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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
KRC icon
176
Kilroy Realty
KRC
$4.5B
$735K 0.19%
9,797
-28,768
-75% -$2.12M
VNO icon
177
Vornado Realty Trust
VNO
$7.33B
$722K 0.18%
+9,563
New +$741K
ADSW
178
DELISTED
Advanced Disposal Services Inc
ADSW
$721K 0.18%
31,875
+16,623
+109% +$384K
GIS icon
179
General Mills
GIS
$19.1B
$703K 0.18%
12,789
+8,163
+176% +$466K
WDC icon
180
Western Digital
WDC
$195B
$702K 0.18%
+10,141
New +$674K
NDSN icon
181
Nordson
NDSN
$16.3B
$700K 0.18%
+5,873
New +$717K
ALLE icon
182
Allegion
ALLE
$13.6B
$699K 0.18%
8,758
+1,657
+23% +$130K
FTV icon
183
Fortive
FTV
$18.5B
$699K 0.18%
17,627
-5,505
-24% -$217K
SUI icon
184
Sun Communities
SUI
$14.8B
$686K 0.17%
+7,830
New +$671K
DNKN
185
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$686K 0.17%
+12,421
New +$694K
ESNT icon
186
Essent Group
ESNT
$5.9B
$684K 0.17%
+18,385
New +$675K
CHMI
187
Cherry Hill Mortgage Investment Corp
CHMI
$83.4M
$681K 0.17%
36,711
+23,294
+174% +$416K
DD
188
DELISTED
Du Pont De Nemours E I
DD
$681K 0.17%
8,464
-404
-5% -$32.3K
ARE icon
189
Alexandria Real Estate Equities
ARE
$8.64B
$676K 0.17%
5,684
+992
+21% +$115K
CCL icon
190
Carnival Corporation Ltd
CCL
$34.8B
$674K 0.17%
10,345
-36,570
-78% -$2.28M
OPLN
191
Openlane
OPLN
$4.15B
$672K 0.17%
42,515
-1,873
-4% -$30.5K
JACK icon
192
Jack in the Box
JACK
$260M
$656K 0.17%
+6,719
New +$693K
VSAT icon
193
Viasat
VSAT
$10.1B
$654K 0.17%
9,834
+5,289
+116% +$348K
TRQ
194
DELISTED
Turquoise Hill Resources Ltd
TRQ
$650K 0.17%
24,992
-5,642
-18% -$153K
DHR icon
195
Danaher
DHR
$134B
$645K 0.16%
+8,664
New +$649K
APD icon
196
Air Products & Chemicals
APD
$65.7B
$641K 0.16%
4,521
+3,036
+204% +$432K
PDCO
197
DELISTED
Patterson Companies, Inc.
PDCO
$639K 0.16%
+13,428
New +$605K
PGR icon
198
Progressive
PGR
$120B
$635K 0.16%
14,387
-55,093
-79% -$2.29M
TRV icon
199
Travelers Companies
TRV
$78.6B
$634K 0.16%
+5,017
New +$618K
BIO icon
200
Bio-Rad Laboratories Class A
BIO
$8.35B
$630K 0.16%
2,811
-8,226
-75% -$1.79M
6 7
8
9 10

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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.