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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
KMX icon
276
CarMax
KMX
$8.15B
$283K 0.1%
5,419
-11,790
-69% -$668K
HDS
277
DELISTED
HD Supply Holdings, Inc.
HDS
$282K 0.1%
+8,958
New +$310K
DAN icon
278
Dana Inc
DAN
$3.02B
$280K 0.1%
+18,442
New +$251K
ENOV icon
279
Enovis
ENOV
$1.53B
$280K 0.1%
+5,330
New +$269K
CAC icon
280
Camden National
CAC
$907M
$279K 0.1%
8,889
-1,043
-11% -$31.6K
LM
281
DELISTED
Legg Mason, Inc.
LM
$277K 0.1%
8,390
+1,055
+14% +$35.1K
CELG
282
DELISTED
Celgene Corp
CELG
$277K 0.1%
2,696
-1,006
-27% -$109K
XLNX
283
DELISTED
Xilinx Inc
XLNX
$276K 0.1%
5,156
-116
-2% -$5.96K
PTHN
284
DELISTED
Patheon N.V.
PTHN
$276K 0.1%
+9,312
New +$255K
NOMD icon
285
Nomad Foods
NOMD
$1.66B
$273K 0.1%
22,855
+2,089
+10% +$21K
CTSH icon
286
Cognizant
CTSH
$20.4B
$272K 0.1%
+5,014
New +$285K
AAL icon
287
American Airlines Group
AAL
$9.78B
$270K 0.1%
7,548
-21,439
-74% -$757K
MOH icon
288
Molina Healthcare
MOH
$11.6B
$270K 0.1%
+4,712
New +$260K
TMX
289
DELISTED
Terminix Global Holdings, Inc.
TMX
$270K 0.1%
+11,910
New +$300K
ALL icon
290
Allstate
ALL
$64.8B
$269K 0.1%
+3,920
New +$270K
KALU icon
291
Kaiser Aluminum
KALU
$2.69B
$267K 0.1%
+3,104
New +$267K
SPNC
292
DELISTED
Spectranetics Corp
SPNC
$267K 0.1%
11,039
-42,542
-79% -$992K
NEM icon
293
Newmont
NEM
$102B
$265K 0.1%
6,797
-1,061
-14% -$44K
HUM icon
294
Humana
HUM
$47.7B
$264K 0.1%
+1,501
New +$260K
ADI icon
295
Analog Devices
ADI
$188B
$263K 0.1%
+4,132
New +$256K
NCLH icon
296
Norwegian Cruise Line
NCLH
$8.87B
$257K 0.09%
6,918
-29,634
-81% -$1.15M
NUVA
297
DELISTED
NuVasive, Inc.
NUVA
$254K 0.09%
3,868
-12,843
-77% -$818K
PFGC icon
298
Performance Food Group
PFGC
$17.5B
$253K 0.09%
+10,423
New +$272K
GPN icon
299
Global Payments
GPN
$21.6B
$250K 0.09%
+3,282
New +$247K
S
300
DELISTED
Sprint Corporation
S
$248K 0.09%
+37,179
New +$220K
10 11
12
13 14

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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
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.