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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
CRI icon
26
Carter's
CRI
$1.41B
$1.19M 0.59%
13,156
-2,278
-15% -$228K
AMAT icon
27
Applied Materials
AMAT
$440B
$1.19M 0.58%
80,664
-81,256
-50% -$1.36M
BXLT
28
DELISTED
BAXALTA INC COM STK (DE)
BXLT
$1.17M 0.58%
+37,062
New +$1.28M
TSN icon
29
Tyson Foods
TSN
$20.1B
$1.16M 0.57%
26,991
-22,113
-45% -$943K
WNR
30
DELISTED
Western Refining Inc
WNR
$1.14M 0.56%
+25,840
New +$1.16M
HD icon
31
Home Depot
HD
$330B
$1.13M 0.55%
9,749
+5,815
+148% +$673K
GEN icon
32
Gen Digital
GEN
$15.4B
$1.1M 0.54%
56,803
-45,931
-45% -$988K
STLD icon
33
Steel Dynamics
STLD
$34.4B
$1.09M 0.54%
63,822
+45,992
+258% +$891K
DAL icon
34
Delta Air Lines
DAL
$54.9B
$1.09M 0.53%
24,188
-34,769
-59% -$1.56M
JMEI
35
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
$1.08M 0.53%
10,948
+6,157
+129% +$901K
FTR
36
DELISTED
Frontier Communications Corp.
FTR
$1.07M 0.53%
15,034
-32,355
-68% -$2.45M
PEP icon
37
PepsiCo
PEP
$185B
$1.06M 0.52%
+11,233
New +$1.07M
NKE icon
38
Nike
NKE
$62.6B
$1.05M 0.51%
17,016
-3,200
-16% -$181K
CFG icon
39
Citizens Financial Group
CFG
$30.6B
$1.04M 0.51%
+43,510
New +$1.11M
UNH icon
40
UnitedHealth
UNH
$392B
$1M 0.49%
8,648
+4,425
+105% +$530K
TTWO icon
41
Take-Two Interactive
TTWO
$43.4B
$996K 0.49%
34,817
-9,251
-21% -$275K
SLB icon
42
SLB Ltd
SLB
$71.3B
$995K 0.49%
14,445
-15,742
-52% -$1.25M
DCH
43
Dauch Corp
DCH
$1.35B
$978K 0.48%
+49,035
New +$992K
ANF icon
44
Abercrombie & Fitch
ANF
$4.27B
$973K 0.48%
45,937
-53,197
-54% -$1.08M
FANG icon
45
Diamondback Energy
FANG
$57.1B
$972K 0.48%
15,045
+10,781
+253% +$732K
VFC icon
46
VF Corp
VFC
$6.74B
$969K 0.48%
+15,086
New +$1.03M
SFS
47
DELISTED
Smart & Final Stores, Inc.
SFS
$963K 0.47%
61,489
-3,062
-5% -$51.1K
CMCSA icon
48
Comcast
CMCSA
$84B
$960K 0.47%
33,746
+2,284
+7% +$67.8K
LULU icon
49
lululemon athletica
LULU
$12.9B
$950K 0.47%
+18,759
New +$1.14M
OLN icon
50
Olin
OLN
$2.76B
$942K 0.46%
56,031
+47,185
+533% +$997K
1
2
3 4 5

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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
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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.