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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
DVAX
451
DELISTED
Dynavax Technologies
DVAX
– –
-11,112
Closed -$66K
EFSC icon
452
Enterprise Financial Services Corp
EFSC
$2.4B
– –
-4,737
Closed -$201K
ELS icon
453
Equity Lifestyle Properties
ELS
$12.7B
– –
-15,980
Closed -$616K
EQIX icon
454
Equinix
EQIX
$101B
– –
-2,271
Closed -$909K
ESGR
455
DELISTED
Enstar Group
ESGR
– –
-1,210
Closed -$231K
FANG icon
456
Diamondback Energy
FANG
$57.1B
– –
-2,223
Closed -$231K
FAST icon
457
Fastenal
FAST
$52B
– –
-33,320
Closed -$429K
FBP icon
458
First Bancorp
FBP
$4.41B
– –
-27,365
Closed -$154K
FLS icon
459
Flowserve
FLS
$8.77B
– –
-7,952
Closed -$384K
FTI icon
460
TechnipFMC
FTI
$29.9B
– –
-19,489
Closed -$471K
GFI icon
461
Gold Fields
GFI
$30.1B
– –
-479,575
Closed -$1.69M
GLW icon
462
Corning
GLW
$133B
– –
-7,792
Closed -$210K
GT icon
463
Goodyear
GT
$2.14B
– –
-50,909
Closed -$1.83M
HMC icon
464
Honda
HMC
$37B
– –
-7,647
Closed -$231K
HRL icon
465
Hormel Foods
HRL
$13.9B
– –
-7,291
Closed -$252K
HSBC icon
466
HSBC
HSBC
$354B
– –
-10,707
Closed -$394K
HSY icon
467
Hershey
HSY
$35B
– –
-5,971
Closed -$652K
HWM icon
468
Howmet Aerospace
HWM
$112B
– –
-12,118
Closed -$245K
INCY icon
469
Incyte
INCY
$23.1B
– –
-1,923
Closed -$258K
INGR icon
470
Ingredion
INGR
$6.46B
– –
-2,475
Closed -$298K
INN
471
Summit Hotel Properties
INN
$761M
– –
-10,250
Closed -$164K
INTU icon
472
Intuit
INTU
$77.8B
– –
-1,935
Closed -$224K
INVH icon
473
Invitation Homes
INVH
$17.5B
– –
-18,937
Closed -$413K
IPG
474
DELISTED
Interpublic Group of Companies
IPG
– –
-25,872
Closed -$636K
KMPR icon
475
Kemper
KMPR
$1.62B
– –
-6,391
Closed -$255K
17 18
19
20 21

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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.