Rithm Capital
RITM
$5.03B
| $612K | 0.16% |
+38,618
| New | +$639K |
|
205
Enovis
ENOV
$1.47B
| $608K | 0.15% |
9,079
+1,826
| +25% | +$125K |
|
206
East-West Bancorp
EWBC
$17.7B
| $606K | 0.15% |
10,354
+129
| +1% | +$7.1K |
|
207
lululemon athletica
LULU
$12.5B
| $599K | 0.15% |
+10,142
| New | +$528K |
|
208
Canadian Pacific Kansas City
CP
$81.8B
| $593K | 0.15% |
+18,475
| New | +$573K |
|
209
Qualcomm
QCOM
$178B
| $581K | 0.15% |
+10,544
| New | +$589K |
|
210
RTX Corp
RTX
$283B
| $580K | 0.15% |
+7,573
| New | +$567K |
|
211
Old Dominion Freight Line
ODFL
$47.7B
| $576K | 0.15% |
+18,198
| New | +$536K |
|
212
PG&E
PCG
$39.3B
| $575K | 0.15% |
8,692
+4,643
| +115% | +$313K |
|
|
ISBC
213
DELISTED
Investors Bancorp, Inc.
ISBC
| $568K | 0.14% |
42,282
+21,253
| +101% | +$291K |
|
214
Five Below
FIVE
$11.3B
| $562K | 0.14% |
11,695
+5,584
| +91% | +$275K |
|
|
DFS
215
DELISTED
Discover Financial Services
DFS
| $561K | 0.14% |
+9,116
| New | +$565K |
|
|
FLG
216
Flagstar Bank National Association
FLG
$6.06B
| $560K | 0.14% |
+14,197
| New | +$564K |
|
217
RPM International
RPM
$13.2B
| $551K | 0.14% |
+10,152
| New | +$543K |
|
218
First American
FAF
$7.1B
| $545K | 0.14% |
12,179
+825
| +7% | +$34.9K |
|
219
Las Vegas Sands
LVS
$30.4B
| $543K | 0.14% |
+8,548
| New | +$512K |
|
220
Zions Bancorporation
ZION
$10B
| $536K | 0.14% |
+12,214
| New | +$503K |
|
|
CHL
221
DELISTED
China Mobile Limited
CHL
| $533K | 0.14% |
10,121
+4,447
| +78% | +$242K |
|
|
BDN
222
Brandywine Realty Trust
BDN
$535M
| $528K | 0.13% |
30,591
-28,404
| -48% | -$488K |
|
223
Ulta Beauty
ULTA
$20.7B
| $522K | 0.13% |
1,824
+744
| +69% | +$217K |
|
224
Arthur J. Gallagher & Co
AJG
$62.4B
| $521K | 0.13% |
+9,141
| New | +$517K |
|
225
Lear
LEA
$7.11B
| $518K | 0.13% |
3,704
-14,690
| -80% | -$2.08M |
|
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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.