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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
+7.89%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$273M
AUM Growth
+$58.7M
(+27%)
Cap. Flow
+$46.7M
Cap. Flow
% of AUM
17.11%
Top 10 Holdings %
Top 10 Hldgs %
9.39%
Holding
604
New
195
Increased
84
Reduced
85
Closed
239
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Merck
MRK
|
+$2.41M |
| 2 |
Corning
GLW
|
+$2.35M |
| 3 |
GGP
GGP Inc.
GGP
|
+$2.25M |
| 4 |
Tyson Foods
TSN
|
+$2.23M |
| 5 |
Cintas
CTAS
|
+$2.12M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
RTX Corp
RTX
|
+$1.79M |
| 2 |
lululemon athletica
LULU
|
+$1.64M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$1.61M |
| 4 |
BWLD
Buffalo Wild Wings, Inc.
BWLD
|
+$1.61M |
| 5 |
Las Vegas Sands
LVS
|
+$1.59M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 16.34% |
| 2 | Consumer Discretionary | 15.97% |
| 3 | Industrials | 14.21% |
| 4 | Healthcare | 13.04% |
| 5 | Technology | 7.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Home Depot
HD
$330B
| $371K | 0.14% |
+2,896
| New | +$386K |
|
|
WRK
227
DELISTED
WestRock Company
WRK
| $369K | 0.14% |
7,806
+1,689
| +28% | +$75.4K |
|
|
RSPP
228
DELISTED
RSP Permian, Inc.
RSPP
| $366K | 0.13% |
+9,644
| New | +$357K |
|
229
Dollar General
DG
$26.5B
| $363K | 0.13% |
5,225
-3,309
| -39% | -$280K |
|
|
DISH
230
DELISTED
DISH Network Corp.
DISH
| $362K | 0.13% |
+6,583
| New | +$341K |
|
|
PEI
231
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $362K | 0.13% |
+1,057
| New | +$378K |
|
232
Telefônica Brasil
VIV
$22.4B
| $361K | 0.13% |
+24,907
| New | +$363K |
|
|
PE
233
DELISTED
PARSLEY ENERGY INC
PE
| $361K | 0.13% |
+10,915
| New | +$342K |
|
|
GLBL
234
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
| $357K | 0.13% |
+90,000
| New | +$321K |
|
235
American Express
AXP
$238B
| $350K | 0.13% |
+5,523
| New | +$355K |
|
|
GRA
236
DELISTED
W.R. Grace & Co.
GRA
| $344K | 0.13% |
+4,690
| New | +$354K |
|
237
Reinsurance Group of America
RGA
$15.4B
| $341K | 0.12% |
+3,183
| New | +$325K |
|
238
Carter's
CRI
$1.41B
| $336K | 0.12% |
3,853
-4,210
| -52% | -$423K |
|
|
DHC
239
Diversified Healthcare Trust
DHC
$2.25B
| $334K | 0.12% |
+14,430
| New | +$319K |
|
240
Sunstone Hotel Investors
SHO
$2.19B
| $333K | 0.12% |
+26,277
| New | +$344K |
|
|
ATVI
241
DELISTED
Activision Blizzard
ATVI
| $333K | 0.12% |
7,542
-13,394
| -64% | -$561K |
|
|
SWFT
242
DELISTED
Swift Transportation Company
SWFT
| $331K | 0.12% |
15,508
-34,538
| -69% | -$657K |
|
243
AB InBev
BUD
$160B
| $329K | 0.12% |
+2,505
| New | +$317K |
|
244
Microchip Technology
MCHP
$46.2B
| $328K | 0.12% |
+10,586
| New | +$308K |
|
245
Amazon
AMZN
$2.63T
| $323K | 0.12% |
7,780
-12,520
| -62% | -$479K |
|
246
SLM Corp
SLM
$4.76B
| $323K | 0.12% |
43,949
-92,757
| -68% | -$666K |
|
247
Hartford Financial Services
HIG
$38.6B
| $322K | 0.12% |
+7,604
| New | +$318K |
|
|
AERI
248
DELISTED
Aerie Pharmaceuticals
AERI
| $320K | 0.12% |
+8,485
| New | +$187K |
|
249
Philip Morris
PM
$303B
| $319K | 0.12% |
3,261
-5,813
| -64% | -$582K |
|
|
ANDV
250
DELISTED
Andeavor
ANDV
| $319K | 0.12% |
+4,104
| New | +$316K |
|
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Quantitative Systematic Strategies's Q3 2016 Portfolio in Review
As of Q3 2016, Quantitative Systematic Strategies held 604 positions worth $273M, up 27% from $214M the previous quarter. Its ten largest holdings account for 9.4% of the portfolio.
Quantitative Systematic Strategies deployed $46.7M of net new capital in Q3 2016, opening 195 new positions and adding to 84 existing holdings. Its largest new stake was Corning: 105,219 shares worth $2.48M.
By sector, the portfolio is most concentrated in Financials at 16% of assets, down from 18% a quarter earlier, followed by Consumer Discretionary and Industrials.
On the sell side, the largest reduction was Norwegian Cruise Line, an estimated $1.15M trimmed.
- Quantitative Systematic Strategies's largest Q3 2016 buy was Corning: 105,219 shares worth $2.48M.
- Quantitative Systematic Strategies added most to Merck in Q3 2016, an estimated $2.41M increase.
- Quantitative Systematic Strategies's biggest Q3 2016 reduction was Norwegian Cruise Line, cutting an estimated $1.15M.
- Quantitative Systematic Strategies fully exited RTX Corp in Q3 2016, selling an estimated $1.79M.
- Quantitative Systematic Strategies's ten largest holdings make up 9.4% of its $273M portfolio in Q3 2016.
- Quantitative Systematic Strategies opened 195 new positions and closed 239 in Q3 2016.
- Quantitative Systematic Strategies's portfolio value rose 27% quarter-over-quarter to $273M.
Based on Quantitative Systematic Strategies's 13F filing for Q3 2016, filed 17 Nov 2016.