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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
ABM icon
201
ABM Industries
ABM
$2.75B
$486K 0.18%
+12,353
New +$470K
CSC
202
DELISTED
Computer Sciences
CSC
$483K 0.18%
+9,236
New +$446K
BAC icon
203
Bank of America
BAC
$432B
$480K 0.18%
31,669
+18,940
+149% +$282K
WAB icon
204
Wabtec
WAB
$49B
$480K 0.18%
+6,048
New +$444K
CHRW icon
205
C.H. Robinson
CHRW
$24.4B
$474K 0.17%
+6,742
New +$473K
FITB
206
Fifth Third Bancorp
FITB
$52.3B
$474K 0.17%
23,354
+2,330
+11% +$45K
SAFT icon
207
Safety Insurance
SAFT
$1.06B
$473K 0.17%
7,085
+539
+8% +$35.2K
LBTYA icon
208
Liberty Global Class A
LBTYA
$3.52B
$472K 0.17%
+14,378
New +$456K
TSE
209
DELISTED
Trinseo
TSE
$471K 0.17%
8,222
+2,131
+35% +$113K
KHC icon
210
Kraft Heinz
KHC
$30.8B
$465K 0.17%
5,248
-5,240
-50% -$464K
PSX icon
211
Phillips 66
PSX
$84.8B
$461K 0.17%
5,813
-3,123
-35% -$243K
AMP icon
212
Ameriprise Financial
AMP
$47.4B
$440K 0.16%
4,517
-6,572
-59% -$637K
FCE.A
213
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$436K 0.16%
+18,698
New +$437K
TAP icon
214
Molson Coors Class B
TAP
$7.7B
$432K 0.16%
3,976
+1,896
+91% +$193K
NYRT
215
DELISTED
New York REIT, Inc.
NYRT
$411K 0.15%
+4,487
New +$429K
BDX icon
216
Becton Dickinson
BDX
$42.2B
$408K 0.15%
+2,372
New +$406K
CCEP icon
217
Coca-Cola Europacific Partners
CCEP
$46.8B
$407K 0.15%
+10,424
New +$398K
ALXN
218
DELISTED
Alexion Pharmaceuticals
ALXN
$406K 0.15%
3,380
-6,343
-65% -$816K
NEE icon
219
NextEra Energy
NEE
$186B
$404K 0.15%
+13,076
New +$412K
TSS
220
DELISTED
Total System Services, Inc.
TSS
$403K 0.15%
8,621
-10,540
-55% -$529K
FMBI
221
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$399K 0.15%
20,969
-25,844
-55% -$489K
MAN icon
222
ManpowerGroup
MAN
$2.4B
$384K 0.14%
+5,439
New +$375K
NVRO
223
DELISTED
NEVRO CORP.
NVRO
$383K 0.14%
3,732
+58
+2% +$5.24K
ARRY
224
DELISTED
Array Biopharma Inc
ARRY
$383K 0.14%
+59,989
New +$232K
MAT icon
225
Mattel
MAT
$4.18B
$378K 0.14%
12,273
-14,402
-54% -$471K
7 8
9
10 11

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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.