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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
APAM icon
51
Artisan Partners
APAM
$2.77B
$1.36M 0.5%
+51,144
New +$1.4M
DUK icon
52
Duke Energy
DUK
$99.7B
$1.36M 0.5%
16,976
+6,496
+62% +$538K
JCI icon
53
Johnson Controls International
JCI
$86.9B
$1.36M 0.5%
+29,532
New +$1.37M
GT icon
54
Goodyear
GT
$2.14B
$1.35M 0.5%
+42,631
New +$1.24M
UNP icon
55
Union Pacific
UNP
$174B
$1.35M 0.49%
14,016
+10,894
+349% +$1.02M
DPZ icon
56
Domino's
DPZ
$10.6B
$1.34M 0.49%
8,817
+2,402
+37% +$351K
NBL
57
DELISTED
Noble Energy, Inc.
NBL
$1.34M 0.49%
37,632
+22,157
+143% +$778K
ALK icon
58
Alaska Air
ALK
$4.95B
$1.3M 0.48%
+19,943
New +$1.31M
ORLY icon
59
O'Reilly Automotive
ORLY
$71.7B
$1.3M 0.48%
69,915
+20,355
+41% +$381K
YHOO
60
DELISTED
Yahoo Inc
YHOO
$1.3M 0.48%
30,478
+8,593
+39% +$352K
M icon
61
Macy's
M
$6.4B
$1.3M 0.48%
35,944
+28,600
+389% +$1.04M
MON
62
DELISTED
Monsanto Co
MON
$1.28M 0.47%
12,555
+4,821
+62% +$506K
QEP
63
DELISTED
QEP RESOURCES, INC.
QEP
$1.26M 0.46%
+65,340
New +$1.2M
AR icon
64
Antero Resources
AR
$10.9B
$1.26M 0.46%
+48,192
New +$1.28M
VOYA icon
65
Voya Financial
VOYA
$8.93B
$1.26M 0.46%
44,470
+13,539
+44% +$370K
BBY icon
66
Best Buy
BBY
$18.4B
$1.26M 0.46%
33,556
-12,425
-27% -$436K
PDCO
67
DELISTED
Patterson Companies, Inc.
PDCO
$1.26M 0.46%
27,647
+14,862
+116% +$703K
FDX icon
68
FedEx
FDX
$75.9B
$1.24M 0.45%
+7,067
New +$1.16M
KSU
69
DELISTED
Kansas City Southern
KSU
$1.24M 0.45%
13,332
+4,790
+56% +$454K
CLR
70
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$1.23M 0.45%
+24,167
New +$1.12M
CHL
71
DELISTED
China Mobile Limited
CHL
$1.23M 0.45%
+19,856
New +$1.22M
EA icon
72
Electronic Arts
EA
$52.4B
$1.22M 0.45%
14,468
+3,550
+33% +$284K
MA icon
73
Mastercard
MA
$470B
$1.21M 0.44%
12,069
+755
+7% +$72.4K
ENH
74
DELISTED
Endurance Specialty Holdings Ltd
ENH
$1.21M 0.44%
+18,409
New +$1.22M
BKD icon
75
Brookdale Senior Living
BKD
$3.5B
$1.2M 0.44%
69,757
+58,078
+497% +$1M
1 2
3
4 5

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
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RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
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.