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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 | |
|---|---|---|---|---|---|---|
376
Rayonier
RYN
$6.48B
| $219K | 0.06% |
+8,468
| New | +$218K |
|
|
MSCC
377
DELISTED
Microsemi Corp
MSCC
| $219K | 0.06% |
+4,686
| New | +$229K |
|
|
WBMD
378
DELISTED
WebMD Health Corp.
WBMD
| $214K | 0.05% |
+3,662
| New | +$204K |
|
379
Piper Sandler
PIPR
$5.15B
| $213K | 0.05% |
+14,156
| New | +$214K |
|
380
Celanese
CE
$5.3B
| $211K | 0.05% |
+2,254
| New | +$201K |
|
381
Genpact
G
$5.09B
| $211K | 0.05% |
+7,573
| New | +$196K |
|
382
Qiagen
QGEN
$8.37B
| $211K | 0.05% |
+5,918
| New | +$200K |
|
|
RPAI
383
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $211K | 0.05% |
17,044
-80,168
| -82% | -$1.05M |
|
384
Comcast
CMCSA
$84B
| $210K | 0.05% |
5,394
-44,695
| -89% | -$1.76M |
|
385
Expedia Group
EXPE
$31.3B
| $210K | 0.05% |
+1,419
| New | +$199K |
|
386
Grupo Aeroportuario del Pacifico
PAC
$12.9B
| $210K | 0.05% |
+1,855
| New | +$194K |
|
387
International Flavors & Fragrances
IFF
$19.7B
| $208K | 0.05% |
1,555
-4,285
| -73% | -$581K |
|
388
Trinity Industries
TRN
$2.87B
| $208K | 0.05% |
+10,223
| New | +$196K |
|
|
FINL
389
DELISTED
Finish Line
FINL
| $208K | 0.05% |
14,353
+446
| +3% | +$6.47K |
|
390
Check Point Software Technologies
CHKP
$13.3B
| $206K | 0.05% |
+1,879
| New | +$203K |
|
|
GWPH
391
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $204K | 0.05% |
+2,041
| New | +$220K |
|
392
Church & Dwight Co
CHD
$23B
| $203K | 0.05% |
+3,920
| New | +$200K |
|
393
Yum! Brands
YUM
$40.7B
| $203K | 0.05% |
+2,761
| New | +$192K |
|
|
NXTM
394
DELISTED
NxStage Medical Inc.
NXTM
| $203K | 0.05% |
+8,236
| New | +$204K |
|
395
D.R. Horton
DHI
$40B
| $202K | 0.05% |
+5,959
| New | +$199K |
|
396
CGI
GIB
$13.8B
| $202K | 0.05% |
+3,953
| New | +$193K |
|
|
CRZO
397
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $202K | 0.05% |
+12,312
| New | +$286K |
|
|
FNSR
398
DELISTED
Finisar Corp
FNSR
| $202K | 0.05% |
+7,714
| New | +$192K |
|
|
SEE
399
DELISTED
Sealed Air
SEE
| $201K | 0.05% |
+4,482
| New | +$198K |
|
|
NUAN
400
DELISTED
Nuance Communications, Inc.
NUAN
| $199K | 0.05% |
+13,061
| New | +$205K |
|
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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.