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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
LSXMA
526
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
– –
-62,571
Closed -$1.76M
GHL
527
DELISTED
Greenhill & Co., Inc.
GHL
– –
-21,086
Closed -$618K
KDNY
528
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
– –
-2,723
Closed -$145K
STOR
529
DELISTED
STORE Capital Corporation
STOR
– –
-25,959
Closed -$621K
CLR
530
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-6,203
Closed -$282K
PVG
531
DELISTED
PRETIUM RESOURCES INC.
PVG
– –
-162,680
Closed -$1.74M
FMBI
532
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-31,649
Closed -$749K
XLNX
533
DELISTED
Xilinx Inc
XLNX
– –
-4,648
Closed -$269K
RDS.A
534
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-29,348
Closed -$1.55M
COR
535
DELISTED
Coresite Realty Corporation
COR
– –
-3,144
Closed -$283K
XEC
536
DELISTED
CIMAREX ENERGY CO
XEC
– –
-3,083
Closed -$368K
CTB
537
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-12,913
Closed -$572K
OXFD
538
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
– –
-10,097
Closed -$156K
WPX
539
DELISTED
WPX Energy, Inc.
WPX
– –
-14,899
Closed -$199K
TIF
540
DELISTED
Tiffany & Co.
TIF
– –
-2,606
Closed -$248K
TCO
541
DELISTED
Taubman Centers Inc.
TCO
– –
-10,721
Closed -$708K
HDS
542
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-24,368
Closed -$1M
GPOR
543
DELISTED
Gulfport Energy Corp.
GPOR
– –
-10,551
Closed -$182K
IBKC
544
DELISTED
IBERIABANK Corp
IBKC
– –
-7,913
Closed -$626K
HABT
545
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
– –
-22,494
Closed -$398K
ORIT
546
DELISTED
Oritani Financial Corp. New
ORIT
– –
-13,476
Closed -$229K
VSM
547
DELISTED
Versum Materials, Inc.
VSM
– –
-9,239
Closed -$283K
LEXEA
548
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
– –
-6,802
Closed -$310K
USG
549
DELISTED
Usg
USG
– –
-11,590
Closed -$368K
TFCFA
550
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-55,925
Closed -$1.81M
19 20 21
22
23

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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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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.