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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
SRC
126
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$896K 0.33%
+14,896
New +$886K
OPLN
127
Openlane
OPLN
$4.2B
$895K 0.33%
55,247
-10,386
-16% -$166K
SYNA icon
128
Synaptics
SYNA
$4.71B
$843K 0.31%
+14,822
New +$815K
TT icon
129
Trane Technologies
TT
$105B
$836K 0.31%
12,446
-14,589
-54% -$972K
AMT icon
130
American Tower
AMT
$77.4B
$825K 0.3%
+7,269
New +$831K
TRV icon
131
Travelers Companies
TRV
$77.6B
$825K 0.3%
+7,242
New +$848K
ADP icon
132
Automatic Data Processing
ADP
$97.2B
$824K 0.3%
9,452
+160
+2% +$14.5K
PGR icon
133
Progressive
PGR
$119B
$818K 0.3%
26,161
-7,044
-21% -$229K
FICO icon
134
Fair Isaac
FICO
$28.3B
$817K 0.3%
+6,527
New +$814K
AFL icon
135
Aflac
AFL
$62.9B
$804K 0.29%
22,456
-5,850
-21% -$213K
KEY icon
136
KeyCorp
KEY
$24.8B
$804K 0.29%
66,678
-35,131
-35% -$420K
TCO
137
DELISTED
Taubman Centers Inc.
TCO
$799K 0.29%
+10,684
New +$825K
CUBE icon
138
CubeSmart
CUBE
$9.31B
$797K 0.29%
+28,423
New +$815K
EQY
139
DELISTED
Equity One
EQY
$796K 0.29%
+25,802
New +$814K
CAT icon
140
Caterpillar
CAT
$410B
$795K 0.29%
9,085
-1,448
-14% -$118K
ARMK icon
141
Aramark
ARMK
$14.9B
$793K 0.29%
+28,994
New +$766K
PNC icon
142
PNC Financial Services
PNC
$101B
$784K 0.29%
8,815
-3,172
-26% -$272K
BGS icon
143
B&G Foods
BGS
$291M
$783K 0.29%
+16,040
New +$771K
ALLE icon
144
Allegion
ALLE
$12B
$778K 0.29%
11,395
-12,016
-51% -$846K
CMCSA icon
145
Comcast
CMCSA
$84B
$763K 0.28%
+23,028
New +$766K
EWBC icon
146
East-West Bancorp
EWBC
$18B
$754K 0.28%
20,901
-4,488
-18% -$158K
SBNY
147
DELISTED
Signature Bank
SBNY
$746K 0.27%
6,348
+4,545
+252% +$547K
REG icon
148
Regency Centers
REG
$15.1B
$745K 0.27%
+9,564
New +$773K
FTV icon
149
Fortive
FTV
$18.4B
$742K 0.27%
+23,220
New +$745K
MHK icon
150
Mohawk Industries
MHK
$6.73B
$738K 0.27%
3,712
-1,344
-27% -$276K
4 5
6
7 8

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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
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.