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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 | |
|---|---|---|---|---|---|---|
301
J.M. Smucker
SJM
$12.4B
| $343K | 0.09% |
2,901
+974
| +51% | +$123K |
|
302
Cummins
CMI
$91.8B
| $342K | 0.09% |
2,133
-5,859
| -73% | -$909K |
|
|
AZUL
303
DELISTED
Azul
AZUL
| $341K | 0.09% |
+16,368
| New | +$365K |
|
304
Arbor Realty Trust
ABR
$960M
| $340K | 0.09% |
+40,429
| New | +$340K |
|
305
Alphabet (Google) Class C
GOOG
$3.88T
| $335K | 0.09% |
+7,300
| New | +$334K |
|
306
JPMorgan Chase
JPM
$926B
| $332K | 0.08% |
+3,640
| New | +$314K |
|
307
Murphy USA
MUSA
$11.6B
| $332K | 0.08% |
4,533
-22,496
| -83% | -$1.57M |
|
|
SGEN
308
DELISTED
Seagen Inc. Common Stock
SGEN
| $331K | 0.08% |
6,219
+2,312
| +59% | +$147K |
|
309
American Water Works
AWK
$26.2B
| $330K | 0.08% |
+4,231
| New | +$333K |
|
310
First Busey Corp
BUSE
$2.47B
| $330K | 0.08% |
+11,108
| New | +$326K |
|
|
TSS
311
DELISTED
Total System Services, Inc.
TSS
| $330K | 0.08% |
5,648
-10,838
| -66% | -$620K |
|
|
FCH
312
DELISTED
Felcor Lodging Trust
FCH
| $329K | 0.08% |
+45,206
| New | +$334K |
|
|
ABB
313
DELISTED
ABB Ltd
ABB
| $324K | 0.08% |
+13,116
| New | +$322K |
|
314
PTC
PTC
$13.2B
| $320K | 0.08% |
+5,764
| New | +$318K |
|
315
Telefônica Brasil
VIV
$22.1B
| $320K | 0.08% |
+23,691
| New | +$341K |
|
|
CLVS
316
DELISTED
Clovis Oncology, Inc.
CLVS
| $319K | 0.08% |
3,466
-671
| -16% | -$41.1K |
|
317
Axalta
AXTA
$6.81B
| $312K | 0.08% |
+9,735
| New | +$311K |
|
318
OGE Energy
OGE
$10.2B
| $297K | 0.08% |
+8,504
| New | +$297K |
|
|
PEI
319
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $295K | 0.08% |
1,712
-535
| -24% | -$99.8K |
|
|
NVRO
320
DELISTED
NEVRO CORP.
NVRO
| $293K | 0.07% |
+4,037
| New | +$323K |
|
321
Amazon
AMZN
$2.52T
| $292K | 0.07% |
+5,980
| New | +$285K |
|
322
American Homes 4 Rent
AMH
$12.1B
| $291K | 0.07% |
+13,019
| New | +$296K |
|
323
Agilent Technologies
A
$39.1B
| $290K | 0.07% |
+4,931
| New | +$281K |
|
|
RP
324
DELISTED
RealPage, Inc.
RP
| $290K | 0.07% |
+8,033
| New | +$287K |
|
325
Marvell Technology
MRVL
$189B
| $288K | 0.07% |
17,107
+673
| +4% | +$10.9K |
|
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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.