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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
CLDT
251
Chatham Lodging
CLDT
$633M
$317K 0.12%
+16,370
New +$352K
SBAC icon
252
SBA Communications
SBAC
$18.9B
$314K 0.12%
+2,812
New +$318K
DRH icon
253
Diamondrock Hospitality Co
DRH
$2.64B
$313K 0.11%
34,946
+15,903
+84% +$155K
KCG
254
DELISTED
KCG Holdings, Inc.
KCG
$313K 0.11%
20,360
+3,179
+19% +$46.1K
HRI icon
255
Herc Holdings
HRI
$5.04B
$312K 0.11%
+9,542
New +$320K
RICE
256
DELISTED
Rice Energy Inc.
RICE
$307K 0.11%
+12,203
New +$303K
EBAY icon
257
eBay
EBAY
$49.3B
$305K 0.11%
9,445
+79
+0.8% +$2.38K
SYT
258
DELISTED
Syngenta Ag
SYT
$302K 0.11%
+3,437
New +$283K
GL icon
259
Globe Life
GL
$14.3B
$299K 0.11%
+4,713
New +$296K
STAY
260
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$299K 0.11%
+20,767
New +$302K
ATR icon
261
AptarGroup
ATR
$8.24B
$298K 0.11%
+3,862
New +$302K
HPE icon
262
Hewlett Packard
HPE
$63.7B
$298K 0.11%
22,360
-31,624
-59% -$390K
CL icon
263
Colgate-Palmolive
CL
$73.3B
$295K 0.11%
+4,019
New +$297K
UA icon
264
Under Armour Class C
UA
$3.02B
$292K 0.11%
+8,678
New +$313K
SGEN
265
DELISTED
Seagen Inc. Common Stock
SGEN
$292K 0.11%
+5,478
New +$260K
MOMO
266
Hello Group
MOMO
$876M
$291K 0.11%
12,779
-54,869
-81% -$973K
ETR icon
267
Entergy
ETR
$53.6B
$290K 0.11%
+7,496
New +$298K
GMS
268
DELISTED
GMS Inc
GMS
$290K 0.11%
12,914
-6,604
-34% -$156K
CNC icon
269
Centene
CNC
$32.5B
$288K 0.11%
+8,532
New +$296K
GLPI icon
270
Gaming and Leisure Properties
GLPI
$12.7B
$286K 0.1%
+8,451
New +$292K
GHL
271
DELISTED
Greenhill & Co., Inc.
GHL
$286K 0.1%
12,234
-36,736
-75% -$768K
KATE
272
DELISTED
Kate Spade & Company
KATE
$285K 0.1%
+16,470
New +$319K
BCR
273
DELISTED
CR Bard Inc.
BCR
$285K 0.1%
+1,272
New +$286K
AVT icon
274
Avnet
AVT
$7.39B
$284K 0.1%
+7,001
New +$285K
LSXMK
275
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$284K 0.1%
+11,343
New +$287K
9 10
11
12 13

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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
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
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.