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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 | |
|---|---|---|---|---|---|---|
|
WP
276
DELISTED
Worldpay, Inc.
WP
| $387K | 0.1% |
+6,115
| New | +$384K |
|
277
Associated Banc-Corp
ASB
$5.7B
| $386K | 0.1% |
15,308
-7,170
| -32% | -$176K |
|
278
First Citizens BancShares
FCNCA
$25B
| $384K | 0.1% |
+1,026
| New | +$355K |
|
|
BBL
279
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $384K | 0.1% |
+12,428
| New | +$382K |
|
280
Mid-America Apartment Communities
MAA
$15.4B
| $382K | 0.1% |
3,622
-6,408
| -64% | -$660K |
|
|
WBC
281
DELISTED
WABCO HOLDINGS INC.
WBC
| $381K | 0.1% |
+2,998
| New | +$359K |
|
|
MDP
282
DELISTED
Meredith Corporation
MDP
| $380K | 0.1% |
+6,419
| New | +$375K |
|
283
eBay
EBAY
$48.1B
| $377K | 0.1% |
10,929
-43,931
| -80% | -$1.5M |
|
284
SEI Investments
SEIC
$11.7B
| $372K | 0.09% |
+6,931
| New | +$357K |
|
285
NetEase
NTES
$76.8B
| $371K | 0.09% |
+6,140
| New | +$352K |
|
286
CarMax
KMX
$8.28B
| $368K | 0.09% |
5,911
-29,302
| -83% | -$1.77M |
|
287
Colgate-Palmolive
CL
$71.8B
| $367K | 0.09% |
4,951
+767
| +18% | +$56.9K |
|
288
SL Green Realty
SLG
$3.81B
| $363K | 0.09% |
3,542
+519
| +17% | +$52.9K |
|
|
AMTD
289
DELISTED
TD Ameritrade Holding Corp
AMTD
| $361K | 0.09% |
8,472
+996
| +13% | +$38.7K |
|
290
Zumiez
ZUMZ
$313M
| $360K | 0.09% |
+29,651
| New | +$453K |
|
291
ServiceNow
NOW
$98.1B
| $354K | 0.09% |
+16,745
| New | +$328K |
|
|
TWTR
292
DELISTED
Twitter, Inc.
TWTR
| $352K | 0.09% |
+19,927
| New | +$339K |
|
|
BERY
293
DELISTED
Berry Global Group, Inc.
BERY
| $351K | 0.09% |
6,764
-43,076
| -86% | -$2.15M |
|
294
Northrop Grumman
NOC
$76.7B
| $350K | 0.09% |
1,370
-1,154
| -46% | -$289K |
|
|
GPT
295
DELISTED
Gramercy Property Trust
GPT
| $350K | 0.09% |
+11,833
| New | +$341K |
|
296
Allison Transmission
ALSN
$9.88B
| $349K | 0.09% |
+9,356
| New | +$349K |
|
297
Brown-Forman Class B
BF.B
$11.9B
| $349K | 0.09% |
+11,189
| New | +$351K |
|
298
Banc of California
BANC
$3.23B
| $348K | 0.09% |
+16,102
| New | +$340K |
|
299
Assurant
AIZ
$13.4B
| $347K | 0.09% |
+3,334
| New | +$332K |
|
300
Dominion Energy
D
$62.8B
| $347K | 0.09% |
+4,506
| New | +$354K |
|
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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.