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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 | |
|---|---|---|---|---|---|---|
|
LNW
101
DELISTED
Light & Wonder
LNW
| $1.02M | 0.38% |
91,794
+42,212
| +85% | +$414K |
|
|
AWH
102
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $1.02M | 0.38% |
+25,283
| New | +$999K |
|
|
SEE
103
DELISTED
Sealed Air
SEE
| $1.02M | 0.37% |
+22,378
| New | +$1.05M |
|
104
Accenture
ACN
$85.7B
| $1.02M | 0.37% |
+8,306
| New | +$946K |
|
105
Prudential Financial
PRU
$41.3B
| $1.02M | 0.37% |
12,677
+1,076
| +9% | +$82.5K |
|
106
MetLife
MET
$60B
| $1.01M | 0.37% |
25,965
+8,544
| +49% | +$321K |
|
107
Radian Group
RDN
$5.08B
| $1.01M | 0.37% |
74,678
+14,011
| +23% | +$181K |
|
|
MRO
108
DELISTED
Marathon Oil Corporation
MRO
| $1.01M | 0.37% |
+63,547
| New | +$943K |
|
|
PDCE
109
DELISTED
PDC Energy, Inc.
PDCE
| $1.01M | 0.37% |
+15,164
| New | +$918K |
|
110
AvalonBay Communities
AVB
$27B
| $1M | 0.37% |
+5,585
| New | +$1M |
|
|
IPG
111
DELISTED
Interpublic Group of Companies
IPG
| $998K | 0.37% |
+45,157
| New | +$1.04M |
|
112
Stanley Black & Decker
SWK
$13.9B
| $998K | 0.37% |
8,198
-1,233
| -13% | -$149K |
|
113
Thermo Fisher Scientific
TMO
$196B
| $996K | 0.36% |
+6,367
| New | +$981K |
|
114
Illinois Tool Works
ITW
$78.8B
| $989K | 0.36% |
8,307
+3,842
| +86% | +$446K |
|
|
BNY
115
Bank of New York Mellon
BNY
$110B
| $985K | 0.36% |
25,175
-292
| -1% | -$11.7K |
|
|
TWX
116
DELISTED
Time Warner Inc
TWX
| $979K | 0.36% |
+12,456
| New | +$973K |
|
|
DFS
117
DELISTED
Discover Financial Services
DFS
| $977K | 0.36% |
+17,433
| New | +$999K |
|
118
Expedia Group
EXPE
$31.3B
| $968K | 0.35% |
8,243
+1,212
| +17% | +$137K |
|
119
Welltower
WELL
$173B
| $961K | 0.35% |
12,684
+929
| +8% | +$71.1K |
|
120
Vornado Realty Trust
VNO
$7.24B
| $957K | 0.35% |
+11,659
| New | +$966K |
|
121
Carlisle Companies
CSL
$13.3B
| $951K | 0.35% |
9,317
+3,680
| +65% | +$384K |
|
122
Fidelity National Information Services
FIS
$21B
| $944K | 0.35% |
12,283
-1,217
| -9% | -$95.1K |
|
123
Northern Trust
NTRS
$33.1B
| $939K | 0.34% |
+14,071
| New | +$956K |
|
124
General Dynamics
GD
$101B
| $915K | 0.34% |
+5,879
| New | +$876K |
|
125
Arthur J. Gallagher & Co
AJG
$62.3B
| $900K | 0.33% |
17,882
-4,538
| -20% | -$224K |
|
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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.