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
AKS
426
DELISTED
AK Steel Holding Corp
AKS
$78K 0.02%
+11,558
New +$72.5K
CMRX
427
DELISTED
Chimerix, Inc.
CMRX
$76K 0.02%
+13,960
New +$73.4K
VRAY
428
DELISTED
ViewRay, Inc.
VRAY
$67K 0.02%
+10,564
New +$70.7K
LCTX icon
429
Lineage Cell Therapeutics
LCTX
$277M
$57K 0.01%
+20,574
New +$57.5K
NNVC icon
430
NanoViricides
NNVC
$34.9M
$14K ﹤0.01%
500
– –
ABM icon
431
ABM Industries
ABM
$2.75B
– –
-11,014
Closed -$480K
ACAD icon
432
Acadia Pharmaceuticals
ACAD
$4.27B
– –
-6,069
Closed -$209K
ADP icon
433
Automatic Data Processing
ADP
$97.2B
– –
-5,865
Closed -$601K
AKR icon
434
Acadia Realty Trust
AKR
$2.98B
– –
-16,207
Closed -$487K
AMP icon
435
Ameriprise Financial
AMP
$47.4B
– –
-4,219
Closed -$547K
ANSS
436
DELISTED
Ansys
ANSS
– –
-3,889
Closed -$416K
AON icon
437
Aon
AON
$75.2B
– –
-4,019
Closed -$477K
BAP icon
438
Credicorp
BAP
$31.3B
– –
-4,557
Closed -$744K
BBWI icon
439
Bath & Body Works
BBWI
$4.04B
– –
-18,108
Closed -$689K
BBY icon
440
Best Buy
BBY
$18.4B
– –
-38,196
Closed -$1.88M
BCRX icon
441
BioCryst Pharmaceuticals
BCRX
$2.42B
– –
-13,631
Closed -$115K
CBOE icon
442
Cboe Global Markets
CBOE
$29.5B
– –
-3,605
Closed -$292K
CDNS icon
443
Cadence Design Systems
CDNS
$93B
– –
-6,541
Closed -$205K
CLX icon
444
Clorox
CLX
$11.6B
– –
-3,952
Closed -$533K
CNOB icon
445
Center Bancorp
CNOB
$1.66B
– –
-12,175
Closed -$295K
CPA icon
446
Copa Holdings
CPA
$5.66B
– –
-19,107
Closed -$2.15M
CSCO icon
447
Cisco
CSCO
$442B
– –
-42,176
Closed -$1.43M
DKS icon
448
Dick's Sporting Goods
DKS
$18.8B
– –
-44,661
Closed -$2.17M
DTE icon
449
DTE Energy
DTE
$30.9B
– –
-3,255
Closed -$283K
DUK icon
450
Duke Energy
DUK
$99.7B
– –
-2,656
Closed -$218K
16 17
18
19 20

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.