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
(+10%)
Cap. Flow
+$29.5M
Cap. Flow
% of AUM
7.51%
Top 10 Holdings %
Top 10 Hldgs %
8.33%
Holding
565
New
216
Increased
111
Reduced
102
Closed
135
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
American Airlines Group
AAL
|
+$3.05M |
| 2 |
Dollar Tree
DLTR
|
+$3.01M |
| 3 |
Walt Disney
DIS
|
+$2.96M |
| 4 |
O'Reilly Automotive
ORLY
|
+$2.67M |
| 5 |
GRMN
Garmin
GRMN
|
+$2.57M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Dover
DOV
|
+$2.75M |
| 2 |
United Airlines
UAL
|
+$2.39M |
| 3 |
Parker-Hannifin
PH
|
+$2.34M |
| 4 |
Weyerhaeuser
WY
|
+$2.33M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
476
Kosmos Energy
KOS
$1.57B
| – | – |
-11,226
| Closed | -$75K |
|
|
LADR
477
Ladder Capital
LADR
$1.24B
| – | – |
-13,767
| Closed | -$199K |
|
478
Liberty Global Class C
LBTYK
$3.44B
| – | – |
-6,316
| Closed | -$221K |
|
|
HAPN
479
Happen Inc
HAPN
$2.17B
| – | – |
-61,798
| Closed | -$1.7M |
|
480
Lennox International
LII
$18.5B
| – | – |
-3,215
| Closed | -$538K |
|
481
Lowe's Companies
LOW
$115B
| – | – |
-25,717
| Closed | -$2.11M |
|
482
LXP Industrial Trust
LXP
$3.55B
| – | – |
-7,138
| Closed | -$356K |
|
483
Mastercard
MA
$470B
| – | – |
-8,036
| Closed | -$904K |
|
484
Masco
MAS
$15.7B
| – | – |
-9,507
| Closed | -$323K |
|
485
McKesson
MCK
$95.3B
| – | – |
-15,138
| Closed | -$2.24M |
|
486
3M
MMM
$88.1B
| – | – |
-8,651
| Closed | -$1.38M |
|
|
MOMO
487
Hello Group
MOMO
$876M
| – | – |
-5,894
| Closed | -$201K |
|
488
Morgan Stanley
MS
$343B
| – | – |
-5,411
| Closed | -$232K |
|
489
Mettler-Toledo International
MTD
$26B
| – | – |
-501
| Closed | -$240K |
|
490
Neurocrine Biosciences
NBIX
$17.4B
| – | – |
-6,017
| Closed | -$261K |
|
491
Nasdaq
NDAQ
$51.4B
| – | – |
-18,360
| Closed | -$425K |
|
492
NextEra Energy
NEE
$186B
| – | – |
-13,436
| Closed | -$431K |
|
493
Norfolk Southern
NSC
$74.3B
| – | – |
-2,925
| Closed | -$328K |
|
494
Novartis
NVS
$291B
| – | – |
-4,039
| Closed | -$269K |
|
495
PACCAR
PCAR
$69B
| – | – |
-37,499
| Closed | -$1.67M |
|
496
Performance Food Group
PFGC
$17.5B
| – | – |
-16,702
| Closed | -$397K |
|
|
497
Parker-Hannifin
PH
$122B
| – | – |
-14,613
| Closed | -$2.34M |
|
|
PINC
498
DELISTED
Premier
PINC
| – | – |
-8,084
| Closed | -$257K |
|
499
Prologis
PLD
$135B
| – | – |
-14,347
| Closed | -$744K |
|
500
PNC Financial Services
PNC
$101B
| – | – |
-3,535
| Closed | -$425K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.