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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
MRK icon
1
Merck
MRK
$315B
$3.19M 1.17%
53,988
+41,153
+321% +$2.41M
GOOGL icon
2
Alphabet (Google) Class A
GOOGL
$4.17T
$2.79M 1.02%
69,520
+48,580
+232% +$1.9M
V icon
3
Visa
V
$672B
$2.74M 1%
33,433
+12,514
+60% +$1M
HON icon
4
Honeywell
HON
$73.8B
$2.61M 0.96%
24,996
+8,994
+56% +$940K
TJX icon
5
TJX Companies
TJX
$172B
$2.48M 0.91%
67,194
+26,300
+64% +$1.03M
GLW icon
6
Corning
GLW
$133B
$2.48M 0.91%
+105,219
New +$2.35M
WMT icon
7
Walmart Inc
WMT
$870B
$2.4M 0.88%
101,481
+72,597
+251% +$1.76M
YUM icon
8
Yum! Brands
YUM
$40.7B
$2.37M 0.87%
36,695
+24,330
+197% +$1.55M
TMUS icon
9
T-Mobile US
TMUS
$207B
$2.29M 0.84%
49,355
+11,387
+30% +$523K
TSN icon
10
Tyson Foods
TSN
$20.1B
$2.27M 0.83%
+30,371
New +$2.23M
BSX icon
11
Boston Scientific
BSX
$63.9B
$2.22M 0.81%
95,065
+22,906
+32% +$546K
CTAS icon
12
Cintas
CTAS
$80.6B
$2.16M 0.79%
+77,368
New +$2.12M
MSFT icon
13
Microsoft
MSFT
$2.9T
$2.14M 0.78%
+37,316
New +$2.11M
LEA icon
14
Lear
LEA
$7.2B
$2.13M 0.78%
17,854
+10,193
+133% +$1.16M
GGP
15
DELISTED
GGP Inc.
GGP
$2.08M 0.76%
+75,523
New +$2.25M
RPAI
16
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$2.02M 0.74%
+120,354
New +$2.05M
SLB icon
17
SLB Ltd
SLB
$71.3B
$2.02M 0.74%
+26,105
New +$2.07M
SPGI icon
18
S&P Global
SPGI
$127B
$2.02M 0.74%
16,121
+12,576
+355% +$1.51M
ABT icon
19
Abbott
ABT
$175B
$1.93M 0.71%
46,535
+37,118
+394% +$1.59M
HAS icon
20
Hasbro
HAS
$12.6B
$1.9M 0.7%
23,930
+9,152
+62% +$743K
LUV icon
21
Southwest Airlines
LUV
$23.3B
$1.87M 0.68%
+48,899
New +$1.86M
TPR icon
22
Tapestry
TPR
$29B
$1.85M 0.68%
51,063
+11,758
+30% +$466K
CSX icon
23
CSX Corp
CSX
$92.8B
$1.85M 0.68%
+184,671
New +$1.75M
XL
24
DELISTED
XL Group Ltd.
XL
$1.83M 0.67%
54,389
+47,520
+692% +$1.6M
AN icon
25
AutoNation
AN
$6.89B
$1.82M 0.67%
+38,410
New +$1.89M
1
2 3 4 5

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TMNFIC
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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
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.