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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 | |
|---|---|---|---|---|---|---|
401
Delta Air Lines
DAL
$53.9B
| – | – |
-15,641
| Closed | -$567K |
|
402
DigitalBridge
DBRG
$2.92B
| – | – |
-4,026
| Closed | -$162K |
|
403
DuPont de Nemours
DD
$18.6B
| – | – |
-2,185
| Closed | -$273K |
|
404
3D Systems Corp
DDD
$430M
| – | – |
-12,667
| Closed | -$172K |
|
|
DX
405
Dynex Capital
DX
$3B
| – | – |
-3,869
| Closed | -$79K |
|
406
Eaton
ETN
$160B
| – | – |
-13,381
| Closed | -$791K |
|
407
Evertec
EVTC
$1.78B
| – | – |
-10,611
| Closed | -$163K |
|
408
Exelixis
EXEL
$14B
| – | – |
-31,047
| Closed | -$242K |
|
|
FISV
409
Fiserv Inc
FISV
$26.5B
| – | – |
-4,694
| Closed | -$250K |
|
|
FL
410
DELISTED
Foot Locker
FL
| – | – |
-18,605
| Closed | -$1.02M |
|
411
FMC
FMC
$1.46B
| – | – |
-5,737
| Closed | -$226K |
|
412
Freshpet
FRPT
$2.87B
| – | – |
-12,640
| Closed | -$116K |
|
413
Gold Fields
GFI
$28.9B
| – | – |
-126,216
| Closed | -$620K |
|
414
GoPro
GPRO
$118M
| – | – |
-15,659
| Closed | -$169K |
|
415
Gray Television
GTN
$393M
| – | – |
-15,718
| Closed | -$171K |
|
416
Heritage Insurance Holdings
HRTG
$784M
| – | – |
-11,012
| Closed | -$130K |
|
417
Hershey
HSY
$34.6B
| – | – |
-3,989
| Closed | -$446K |
|
418
Huntsman Corp
HUN
$2.3B
| – | – |
-15,113
| Closed | -$204K |
|
419
Iovance Biotherapeutics
IOVA
$2.33B
| – | – |
-22,452
| Closed | -$178K |
|
420
Itaú Unibanco
ITUB
$92.3B
| – | – |
-40,539
| Closed | -$168K |
|
421
Invesco Mortgage Capital
IVR
$790M
| – | – |
-1,323
| Closed | -$179K |
|
422
JB Hunt Transport Services
JBHT
$27.4B
| – | – |
-10,351
| Closed | -$826K |
|
423
Jabil
JBL
$33.7B
| – | – |
-10,169
| Closed | -$181K |
|
424
Jones Lang LaSalle
JLL
$14.8B
| – | – |
-2,527
| Closed | -$254K |
|
425
Kinross Gold
KGC
$28.1B
| – | – |
-33,599
| Closed | -$169K |
|
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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.