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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
CST
576
DELISTED
CST Brands, Inc.
CST
– –
-18,058
Closed -$771K
EVER
577
DELISTED
Everbank Financial Corp
EVER
– –
-11,809
Closed -$171K
MPSX
578
DELISTED
Multi Packaging Solutions Intl.
MPSX
– –
-12,789
Closed -$169K
MEET
579
DELISTED
The Meet Group, Inc. Common Stock
MEET
– –
-29,640
Closed -$160K
ISIL
580
DELISTED
Intersil Corp
ISIL
– –
-13,675
Closed -$179K
APOL
581
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-18,474
Closed -$167K
NRF
582
DELISTED
NorthStar Realty Finance Corp.
NRF
– –
-14,481
Closed -$163K
STJ
583
DELISTED
St Jude Medical
STJ
– –
-3,262
Closed -$253K
RDEN
584
DELISTED
ELIZABETH ARDEN INC
RDEN
– –
-12,863
Closed -$176K
EJ
585
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
– –
-26,453
Closed -$172K
FNFG
586
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-104,471
Closed -$1M
CAVM
587
DELISTED
Cavium, Inc.
CAVM
– –
-7,547
Closed -$290K
SIVB
588
DELISTED
SVB Financial Group
SIVB
– –
-11,140
Closed -$1.03M
YELL
589
DELISTED
Yellow Corporation Common Stock
YELL
– –
-18,484
Closed -$161K
MTGE
590
DELISTED
MTGE Investment Corp. Common Stock
MTGE
– –
-10,317
Closed -$161K
CYS
591
DELISTED
CYS Investments Inc.
CYS
– –
-22,651
Closed -$188K
FPO
592
DELISTED
First Potomac Realty Trust
FPO
– –
-12,299
Closed -$113K
FCH
593
DELISTED
Felcor Lodging Trust
FCH
– –
-60,420
Closed -$379K
RPTP
594
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
– –
-92,474
Closed -$495K
MDVN
595
DELISTED
MEDIVATION, INC.
MDVN
– –
-12,667
Closed -$772K
DRII
596
DELISTED
DIAMOND RESORTS INTL, INC
DRII
– –
-26,250
Closed -$786K
AMTG
597
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
– –
-10,851
Closed -$144K
TIVO
598
DELISTED
TIVO INC
TIVO
– –
-16,501
Closed -$163K
MNR
599
DELISTED
Monmouth Real Estate Investment Corp
MNR
– –
-12,334
Closed -$161K
FNSR
600
DELISTED
Finisar Corp
FNSR
– –
-12,814
Closed -$222K
21 22 23
24
25

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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.