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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
ASND icon
376
Ascendis Pharma A/S
ASND
$16.7B
– –
-11,925
Closed -$162K
AVDL
377
DELISTED
Avadel Pharmaceuticals
AVDL
– –
-24,232
Closed -$261K
AVGO icon
378
Broadcom
AVGO
$1.86T
– –
-56,640
Closed -$878K
DCH
379
Dauch Corp
DCH
$1.31B
– –
-20,389
Closed -$302K
AZTA icon
380
Azenta
AZTA
$1.26B
– –
-15,700
Closed -$172K
AZO icon
381
AutoZone
AZO
$47.7B
– –
-612
Closed -$485K
BATRA icon
382
Atlanta Braves Holdings Series A
BATRA
$3.51B
– –
-11,016
Closed -$160K
BATRK icon
383
Atlanta Braves Holdings Series B
BATRK
$3.21B
– –
-16,265
Closed -$229K
BCRX icon
384
BioCryst Pharmaceuticals
BCRX
$2.39B
– –
-63,918
Closed -$186K
BEN icon
385
Franklin Resources
BEN
$16.7B
– –
-25,473
Closed -$827K
BMRN icon
386
BioMarin Pharmaceuticals
BMRN
$11.3B
– –
-12,716
Closed -$996K
BMY icon
387
Bristol-Myers Squibb
BMY
$126B
– –
-22,113
Closed -$1.61M
BRKL
388
DELISTED
Brookline Bancorp
BRKL
– –
-11,467
Closed -$124K
BURL icon
389
Burlington
BURL
$21.5B
– –
-11,996
Closed -$786K
BZUN
390
Baozun
BZUN
$143M
– –
-10,524
Closed -$67K
C icon
391
Citigroup
C
$221B
– –
-14,506
Closed -$611K
CFG icon
392
Citizens Financial Group
CFG
$30.1B
– –
-11,869
Closed -$232K
CMTL icon
393
Comtech Telecommunications
CMTL
$54.2M
– –
-14,377
Closed -$178K
VISN
394
Vistance Networks Inc
VISN
$2.7B
– –
-6,840
Closed -$208K
CP icon
395
Canadian Pacific Kansas City
CP
$81.6B
– –
-38,220
Closed -$966K
CSIQ icon
396
Canadian Solar
CSIQ
$1B
– –
-25,421
Closed -$378K
CSR
397
Centerspace
CSR
$932M
– –
-2,272
Closed -$149K
CSTE icon
398
Caesarstone
CSTE
$77.1M
– –
-17,564
Closed -$600K
CVS icon
399
CVS Health
CVS
$136B
– –
-2,293
Closed -$218K
DAKT icon
400
Daktronics
DAKT
$949M
– –
-26,338
Closed -$163K
14 15
16
17 18

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
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.