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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
CADE
226
DELISTED
Cadence Bank
CADE
$514K 0.13%
+16,706
New +$501K
JNPR
227
DELISTED
Juniper Networks
JNPR
$509K 0.13%
+18,300
New +$532K
WAL icon
228
Western Alliance Bancorporation
WAL
$8.97B
$506K 0.13%
10,243
-6,368
-38% -$303K
DVN icon
229
Devon Energy
DVN
$52.3B
$505K 0.13%
15,877
+8,334
+110% +$305K
ARMK icon
230
Aramark
ARMK
$14.9B
$499K 0.13%
16,972
-21,916
-56% -$601K
SFR
231
DELISTED
Starwood Waypoint Homes
SFR
$492K 0.13%
14,498
-1,940
-12% -$66.9K
ROK icon
232
Rockwell Automation
ROK
$51.2B
$491K 0.12%
3,093
-4,717
-60% -$744K
SNV
233
DELISTED
Synovus
SNV
$489K 0.12%
11,025
-2,981
-21% -$125K
UMPQ
234
DELISTED
Umpqua Holdings Corp
UMPQ
$467K 0.12%
+25,363
New +$450K
SUM
235
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$459K 0.12%
16,559
-592
-3% -$15.4K
PK icon
236
Park Hotels & Resorts
PK
$2.94B
$456K 0.12%
+16,909
New +$447K
LOGM
237
DELISTED
LogMein, Inc.
LOGM
$455K 0.12%
+4,329
New +$474K
FRT icon
238
Federal Realty Investment Trust
FRT
$10.8B
$454K 0.12%
+3,554
New +$458K
TTWO icon
239
Take-Two Interactive
TTWO
$42.8B
$453K 0.12%
+6,240
New +$427K
LECO icon
240
Lincoln Electric
LECO
$13.7B
$449K 0.11%
+4,889
New +$440K
SU icon
241
Suncor Energy
SU
$78.4B
$447K 0.11%
+15,203
New +$467K
COP icon
242
ConocoPhillips
COP
$148B
$446K 0.11%
+10,118
New +$472K
PB icon
243
Prosperity Bancshares
PB
$8.63B
$435K 0.11%
+6,740
New +$444K
RUSHA icon
244
Rush Enterprises Class A
RUSHA
$5.93B
$432K 0.11%
+26,354
New +$422K
SHPG
245
DELISTED
Shire pic
SHPG
$431K 0.11%
2,607
-9,322
-78% -$1.63M
AME icon
246
Ametek
AME
$55.2B
$430K 0.11%
7,083
-6,245
-47% -$368K
IVZ icon
247
Invesco
IVZ
$13.3B
$430K 0.11%
12,268
-4,231
-26% -$138K
RTN
248
DELISTED
Raytheon Company
RTN
$430K 0.11%
2,676
+526
+24% +$83.4K
HSIC icon
249
Henry Schein
HSIC
$9.51B
$428K 0.11%
+5,982
New +$417K
MDT icon
250
Medtronic
MDT
$105B
$427K 0.11%
4,819
+1,019
+27% +$85.9K
8 9
10
11 12

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
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.