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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
HUM icon
51
Humana
HUM
$47.7B
$2.11M 0.54%
8,803
+6,984
+384% +$1.58M
MU icon
52
Micron Technology
MU
$1.08T
$2.11M 0.54%
67,006
+475
+0.7% +$13.9K
AXP icon
53
American Express
AXP
$238B
$2.06M 0.52%
24,607
+13,389
+119% +$1.06M
AAP icon
54
Advance Auto Parts
AAP
$3.35B
$2.05M 0.52%
17,630
+1,056
+6% +$145K
CTRA
55
DELISTED
Coterra Energy
CTRA
$2.04M 0.52%
+82,325
New +$1.94M
GME icon
56
GameStop
GME
$9.69B
$2.04M 0.52%
376,928
+272,072
+259% +$1.54M
RAI
57
DELISTED
Reynolds American Inc
RAI
$2.02M 0.51%
31,076
+892
+3% +$58.3K
VOYA icon
58
Voya Financial
VOYA
$8.93B
$2.01M 0.51%
+53,889
New +$1.96M
HAL icon
59
Halliburton
HAL
$27.6B
$1.97M 0.5%
46,463
+8,198
+21% +$376K
FDC
60
DELISTED
First Data Corporation
FDC
$1.95M 0.5%
105,984
+22,668
+27% +$379K
BABA icon
61
Alibaba
BABA
$279B
$1.95M 0.5%
+13,815
New +$1.71M
KMI icon
62
Kinder Morgan
KMI
$72.3B
$1.95M 0.5%
+102,188
New +$2.03M
COF icon
63
Capital One
COF
$124B
$1.94M 0.49%
+23,720
New +$1.93M
APTV icon
64
Aptiv
APTV
$12.3B
$1.94M 0.49%
22,384
-6,265
-22% -$523K
LEN icon
65
Lennar Class A
LEN
$19.8B
$1.93M 0.49%
+38,437
New +$1.89M
V icon
66
Visa
V
$672B
$1.93M 0.49%
20,434
+7,003
+52% +$650K
NBL
67
DELISTED
Noble Energy, Inc.
NBL
$1.93M 0.49%
+67,239
New +$2.09M
TMUS icon
68
T-Mobile US
TMUS
$207B
$1.92M 0.49%
31,861
+492
+2% +$32.1K
PE
69
DELISTED
PARSLEY ENERGY INC
PE
$1.92M 0.49%
70,526
+61,802
+708% +$1.84M
TRCO
70
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$1.9M 0.48%
+46,595
New +$1.83M
ROST icon
71
Ross Stores
ROST
$76.4B
$1.89M 0.48%
32,934
+17,796
+118% +$1.11M
SFLY
72
DELISTED
Shutterfly, Inc.
SFLY
$1.88M 0.48%
39,516
+1,136
+3% +$56.5K
ATH
73
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$1.88M 0.48%
37,964
-15,666
-29% -$804K
RDN icon
74
Radian Group
RDN
$5.08B
$1.87M 0.48%
+114,635
New +$1.96M
JELD icon
75
JELD-WEN Holding
JELD
$101M
$1.87M 0.47%
+57,461
New +$1.86M
1 2
3
4 5

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
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.