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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
BERY
76
DELISTED
Berry Global Group, Inc.
BERY
$1.2M 0.44%
29,633
+5,002
+20% +$196K
IRWD icon
77
Ironwood Pharmaceuticals
IRWD
$639M
$1.19M 0.44%
91,654
+21,565
+31% +$252K
NMBL
78
DELISTED
Nimble Storage, Inc.
NMBL
$1.17M 0.43%
133,260
+47,522
+55% +$376K
GILD icon
79
Gilead Sciences
GILD
$162B
$1.16M 0.43%
14,897
+3,973
+36% +$323K
DCT
80
DELISTED
DCT Industrial Trust Inc.
DCT
$1.16M 0.43%
23,770
+18,529
+354% +$900K
QCOM icon
81
Qualcomm
QCOM
$185B
$1.16M 0.42%
+17,174
New +$1.04M
EQT icon
82
EQT Corp
EQT
$33.8B
$1.15M 0.42%
+30,362
New +$1.2M
MCO icon
83
Moody's
MCO
$85.5B
$1.15M 0.42%
+10,661
New +$1.12M
CME icon
84
CME Group
CME
$90.1B
$1.13M 0.42%
10,831
+138
+1% +$14.4K
SFLY
85
DELISTED
Shutterfly, Inc.
SFLY
$1.13M 0.41%
25,442
+7,531
+42% +$373K
ZBH icon
86
Zimmer Biomet
ZBH
$17.2B
$1.13M 0.41%
+9,080
New +$1.12M
MTG icon
87
MGIC Investment
MTG
$6.14B
$1.12M 0.41%
141,341
+10,329
+8% +$76.8K
BIO icon
88
Bio-Rad Laboratories Class A
BIO
$8.19B
$1.12M 0.41%
+6,904
New +$1.05M
ISRG icon
89
Intuitive Surgical
ISRG
$122B
$1.11M 0.41%
+13,860
New +$1.06M
LLY icon
90
Eli Lilly
LLY
$1.04T
$1.1M 0.4%
13,848
+3,605
+35% +$289K
ZTS icon
91
Zoetis
ZTS
$31.1B
$1.1M 0.4%
21,536
+6,012
+39% +$304K
EXPR
92
DELISTED
Express, Inc.
EXPR
$1.09M 0.4%
4,696
-1,155
-20% -$313K
RVTY icon
93
Revvity
RVTY
$12.3B
$1.09M 0.4%
19,794
+4,911
+33% +$268K
GM icon
94
General Motors
GM
$74.3B
$1.09M 0.4%
34,574
-20,362
-37% -$636K
IART icon
95
Integra LifeSciences
IART
$1.46B
$1.09M 0.4%
26,306
+15,998
+155% +$670K
AGO icon
96
Assured Guaranty
AGO
$3.74B
$1.06M 0.39%
38,648
+7,566
+24% +$204K
CVE icon
97
Cenovus Energy
CVE
$54.1B
$1.06M 0.39%
+74,119
New +$1.06M
EFX icon
98
Equifax
EFX
$20B
$1.04M 0.38%
7,776
-89
-1% -$11.8K
MJN
99
DELISTED
Mead Johnson Nutrition Company
MJN
$1.03M 0.38%
+13,142
New +$1.12M
SE
100
DELISTED
Spectra Energy Corp Wi
SE
$1.03M 0.38%
+24,218
New +$922K
2 3
4
5 6

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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
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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.