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
ETFC
351
DELISTED
E*Trade Financial Corporation
ETFC
$249K 0.06%
+6,574
New +$232K
WTS icon
352
Watts Water Technologies
WTS
$11.4B
$243K 0.06%
+3,897
New +$243K
EVHC
353
DELISTED
Envision Healthcare Holdings Inc
EVHC
$240K 0.06%
3,862
-2,222
-37% -$128K
CLGX
354
DELISTED
Corelogic, Inc.
CLGX
$239K 0.06%
+5,513
New +$233K
GGP
355
DELISTED
GGP Inc.
GGP
$238K 0.06%
9,997
-94,510
-90% -$2.18M
EQT icon
356
EQT Corp
EQT
$34B
$237K 0.06%
7,388
-52,647
-88% -$1.67M
VSH icon
357
Vishay Intertechnology
VSH
$6.4B
$237K 0.06%
+14,235
New +$234K
MXIM
358
DELISTED
Maxim Integrated Products
MXIM
$237K 0.06%
+5,337
New +$245K
LNT icon
359
Alliant Energy
LNT
$19.2B
$235K 0.06%
+5,817
New +$235K
ICUI icon
360
ICU Medical
ICUI
$3.91B
$233K 0.06%
+1,349
New +$216K
GRA
361
DELISTED
W.R. Grace & Co.
GRA
$233K 0.06%
3,273
-5,174
-61% -$363K
COHR icon
362
Coherent
COHR
$63.3B
$232K 0.06%
+6,832
New +$221K
SC
363
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$231K 0.06%
+17,950
New +$218K
EMN icon
364
Eastman Chemical
EMN
$7.8B
$230K 0.06%
+2,758
New +$222K
MSI icon
365
Motorola Solutions
MSI
$67.1B
$229K 0.06%
+2,644
New +$224K
MASI
366
DELISTED
Masimo
MASI
$227K 0.06%
+2,491
New +$229K
BSMX
367
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$226K 0.06%
23,704
-10,891
-31% -$101K
AIT icon
368
Applied Industrial Technologies
AIT
$12.7B
$225K 0.06%
+3,875
New +$237K
AVGO icon
369
Broadcom
AVGO
$1.88T
$225K 0.06%
+9,670
New +$224K
AZN icon
370
AstraZeneca
AZN
$260B
$225K 0.06%
3,295
-8,113
-71% -$530K
LVLT
371
DELISTED
Level 3 Communications Inc
LVLT
$225K 0.06%
3,767
-17,493
-82% -$1.05M
BRX icon
372
Brixmor Property Group
BRX
$9.85B
$224K 0.06%
+12,229
New +$237K
LBTYA icon
373
Liberty Global Class A
LBTYA
$3.48B
$222K 0.06%
+7,000
New +$224K
XEL icon
374
Xcel Energy
XEL
$50.3B
$221K 0.06%
+4,800
New +$221K
CNP icon
375
CenterPoint Energy
CNP
$28.8B
$220K 0.06%
+8,033
New +$225K
13 14
15
16 17

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.