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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
AIV
126
Aimco
AIV
$374M
$1.09M 0.28%
+192,077
New +$1.12M
FIS icon
127
Fidelity National Information Services
FIS
$20.7B
$1.06M 0.27%
12,524
+3,369
+37% +$282K
LH icon
128
Labcorp
LH
$23.8B
$1.06M 0.27%
8,089
+1,805
+29% +$221K
DG icon
129
Dollar General
DG
$25.4B
$1.04M 0.26%
14,671
+2,478
+20% +$178K
RUN icon
130
Sunrun
RUN
$2.49B
$1.04M 0.26%
+143,075
New +$772K
TEL icon
131
TE Connectivity
TEL
$58B
$1.02M 0.26%
+13,006
New +$995K
FISV
132
Fiserv Inc
FISV
$26.6B
$989K 0.25%
+16,270
New +$984K
H icon
133
Hyatt Hotels
H
$17.2B
$988K 0.25%
17,498
+384
+2% +$21.7K
CCI icon
134
Crown Castle
CCI
$33.4B
$981K 0.25%
+9,808
New +$964K
TMO icon
135
Thermo Fisher Scientific
TMO
$215B
$970K 0.25%
5,580
+1,803
+48% +$303K
VLY icon
136
Valley National Bancorp
VLY
$7.83B
$959K 0.24%
80,693
-21,661
-21% -$254K
DCT
137
DELISTED
DCT Industrial Trust Inc.
DCT
$957K 0.24%
17,946
-40,546
-69% -$2.12M
ASML icon
138
ASML
ASML
$689B
$945K 0.24%
+7,293
New +$966K
SBNY
139
DELISTED
Signature Bank
SBNY
$944K 0.24%
6,557
+2,129
+48% +$302K
T icon
140
AT&T
T
$159B
$939K 0.24%
33,030
-7,348
-18% -$217K
BDX icon
141
Becton Dickinson
BDX
$42.2B
$936K 0.24%
+4,955
New +$905K
XYL icon
142
Xylem
XYL
$27.6B
$917K 0.23%
+16,694
New +$869K
CUZ icon
143
Cousins Properties
CUZ
$5.18B
$900K 0.23%
25,621
+11,683
+84% +$402K
MKC icon
144
McCormick & Company Non-Voting
MKC
$13.7B
$896K 0.23%
18,774
+14,220
+312% +$720K
AMAT icon
145
Applied Materials
AMAT
$446B
$887K 0.23%
+21,403
New +$910K
ACH
146
Accendra Health
ACH
$229M
$879K 0.22%
27,395
+19,973
+269% +$656K
BRO icon
147
Brown & Brown
BRO
$22.2B
$876K 0.22%
40,204
-61,622
-61% -$1.32M
THG icon
148
Hanover Insurance
THG
$7.48B
$872K 0.22%
9,801
+1,091
+13% +$93.8K
ZTS icon
149
Zoetis
ZTS
$31.2B
$862K 0.22%
13,796
-21,795
-61% -$1.29M
APAM icon
150
Artisan Partners
APAM
$2.75B
$851K 0.22%
28,371
-56,529
-67% -$1.62M
4 5
6
7 8

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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.