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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
-11.05%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$203M
AUM Growth
-$246M
Cap. Flow
-$218M
Cap. Flow %
-107.26%
Top 10 Hldgs %
8.98%
Holding
663
New
170
Increased
76
Reduced
102
Closed
315

Top Buys

Rank Stock Value
1
BMY icon
Bristol-Myers Squibb
BMY
+$1.81M
2
HUB.B
HUBBELL INC CL-B
HUB.B
+$1.74M
3
TRN icon
Trinity Industries
TRN
+$1.64M
4
GTN icon
Gray Television
GTN
+$1.6M
5
AMG icon
Affiliated Managers Group
AMG
+$1.56M

Top Sells

Rank Stock Value
1
CY
Cypress Semiconductor
CY
+$4.29M
2
AROC icon
Archrock
AROC
+$3.63M
3
LEA icon
Lear
LEA
+$3.48M
4
AMP icon
Ameriprise Financial
AMP
+$3.42M
5
META icon
Meta Platforms (Facebook)
META
+$3.27M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 16.28%
2 Financials 12.57%
3 Healthcare 12.01%
4 Industrials 10.37%
5 Technology 10.34%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XEC
301
DELISTED
CIMAREX ENERGY CO
XEC
$288K 0.14%
+2,796
New +$298K
COO icon
302
Cooper Companies
COO
$13.7B
$269K 0.13%
+7,236
New +$300K
FL
303
DELISTED
Foot Locker
FL
$269K 0.13%
+3,731
New +$266K
URBN icon
304
Urban Outfitters
URBN
$5.96B
$269K 0.13%
+9,207
New +$296K
TSCO icon
305
Tractor Supply
TSCO
$15.9B
$265K 0.13%
15,580
-39,245
-72% -$699K
LVNTA
306
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$264K 0.13%
+6,517
New +$264K
TFCFA
307
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$255K 0.13%
+9,448
New +$282K
EA icon
308
Electronic Arts
EA
$52.4B
$252K 0.12%
3,714
-1,234
-25% -$86.5K
RIG icon
309
Transocean
RIG
$5.89B
$251K 0.12%
+19,452
New +$270K
NOC icon
310
Northrop Grumman
NOC
$75.8B
$248K 0.12%
1,494
-4,383
-75% -$735K
PRU icon
311
Prudential Financial
PRU
$40.9B
$248K 0.12%
3,256
-22,557
-87% -$1.89M
MU icon
312
Micron Technology
MU
$1.12T
$247K 0.12%
16,691
-69,801
-81% -$1.2M
LEN icon
313
Lennar Class A
LEN
$19.8B
$244K 0.12%
+5,334
New +$262K
KDP icon
314
Keurig Dr Pepper
KDP
$40.4B
$241K 0.12%
+3,051
New +$239K
IDTI
315
DELISTED
Integrated Device Technology I
IDTI
$237K 0.12%
+11,683
New +$229K
NWL icon
316
Newell Brands
NWL
$2.14B
$236K 0.12%
5,942
-2,731
-31% -$115K
BLD
317
DELISTED
TopBuild
BLD
$234K 0.12%
+7,692
New +$238K
NFX
318
DELISTED
Newfield Exploration
NFX
$229K 0.11%
+6,939
New +$233K
CNC icon
319
Centene
CNC
$31.5B
$227K 0.11%
+8,390
New +$281K
GNCMA
320
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$225K 0.11%
+13,045
New +$229K
LTRPA
321
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$224K 0.11%
9,936
+2,856
+40% +$79K
WCG
322
DELISTED
Wellcare Health Plans, Inc.
WCG
$224K 0.11%
+2,602
New +$228K
FLS icon
323
Flowserve
FLS
$9.16B
$222K 0.11%
5,427
-5,987
-52% -$274K
TER icon
324
Teradyne
TER
$58.5B
$221K 0.11%
+12,281
New +$226K
WBA
325
DELISTED
Walgreens Boots Alliance
WBA
$216K 0.11%
+2,598
New +$235K
11 12
13
14 15

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TMNFIC
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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 2015 Portfolio in Review

As of Q3 2015, Quantitative Systematic Strategies held 663 positions worth $203M, down 55% from $450M the previous quarter. Its ten largest holdings account for 9% of the portfolio.

Quantitative Systematic Strategies withdrew a net $218M in Q3 2015, closing 315 positions and reducing 102 holdings. Its most notable exit was Archrock, an estimated $3.63M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 16% a quarter earlier, followed by Financials and Healthcare.

Against the trend, Quantitative Systematic Strategies opened a new position in HUBBELL INC CL-B worth $1.48M.

  • Quantitative Systematic Strategies's largest Q3 2015 buy was HUBBELL INC CL-B: 17,429 shares worth $1.48M.
  • Quantitative Systematic Strategies added most to Bristol-Myers Squibb in Q3 2015, an estimated $1.81M increase.
  • Quantitative Systematic Strategies's biggest Q3 2015 reduction was Cypress Semiconductor, cutting an estimated $4.29M.
  • Quantitative Systematic Strategies fully exited Archrock in Q3 2015, selling an estimated $3.63M.
  • Quantitative Systematic Strategies's ten largest holdings make up 9% of its $203M portfolio in Q3 2015.
  • Quantitative Systematic Strategies opened 170 new positions and closed 315 in Q3 2015.
  • Quantitative Systematic Strategies's portfolio value fell 55% quarter-over-quarter to $203M.

Based on Quantitative Systematic Strategies's 13F filing for Q3 2015, filed 30 Oct 2015.