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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
HST icon
401
Host Hotels & Resorts
HST
$16.8B
$196K 0.05%
+10,589
New +$194K
ERIC icon
402
Ericsson
ERIC
$31.2B
$189K 0.05%
+26,455
New +$179K
VIAV icon
403
Viavi Solutions
VIAV
$10.4B
$188K 0.05%
17,831
+5,555
+45% +$59.8K
MTOR
404
DELISTED
MERITOR, Inc.
MTOR
$186K 0.05%
+11,298
New +$186K
BRCD
405
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$177K 0.05%
+14,001
New +$176K
INFN
406
DELISTED
Infinera Corporation Common Stock
INFN
$172K 0.04%
+15,799
New +$161K
BKD icon
407
Brookdale Senior Living
BKD
$3.5B
$169K 0.04%
+11,440
New +$158K
MYOV
408
DELISTED
Myovant Sciences Ltd.
MYOV
$165K 0.04%
+13,116
New +$163K
NCMI icon
409
National CineMedia
NCMI
$358M
$159K 0.04%
+2,131
New +$199K
GNMK
410
DELISTED
GenMark Diagnostics, Inc
GNMK
$159K 0.04%
13,147
+2,047
+18% +$26.2K
LQ
411
DELISTED
La Quinta Holdings Inc.
LQ
$153K 0.04%
+10,234
New +$145K
MBT
412
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$150K 0.04%
+18,084
New +$174K
WT icon
413
WisdomTree
WT
$3.05B
$133K 0.03%
+13,090
New +$121K
NXEO
414
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$132K 0.03%
+15,877
New +$140K
VG
415
DELISTED
Vonage Holdings Corporation
VG
$131K 0.03%
19,671
+3,136
+19% +$20.9K
SRC
416
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$128K 0.03%
3,859
-44,222
-92% -$1.66M
GSUM
417
DELISTED
Gridsum Holding Inc.
GSUM
$124K 0.03%
+14,934
New +$168K
OVV icon
418
Ovintiv
OVV
$17B
$118K 0.03%
+2,689
New +$139K
IMMU
419
DELISTED
Immunomedics Inc
IMMU
$117K 0.03%
13,403
-7,771
-37% -$54.6K
FOLD
420
DELISTED
Amicus Therapeutics
FOLD
$109K 0.03%
10,977
-2,479
-18% -$19.9K
LSCC icon
421
Lattice Semiconductor
LSCC
$18.8B
$107K 0.03%
+16,164
New +$111K
ARRY
422
DELISTED
Array Biopharma Inc
ARRY
$106K 0.03%
12,568
+1,103
+10% +$9.02K
SITC icon
423
SITE Centers
SITC
$224M
$94K 0.02%
7,866
-39,748
-83% -$519K
VALE icon
424
Vale
VALE
$63.2B
$90K 0.02%
+10,324
New +$87.7K
SPWH icon
425
Sportsman's Warehouse
SPWH
$44.9M
$86K 0.02%
+15,634
New +$78.7K
15 16
17
18 19

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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.