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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 | |
|---|---|---|---|---|---|---|
326
Altria Group
MO
$120B
| $209K | 0.08% |
+3,308
| New | +$220K |
|
|
LVNTA
327
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $209K | 0.08% |
5,302
-12,978
| -71% | -$506K |
|
|
RHT
328
DELISTED
Red Hat Inc
RHT
| $208K | 0.08% |
+2,584
| New | +$192K |
|
|
ARRS
329
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $207K | 0.08% |
7,307
-5,798
| -44% | -$155K |
|
330
DTE Energy
DTE
$30.8B
| $206K | 0.08% |
+2,603
| New | +$212K |
|
331
Fabrinet
FN
$18.9B
| $206K | 0.08% |
+4,694
| New | +$186K |
|
|
UCB
332
United Community Banks
UCB
$4.14B
| $205K | 0.08% |
+9,966
| New | +$198K |
|
333
Brunswick
BC
$5.2B
| $202K | 0.07% |
4,191
-2,091
| -33% | -$99.8K |
|
334
Sarepta Therapeutics
SRPT
$1.68B
| $202K | 0.07% |
3,312
-7,981
| -71% | -$241K |
|
335
Everest Group
EG
$14.8B
| $201K | 0.07% |
1,054
-467
| -31% | -$87.8K |
|
336
JetBlue
JBLU
$1.82B
| $197K | 0.07% |
11,508
-49,141
| -81% | -$840K |
|
337
FNB Corp
FNB
$6.65B
| $184K | 0.07% |
15,088
+213
| +1% | +$2.63K |
|
|
MRC
338
DELISTED
MRC Global
MRC
| $179K | 0.07% |
11,103
-1,157
| -9% | -$16.6K |
|
339
LXP Industrial Trust
LXP
$3.54B
| $175K | 0.06% |
+3,389
| New | +$179K |
|
|
SFS
340
DELISTED
Smart & Final Stores, Inc.
SFS
| $173K | 0.06% |
13,773
+1,906
| +16% | +$26.4K |
|
341
TIM SA
TIMB
$10.2B
| $163K | 0.06% |
13,349
-84,070
| -86% | -$1.04M |
|
|
WFT
342
DELISTED
Weatherford International plc
WFT
| $162K | 0.06% |
28,477
+17,076
| +150% | +$97K |
|
|
ELGX
343
DELISTED
Endologix Inc
ELGX
| $161K | 0.06% |
1,303
-440
| -25% | -$56.3K |
|
344
Huntington Bancshares
HBAN
$35B
| $160K | 0.06% |
16,525
-5,058
| -23% | -$48.2K |
|
|
OCLR
345
DELISTED
Oclaro Inc.
OCLR
| $150K | 0.06% |
+17,436
| New | +$121K |
|
|
SC
346
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $148K | 0.05% |
12,405
-8,564
| -41% | -$98.9K |
|
347
Boot Barn
BOOT
$4.39B
| $146K | 0.05% |
13,177
-1,749
| -12% | -$18.8K |
|
348
Flex
FLEX
$47.8B
| $141K | 0.05% |
+13,937
| New | +$135K |
|
349
ON Semiconductor
ON
$34.8B
| $138K | 0.05% |
11,388
-12,308
| -52% | -$127K |
|
350
Ovintiv
OVV
$17.4B
| $133K | 0.05% |
+2,632
| New | +$118K |
|
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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.