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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 | |
|---|---|---|---|---|---|---|
426
Kearny Financial
KRNY
$569M
| – | – |
-13,601
| Closed | -$166K |
|
427
KRONOS Worldwide
KRO
$787M
| – | – |
-22,491
| Closed | -$117K |
|
|
HAPN
428
Happen Inc
HAPN
$2.09B
| – | – |
-26,432
| Closed | -$600K |
|
429
LivaNova
LIVN
$4.27B
| – | – |
-4,274
| Closed | -$208K |
|
430
Lockheed Martin
LMT
$131B
| – | – |
-3,109
| Closed | -$766K |
|
431
Lincoln National
LNC
$7.81B
| – | – |
-5,952
| Closed | -$226K |
|
432
Cheniere Energy
LNG
$57.2B
| – | – |
-16,639
| Closed | -$616K |
|
433
LG Display
LPL
$3.4B
| – | – |
-14,463
| Closed | -$162K |
|
434
Lam Research
LRCX
$401B
| – | – |
-28,260
| Closed | -$232K |
|
435
Lesaka Technologies
LSAK
$397M
| – | – |
-10,696
| Closed | -$104K |
|
|
436
lululemon athletica
LULU
$12.5B
| – | – |
-22,816
| Closed | -$1.64M |
|
437
Lumen
LUMN
$6.71B
| – | – |
-31,632
| Closed | -$903K |
|
|
438
Las Vegas Sands
LVS
$30.2B
| – | – |
-36,450
| Closed | -$1.59M |
|
439
MBIA
MBI
$298M
| – | – |
-24,760
| Closed | -$169K |
|
440
McDonald's
MCD
$187B
| – | – |
-3,173
| Closed | -$379K |
|
441
Medtronic
MDT
$106B
| – | – |
-11,598
| Closed | -$991K |
|
442
Mercer International
MERC
$46.6M
| – | – |
-10,090
| Closed | -$79K |
|
|
MFA
443
MFA Financial
MFA
$925M
| – | – |
-5,773
| Closed | -$166K |
|
444
Magna International
MGA
$18.1B
| – | – |
-17,182
| Closed | -$600K |
|
445
MGM Resorts International
MGM
$11.5B
| – | – |
-32,187
| Closed | -$732K |
|
446
MarketAxess Holdings
MKTX
$4.07B
| – | – |
-1,708
| Closed | -$243K |
|
447
3M
MMM
$87.6B
| – | – |
-4,178
| Closed | -$599K |
|
448
Monster Beverage
MNST
$91.7B
| – | – |
-28,650
| Closed | -$754K |
|
449
Match Group
MTCH
$8.62B
| – | – |
-11,289
| Closed | -$164K |
|
450
Neurocrine Biosciences
NBIX
$17.4B
| – | – |
-7,077
| Closed | -$321K |
|
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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.