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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
JPM icon
151
JPMorgan Chase
JPM
$926B
$734K 0.27%
+11,156
New +$727K
PARA
152
DELISTED
Paramount Global Class B
PARA
$730K 0.27%
+13,386
New +$710K
DST
153
DELISTED
DST Systems Inc.
DST
$714K 0.26%
12,178
-5,136
-30% -$311K
ITT icon
154
ITT
ITT
$17.3B
$708K 0.26%
+19,897
New +$680K
CPRT icon
155
Copart
CPRT
$25.2B
$681K 0.25%
102,728
-64,384
-39% -$411K
XRX icon
156
Xerox
XRX
$348M
$681K 0.25%
25,385
+18,306
+259% +$473K
CNA icon
157
CNA Financial
CNA
$14B
$679K 0.25%
+19,997
New +$649K
LKQ icon
158
LKQ Corp
LKQ
$6.42B
$679K 0.25%
+19,249
New +$667K
INFO
159
DELISTED
IHS Markit Ltd. Common Shares
INFO
$657K 0.24%
+17,612
New +$629K
RUN icon
160
Sunrun
RUN
$2.61B
$654K 0.24%
+104,673
New +$587K
RF icon
161
Regions Financial
RF
$26.3B
$647K 0.24%
66,895
-46,176
-41% -$432K
FAF icon
162
First American
FAF
$7.19B
$646K 0.24%
16,389
-10,377
-39% -$431K
AMG icon
163
Affiliated Managers Group
AMG
$9.16B
$643K 0.24%
4,561
-3,541
-44% -$507K
THG icon
164
Hanover Insurance
THG
$7.45B
$634K 0.23%
+8,404
New +$668K
NWL icon
165
Newell Brands
NWL
$2.29B
$633K 0.23%
+12,173
New +$629K
UVE icon
166
Universal Insurance Holdings
UVE
$1.06B
$619K 0.23%
24,702
-5,945
-19% -$133K
YELP icon
167
Yelp
YELP
$1.36B
$616K 0.23%
14,955
-12,767
-46% -$448K
LII icon
168
Lennox International
LII
$18.5B
$615K 0.23%
+3,938
New +$612K
EMN icon
169
Eastman Chemical
EMN
$7.93B
$610K 0.22%
+9,194
New +$617K
PF
170
DELISTED
Pinnacle Foods, Inc.
PF
$607K 0.22%
+12,198
New +$604K
CAFD
171
DELISTED
8point3 Energy Partners LP
CAFD
$601K 0.22%
+41,472
New +$657K
ALSN icon
172
Allison Transmission
ALSN
$9.87B
$597K 0.22%
+21,246
New +$599K
ZAYO
173
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$597K 0.22%
+20,031
New +$579K
SHW icon
174
Sherwin-Williams
SHW
$78.9B
$595K 0.22%
6,432
-9,789
-60% -$949K
DE icon
175
Deere & Co
DE
$164B
$590K 0.22%
+7,030
New +$575K
5 6
7
8 9

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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.