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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 | |
|---|---|---|---|---|---|---|
|
CYNO
301
DELISTED
Cynosure, Inc. Class A
CYNO
| $248K | 0.09% |
+4,901
| New | +$254K |
|
|
CIT
302
DELISTED
CIT Group Inc.
CIT
| $248K | 0.09% |
+6,936
| New | +$242K |
|
|
RAI
303
DELISTED
Reynolds American Inc
RAI
| $246K | 0.09% |
5,229
+1,446
| +38% | +$72.5K |
|
|
SIX
304
DELISTED
Six Flags Entertainment Corp.
SIX
| $245K | 0.09% |
+4,608
| New | +$248K |
|
305
Archer Daniels Midland
ADM
$41.6B
| $242K | 0.09% |
5,832
-3,730
| -39% | -$161K |
|
306
Alexandria Real Estate Equities
ARE
$8.74B
| $242K | 0.09% |
+2,204
| New | +$240K |
|
307
RB Global
RBA
$20.4B
| $240K | 0.09% |
+7,009
| New | +$229K |
|
|
SUM
308
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $237K | 0.09% |
+12,999
| New | +$252K |
|
309
Marvell Technology
MRVL
$187B
| $236K | 0.09% |
17,814
-822
| -4% | -$9.65K |
|
310
Ulta Beauty
ULTA
$20.4B
| $234K | 0.09% |
+985
| New | +$249K |
|
|
KLXI
311
DELISTED
KLX Inc.
KLXI
| $232K | 0.09% |
7,950
-3,906
| -33% | -$112K |
|
|
SLCA
312
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $230K | 0.08% |
+5,072
| New | +$198K |
|
313
Darden Restaurants
DRI
$22.1B
| $227K | 0.08% |
+3,721
| New | +$231K |
|
314
XPO
XPO
$25.2B
| $227K | 0.08% |
+18,051
| New | +$204K |
|
|
WCC
315
WESCO International
WCC
$16.1B
| $225K | 0.08% |
3,682
-15,421
| -81% | -$884K |
|
|
SAGE
316
DELISTED
Sage Therapeutics
SAGE
| $224K | 0.08% |
+4,908
| New | +$200K |
|
317
Constellation Brands
STZ
$22B
| $222K | 0.08% |
+1,358
| New | +$224K |
|
318
Micron Technology
MU
$1.12T
| $220K | 0.08% |
12,549
-974
| -7% | -$14.9K |
|
319
Lamar Advertising Co
LAMR
$16B
| $219K | 0.08% |
+3,368
| New | +$218K |
|
320
CF Industries
CF
$19.3B
| $218K | 0.08% |
9,011
-2,048
| -19% | -$50K |
|
321
First Hawaiian
FHB
$3.47B
| $218K | 0.08% |
+8,186
| New | +$214K |
|
|
SIR
322
DELISTED
SELECT INCOME REIT
SIR
| $215K | 0.08% |
+17,988
| New | +$214K |
|
|
ACH
323
Accendra Health
ACH
$240M
| $211K | 0.08% |
+6,144
| New | +$215K |
|
|
BBT
324
Beacon Financial Corp
BBT
$2.51B
| $209K | 0.08% |
+7,692
| New | +$210K |
|
|
GRMN
325
Garmin
GRMN
$46.2B
| $209K | 0.08% |
+4,347
| New | +$215K |
|
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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.