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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
+157.1%
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 16.45%
2 Consumer Discretionary 16.39%
3 Industrials 14.21%
4 Healthcare 13.45%
5 Energy 7.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SBUX icon
476
Starbucks
SBUX
$119B
– –
-10,600
Closed -$601K
SGMO
477
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-28,176
Closed -$163K
SMTC icon
478
Semtech
SMTC
$13.8B
– –
-11,389
Closed -$265K
SPNT icon
479
SiriusPoint
SPNT
$2.84B
– –
-14,397
Closed -$163K
SPWH icon
480
Sportsman's Warehouse
SPWH
$50.9M
– –
-20,525
Closed -$166K
SPXC icon
481
SPX Corp
SPXC
$9.84B
– –
-31,096
Closed -$455K
STLA icon
482
Stellantis
STLA
$16.1B
– –
-27,529
Closed -$165K
STLD icon
483
Steel Dynamics
STLD
$34.7B
– –
-32,559
Closed -$769K
SXC icon
484
SunCoke Energy
SXC
$877M
– –
-24,248
Closed -$136K
SYF icon
485
Synchrony
SYF
$26B
– –
-40,596
Closed -$1.01M
TECK icon
486
Teck Resources
TECK
$33.9B
– –
-47,809
Closed -$600K
TGI
487
DELISTED
Triumph Group
TGI
– –
-5,950
Closed -$203K
THS
488
DELISTED
Treehouse Foods
THS
– –
-2,414
Closed -$239K
TNDM icon
489
Tandem Diabetes Care
TNDM
$1.38B
– –
-1,469
Closed -$108K
TOUR
490
Tuniu
TOUR
$54.8M
– –
-1,941
Closed -$163K
TPST icon
491
Tempest Therapeutics
TPST
$17M
– –
-10
Closed -$164K
TRIP icon
492
TripAdvisor
TRIP
$1.09B
– –
-9,067
Closed -$579K
TRST
493
Trustco Bank Corp NY
TRST
$986M
– –
-6,615
Closed -$206K
TWO
494
DELISTED
Two Harbors Investment
TWO
– –
-2,432
Closed -$166K
UAL icon
495
United Airlines
UAL
$36.2B
– –
-26,799
Closed -$1.09M
UNIT
496
Uniti Group
UNIT
$2.47B
– –
-8,110
Closed -$229K
UPBD icon
497
Upbound Group
UPBD
$1.11B
– –
-13,356
Closed -$162K
VECO icon
498
Veeco
VECO
$2.73B
– –
-11,553
Closed -$186K
VNCE icon
499
Vince Holding Corp
VNCE
$82.2M
– –
-1,853
Closed -$101K
VNET
500
VNET Group
VNET
$1.81B
– –
-15,659
Closed -$152K
18 19
20
21 22

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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
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

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 19% 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.