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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 | |
|---|---|---|---|---|---|---|
451
National CineMedia
NCMI
$358M
| – | – |
-1,171
| Closed | -$174K |
|
452
Nike
NKE
$62.6B
| – | – |
-6,856
| Closed | -$378K |
|
453
Enviri
NVRI
$646M
| – | – |
-26,275
| Closed | -$169K |
|
454
Northwest Bancshares
NWBI
$2.24B
| – | – |
-11,437
| Closed | -$164K |
|
455
Omnicom Group
OMC
$22.6B
| – | – |
-8,579
| Closed | -$687K |
|
456
Old National Bancorp
ONB
$10.1B
| – | – |
-13,628
| Closed | -$167K |
|
457
Oracle
ORCL
$362B
| – | – |
-26,232
| Closed | -$1.06M |
|
458
Bank OZK
OZK
$5.56B
| – | – |
-6,706
| Closed | -$246K |
|
|
PBPB
459
DELISTED
Potbelly
PBPB
| – | – |
-10,968
| Closed | -$137K |
|
460
Pacira BioSciences
PCRX
$1.01B
| – | – |
-7,971
| Closed | -$299K |
|
461
Provident Financial Services
PFS
$3.13B
| – | – |
-26,690
| Closed | -$512K |
|
462
Procter & Gamble
PG
$347B
| – | – |
-7,381
| Closed | -$619K |
|
|
PMT
463
PennyMac Mortgage Investment
PMT
$859M
| – | – |
-60,558
| Closed | -$973K |
|
464
Qorvo
QRVO
$7.89B
| – | – |
-4,031
| Closed | -$220K |
|
465
uniQure
QURE
$2.78B
| – | – |
-23,299
| Closed | -$165K |
|
466
Royal Caribbean
RCL
$76.7B
| – | – |
-11,275
| Closed | -$765K |
|
|
RDUS
467
DELISTED
Radius Recycling
RDUS
| – | – |
-10,384
| Closed | -$163K |
|
468
Robert Half
RHI
$4.16B
| – | – |
-26,705
| Closed | -$978K |
|
469
Rithm Capital
RITM
$5.1B
| – | – |
-12,355
| Closed | -$166K |
|
470
Ralph Lauren
RL
$23B
| – | – |
-2,526
| Closed | -$224K |
|
471
Roper Technologies
ROP
$34B
| – | – |
-4,647
| Closed | -$784K |
|
|
472
RTX Corp
RTX
$262B
| – | – |
-28,314
| Closed | -$1.79M |
|
|
RWT
473
Redwood Trust
RWT
$636M
| – | – |
-11,975
| Closed | -$163K |
|
474
Rayonier Advanced Materials
RYAM
$608M
| – | – |
-12,952
| Closed | -$168K |
|
475
Sabesp
SBS
$20.4B
| – | – |
-94,751
| Closed | -$164K |
|
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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.