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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
ORCL icon
1
Oracle
ORCL
$362B
$4.21M 1.07%
83,920
+29,567
+54% +$1.35M
KO icon
2
Coca-Cola
KO
$354B
$3.94M 1%
87,726
-11,179
-11% -$494K
DE icon
3
Deere & Co
DE
$164B
$3.45M 0.88%
28,302
-9,906
-26% -$1.16M
AAL icon
4
American Airlines Group
AAL
$9.78B
$3.26M 0.83%
+65,666
New +$3.05M
CSX icon
5
CSX Corp
CSX
$92.8B
$3.08M 0.78%
171,444
-54,453
-24% -$933K
HD icon
6
Home Depot
HD
$330B
$3M 0.76%
19,718
+2,139
+12% +$328K
FITB
7
Fifth Third Bancorp
FITB
$52.3B
$3M 0.76%
115,048
+50,467
+78% +$1.25M
TJX icon
8
TJX Companies
TJX
$172B
$3M 0.76%
83,650
+49,984
+148% +$1.88M
SWK icon
9
Stanley Black & Decker
SWK
$13.9B
$2.93M 0.75%
20,998
+18,503
+742% +$2.54M
GOOGL icon
10
Alphabet (Google) Class A
GOOGL
$4.17T
$2.86M 0.73%
61,060
+2,640
+5% +$123K
DIS icon
11
Walt Disney
DIS
$166B
$2.86M 0.73%
+27,034
New +$2.96M
MET icon
12
MetLife
MET
$60B
$2.82M 0.72%
57,524
+4,470
+8% +$207K
PVH icon
13
PVH
PVH
$3.69B
$2.82M 0.72%
24,810
+7,961
+47% +$825K
ORI icon
14
Old Republic International
ORI
$10.1B
$2.78M 0.71%
141,470
+7,932
+6% +$158K
C icon
15
Citigroup
C
$222B
$2.76M 0.7%
41,158
+24,548
+148% +$1.51M
DLTR icon
16
Dollar Tree
DLTR
$23.5B
$2.73M 0.69%
+39,015
New +$3.01M
ALK icon
17
Alaska Air
ALK
$4.94B
$2.68M 0.68%
30,076
+979
+3% +$85.8K
MON
18
DELISTED
Monsanto Co
MON
$2.64M 0.67%
22,390
-210
-0.9% -$24.5K
PF
19
DELISTED
Pinnacle Foods, Inc.
PF
$2.64M 0.67%
43,983
+11,606
+36% +$694K
CVX icon
20
Chevron
CVX
$384B
$2.63M 0.67%
25,265
+14,258
+130% +$1.51M
STAY
21
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$2.57M 0.65%
134,092
+13,492
+11% +$242K
AZO icon
22
AutoZone
AZO
$48.5B
$2.57M 0.65%
4,587
-1,483
-24% -$965K
WEN icon
23
Wendy's
WEN
$1.41B
$2.57M 0.65%
+167,404
New +$2.54M
GRMN
24
Garmin
GRMN
$46.4B
$2.56M 0.65%
+50,220
New +$2.57M
BMY icon
25
Bristol-Myers Squibb
BMY
$124B
$2.54M 0.65%
45,451
+13,323
+41% +$725K
1
2 3 4 5

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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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SH
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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.