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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
AAIC
526
DELISTED
Arlington Asset Investment Corp.
AAIC
– –
-13,785
Closed -$177K
NXGN
527
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
– –
-14,755
Closed -$171K
SPPI
528
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-24,942
Closed -$164K
ISEE
529
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-19,051
Closed -$990K
SIOX
530
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
– –
-6,591
Closed -$682K
PRTY
531
DELISTED
Party City Holdco Inc.
PRTY
– –
-12,260
Closed -$169K
CLVS
532
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-49,852
Closed -$751K
TWTR
533
DELISTED
Twitter, Inc.
TWTR
– –
-10,793
Closed -$182K
MNDT
534
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-10,282
Closed -$165K
RDUS
535
DELISTED
Radius Health, Inc.
RDUS
– –
-5,769
Closed -$213K
MTOR
536
DELISTED
MERITOR, Inc.
MTOR
– –
-26,396
Closed -$185K
TVTY
537
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-10,262
Closed -$118K
ISBC
538
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-34,497
Closed -$379K
KRA
539
DELISTED
Kraton Corporation
KRA
– –
-7,813
Closed -$211K
PVG
540
DELISTED
PRETIUM RESOURCES INC.
PVG
– –
-56,818
Closed -$622K
NUAN
541
DELISTED
Nuance Communications, Inc.
NUAN
– –
-12,331
Closed -$164K
CVA
542
DELISTED
Covanta Holding Corporation
CVA
– –
-10,536
Closed -$171K
SNR
543
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
– –
-15,641
Closed -$167K
BPFH
544
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
– –
-14,580
Closed -$167K
CLGX
545
DELISTED
Corelogic, Inc.
CLGX
– –
-13,660
Closed -$521K
WDR
546
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-35,461
Closed -$603K
HTZ
547
DELISTED
Hertz Global Holdings, Inc.
HTZ
– –
-22,773
Closed -$216K
IMMU
548
DELISTED
Immunomedics Inc
IMMU
– –
-217,000
Closed -$497K
TRQ
549
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-7,660
Closed -$252K
MNK
550
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-5,598
Closed -$335K
20 21
22
23 24

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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
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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.