We are live on ! Find out more
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
BIIB icon
326
Biogen
BIIB
$29.2B
$287K 0.07%
+1,056
New +$279K
TT icon
327
Trane Technologies
TT
$105B
$287K 0.07%
3,176
-5,418
-63% -$475K
FLIR
328
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$286K 0.07%
+8,241
New +$301K
AMD icon
329
Advanced Micro Devices
AMD
$901B
$285K 0.07%
+22,643
New +$277K
FMX icon
330
Fomento Económico Mexicano
FMX
$44.6B
$282K 0.07%
2,902
-1,576
-35% -$147K
WAT icon
331
Waters Corp
WAT
$36.4B
$279K 0.07%
+1,525
New +$265K
UFCS icon
332
United Fire Group
UFCS
$1.27B
$276K 0.07%
6,209
-2,928
-32% -$127K
TAP icon
333
Molson Coors Class B
TAP
$7.7B
$275K 0.07%
3,176
+458
+17% +$42.4K
TKC icon
334
Turkcell
TKC
$5.11B
$275K 0.07%
+33,776
New +$281K
VWR
335
DELISTED
VWR Corporation
VWR
$274K 0.07%
+8,296
New +$260K
TECH icon
336
Bio-Techne
TECH
$11.2B
$271K 0.07%
+9,236
New +$252K
PLAY icon
337
Dave & Buster's
PLAY
$355M
$270K 0.07%
+4,061
New +$266K
MRSH
338
Marsh
MRSH
$84B
$269K 0.07%
3,461
+118
+4% +$8.91K
DFT
339
DELISTED
DuPont Fabros Technology Inc.
DFT
$268K 0.07%
+4,383
New +$241K
TACO
340
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$266K 0.07%
19,305
-4,638
-19% -$61.4K
DISH
341
DELISTED
DISH Network Corp.
DISH
$266K 0.07%
+4,244
New +$268K
AAMI
342
Acadian Asset Management
AAMI
$2.93B
$264K 0.07%
+17,658
New +$261K
LVNTA
343
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$263K 0.07%
+5,069
New +$265K
IRTC icon
344
iRhythm Holdings
IRTC
$3.49B
$262K 0.07%
+6,200
New +$226K
CAG icon
345
Conagra Brands
CAG
$7.1B
$260K 0.07%
+7,220
New +$280K
KNGT
346
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$258K 0.07%
+6,925
New +$258K
RRC icon
347
Range Resources
RRC
$9.06B
$257K 0.07%
10,911
+1,967
+22% +$49.6K
EFII
348
DELISTED
Electronics for Imaging
EFII
$252K 0.06%
+5,304
New +$253K
NUVA
349
DELISTED
NuVasive, Inc.
NUVA
$251K 0.06%
3,246
+283
+10% +$21.2K
ANF icon
350
Abercrombie & Fitch
ANF
$4.27B
$250K 0.06%
+20,030
New +$247K
12 13
14
15 16

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.