We are live on ! Find out more
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
VRA icon
501
Vera Bradley
VRA
$109M
– –
-11,805
Closed -$167K
VRTX icon
502
Vertex Pharmaceuticals
VRTX
$120B
– –
-7,059
Closed -$600K
VSH icon
503
Vishay Intertechnology
VSH
$6.12B
– –
-13,594
Closed -$163K
WHR icon
504
Whirlpool
WHR
$2.41B
– –
-7,508
Closed -$1.23M
WMB icon
505
Williams Companies
WMB
$91.1B
– –
-28,792
Closed -$602K
WSM icon
506
Williams-Sonoma
WSM
$26.2B
– –
-24,568
Closed -$640K
WWD icon
507
Woodward
WWD
$24.1B
– –
-4,218
Closed -$237K
WWW icon
508
Wolverine World Wide
WWW
$1.61B
– –
-10,436
Closed -$209K
XOM icon
509
ExxonMobil
XOM
$640B
– –
-7,433
Closed -$687K
ZUMZ icon
510
Zumiez
ZUMZ
$319M
– –
-11,930
Closed -$168K
PRKS icon
511
United Parks & Resorts
PRKS
$2.13B
– –
-21,897
Closed -$312K
MTUS icon
512
Metallus
MTUS
$832M
– –
-17,985
Closed -$170K
CNH
513
CNH Industrial
CNH
$13.3B
– –
-26,506
Closed -$164K
XYZ
514
Block Inc
XYZ
$46.1B
– –
-17,727
Closed -$165K
QVCGA
515
DELISTED
QVC Group Inc Series A
QVCGA
– –
-773
Closed -$939K
JOYY
516
JOYY Inc
JOYY
$3.65B
– –
-20,197
Closed -$689K
EQC
517
DELISTED
Equity Commonwealth
EQC
– –
-28,587
Closed -$825K
ITCI
518
DELISTED
Intra-Cellular Therapies Inc.
ITCI
– –
-22,102
Closed -$827K
HA
519
DELISTED
Hawaiian Holdings, Inc.
HA
– –
-41,915
Closed -$1.57M
BIG
520
DELISTED
Big Lots, Inc.
BIG
– –
-16,796
Closed -$845K
SPWR
521
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-60,573
Closed -$603K
AEL
522
DELISTED
American Equity Investment Life Holding Company
AEL
– –
-15,984
Closed -$222K
NSTG
523
DELISTED
NanoString Technologies, Inc.
NSTG
– –
-16,872
Closed -$211K
MRTX
524
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
– –
-30,004
Closed -$165K
CHS
525
DELISTED
Chicos FAS, Inc.
CHS
– –
-13,567
Closed -$143K
19 20
21
22 23

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
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.