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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
MNTA
551
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-15,394
Closed -$163K
WUBA
552
DELISTED
58.com Inc
WUBA
– –
-7,209
Closed -$331K
TLRD
553
DELISTED
Tailored Brands, Inc.
TLRD
– –
-10,439
Closed -$129K
IBKC
554
DELISTED
IBERIABANK Corp
IBKC
– –
-3,629
Closed -$215K
MLNX
555
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-5,647
Closed -$265K
HABT
556
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
– –
-35,429
Closed -$580K
INXN
557
DELISTED
Interxion Holding N.V.
INXN
– –
-5,934
Closed -$214K
PIR
558
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-1,707
Closed -$184K
STI
559
DELISTED
SunTrust Banks, Inc.
STI
– –
-6,701
Closed -$268K
WP
560
DELISTED
Worldpay, Inc.
WP
– –
-18,203
Closed -$1M
TCF
561
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-26,141
Closed -$955K
TVPT
562
DELISTED
Travelport Worldwide Limited
TVPT
– –
-13,091
Closed -$163K
P
563
DELISTED
Pandora Media Inc
P
– –
-13,463
Closed -$169K
TSRO
564
DELISTED
TESARO, Inc.
TSRO
– –
-2,946
Closed -$240K
ESRX
565
DELISTED
Express Scripts Holding Company
ESRX
– –
-11,651
Closed -$882K
LHO
566
DELISTED
LaSalle Hotel Properties
LHO
– –
-8,764
Closed -$204K
AFSI
567
DELISTED
AmTrust Financial Services, Inc.
AFSI
– –
-40,992
Closed -$988K
PX
568
DELISTED
Praxair Inc
PX
– –
-1,972
Closed -$218K
ILG
569
DELISTED
ILG, Inc Common Stock
ILG
– –
-12,110
Closed -$187K
BGC
570
DELISTED
General Cable Corporation
BGC
– –
-13,681
Closed -$172K
LQ
571
DELISTED
La Quinta Holdings Inc.
LQ
– –
-14,731
Closed -$167K
MSCC
572
DELISTED
Microsemi Corp
MSCC
– –
-7,581
Closed -$238K
CAA
573
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-30,475
Closed -$1.1M
BWLD
574
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-11,373
Closed -$1.61M
BETR
575
DELISTED
Amplify Snack Brands, Inc.
BETR
– –
-11,438
Closed -$163K
21 22
23
24 25

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GPC
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CBT
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FSCP
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ECM
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RG
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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.