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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
AAP icon
26
Advance Auto Parts
AAP
$3.35B
$1.72M 0.63%
11,731
+10,254
+694% +$1.64M
COST icon
27
Costco
COST
$411B
$1.72M 0.63%
+11,603
New +$1.87M
KRC icon
28
Kilroy Realty
KRC
$4.49B
$1.69M 0.62%
+24,611
New +$1.73M
EW icon
29
Edwards Lifesciences
EW
$48.6B
$1.66M 0.61%
41,823
+16,254
+64% +$612K
SAVE
30
DELISTED
Spirit Airlines, Inc.
SAVE
$1.66M 0.61%
+39,869
New +$1.65M
BABA icon
31
Alibaba
BABA
$279B
$1.64M 0.6%
15,488
+5,694
+58% +$528K
CI icon
32
Cigna
CI
$75.4B
$1.61M 0.59%
+12,281
New +$1.6M
CVX icon
33
Chevron
CVX
$384B
$1.58M 0.58%
15,559
+2,327
+18% +$238K
META icon
34
Meta Platforms (Facebook)
META
$1.59T
$1.55M 0.57%
12,135
+5,569
+85% +$691K
BALL icon
35
Ball Corp
BALL
$16.6B
$1.55M 0.57%
+38,154
New +$1.46M
DKS icon
36
Dick's Sporting Goods
DKS
$18.8B
$1.54M 0.57%
+27,310
New +$1.5M
PXD
37
DELISTED
Pioneer Natural Resource Co.
PXD
$1.54M 0.56%
+8,307
New +$1.41M
APC
38
DELISTED
Anadarko Petroleum
APC
$1.53M 0.56%
+24,404
New +$1.36M
AMAT icon
39
Applied Materials
AMAT
$440B
$1.5M 0.55%
50,743
+16,400
+48% +$458K
MIK
40
DELISTED
Michaels Stores, Inc
MIK
$1.49M 0.54%
61,879
+33,923
+121% +$868K
PRGO icon
41
Perrigo
PRGO
$1.45B
$1.47M 0.54%
+15,807
New +$1.46M
WFM
42
DELISTED
Whole Foods Market Inc
WFM
$1.46M 0.53%
52,067
+29,381
+130% +$904K
USFD icon
43
US Foods
USFD
$21.2B
$1.44M 0.53%
61,640
+52,071
+544% +$1.26M
BAX icon
44
Baxter International
BAX
$11.2B
$1.44M 0.53%
30,573
+12,551
+70% +$592K
SHPG
45
DELISTED
Shire pic
SHPG
$1.42M 0.52%
7,287
+5,942
+442% +$1.16M
BIIB icon
46
Biogen
BIIB
$29.2B
$1.42M 0.52%
4,627
+52
+1% +$15.4K
AME icon
47
Ametek
AME
$54.3B
$1.42M 0.52%
+29,949
New +$1.43M
JWN
48
DELISTED
Nordstrom
JWN
$1.41M 0.52%
+27,462
New +$1.29M
PVH icon
49
PVH
PVH
$3.69B
$1.4M 0.51%
13,076
+4,474
+52% +$463K
CSCO icon
50
Cisco
CSCO
$442B
$1.37M 0.5%
+43,513
New +$1.34M
1
2
3 4 5

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TMNFIC
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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
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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.