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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
Cap. Flow
+$46.7M
Cap. Flow %
17.11%
Top 10 Hldgs %
9.39%
Holding
604
New
195
Increased
84
Reduced
85
Closed
239

Top Buys

Rank Stock Value
1
MRK icon
Merck
MRK
+$2.41M
2
GLW icon
Corning
GLW
+$2.35M
3
GGP
GGP Inc.
GGP
+$2.25M
4
TSN icon
Tyson Foods
TSN
+$2.23M
5
CTAS icon
Cintas
CTAS
+$2.12M

Top Sells

Rank Stock Value
1
RTX icon
RTX Corp
RTX
+$1.79M
2
LULU icon
lululemon athletica
LULU
+$1.64M
3
BMY icon
Bristol-Myers Squibb
BMY
+$1.61M
4
BWLD
Buffalo Wild Wings, Inc.
BWLD
+$1.61M
5
LVS icon
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
BRCD
351
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$127K 0.05%
13,891
-6,160
-31% -$57.4K
OCSL icon
352
Oaktree Specialty Lending
OCSL
$1.02B
$126K 0.05%
+7,287
New +$125K
VLY icon
353
Valley National Bancorp
VLY
$8.01B
$125K 0.05%
13,025
-6,348
-33% -$59.3K
ERIC icon
354
Ericsson
ERIC
$30.6B
$115K 0.04%
+16,256
New +$118K
ANH
355
DELISTED
Anworth Mortgage Asset Corporation
ANH
$112K 0.04%
22,571
-42,151
-65% -$206K
CMRE icon
356
Costamare
CMRE
$1.89B
$108K 0.04%
12,175
-5,388
-31% -$48.3K
RAD
357
DELISTED
Rite Aid Corporation
RAD
$107K 0.04%
707
-579
-45% -$86.4K
PACB icon
358
Pacific Biosciences
PACB
$435M
$106K 0.04%
+11,973
New +$100K
NOK icon
359
Nokia
NOK
$54.3B
$95K 0.03%
16,631
-13,405
-45% -$76.1K
ESI icon
360
Element Solutions
ESI
$9.33B
$90K 0.03%
+11,063
New +$98.7K
INFN
361
DELISTED
Infinera Corporation Common Stock
INFN
$90K 0.03%
+10,154
New +$98.2K
BBG
362
DELISTED
Bill Barrett Corp
BBG
$77K 0.03%
+13,528
New +$80.4K
INVN
363
DELISTED
Invensense Inc
INVN
$77K 0.03%
10,812
-17,214
-61% -$122K
JMEI
364
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
$73K 0.03%
+1,314
New +$62.7K
NNVC icon
365
NanoViricides
NNVC
$35.2M
$17K 0.01%
500
– –
AAOI icon
366
Applied Optoelectronics
AAOI
$8.99B
– –
-15,881
Closed -$165K
AEO icon
367
American Eagle Outfitters
AEO
$2.86B
– –
-52,838
Closed -$828K
AIT icon
368
Applied Industrial Technologies
AIT
$12.7B
– –
-20,906
Closed -$917K
AIV
369
Aimco
AIV
$380M
– –
-38,615
Closed -$223K
AKAM icon
370
Akamai
AKAM
$17.1B
– –
-5,313
Closed -$290K
ALLY icon
371
Ally Financial
ALLY
$13.4B
– –
-10,521
Closed -$168K
AMCX icon
372
AMC Global Media
AMCX
$430M
– –
-3,927
Closed -$225K
ANF icon
373
Abercrombie & Fitch
ANF
$4.04B
– –
-13,816
Closed -$242K
AOS icon
374
A.O. Smith
AOS
$8.2B
– –
-22,656
Closed -$970K
APTV icon
375
Aptiv
APTV
$11.9B
– –
-12,372
Closed -$776K
13 14
15
16 17

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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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.