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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
SFM icon
51
Sprouts Farmers Market
SFM
$6.95B
$939K 0.46%
44,516
+4,584
+11% +$105K
TMUS icon
52
T-Mobile US
TMUS
$207B
$919K 0.45%
23,078
+16,153
+233% +$644K
UAA icon
53
Under Armour
UAA
$3.1B
$919K 0.45%
19,089
+10,031
+111% +$473K
VSH icon
54
Vishay Intertechnology
VSH
$6.12B
$919K 0.45%
+94,855
New +$1.01M
WFC icon
55
Wells Fargo
WFC
$262B
$916K 0.45%
17,841
+2,949
+20% +$162K
GLOG
56
DELISTED
GASLOG LTD
GLOG
$915K 0.45%
+95,105
New +$1.37M
RTX icon
57
RTX Corp
RTX
$262B
$905K 0.45%
16,165
+5,980
+59% +$368K
PCAR icon
58
PACCAR
PCAR
$69B
$901K 0.44%
+25,932
New +$1.05M
LRCX icon
59
Lam Research
LRCX
$399B
$888K 0.44%
135,890
+18,080
+15% +$132K
MIC
60
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$887K 0.44%
11,904
+7,034
+144% +$561K
RAI
61
DELISTED
Reynolds American Inc
RAI
$878K 0.43%
19,953
+1,257
+7% +$52.1K
TGT icon
62
Target
TGT
$62.6B
$873K 0.43%
+11,091
New +$885K
TIMB icon
63
TIM SA
TIMB
$10.5B
$871K 0.43%
+92,210
New +$1.18M
AET
64
DELISTED
Aetna Inc
AET
$867K 0.43%
7,921
-20,008
-72% -$2.31M
MRD
65
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$864K 0.42%
+49,169
New +$885K
SM icon
66
SM Energy
SM
$7.96B
$852K 0.42%
+26,554
New +$963K
MON
67
DELISTED
Monsanto Co
MON
$842K 0.41%
+9,868
New +$975K
SFLY
68
DELISTED
Shutterfly, Inc.
SFLY
$837K 0.41%
+23,406
New +$977K
AEO icon
69
American Eagle Outfitters
AEO
$2.99B
$809K 0.4%
51,779
+28,671
+124% +$490K
GLW icon
70
Corning
GLW
$133B
$808K 0.4%
+47,262
New +$850K
GLNG icon
71
Golar LNG
GLNG
$5.06B
$796K 0.39%
+28,566
New +$1.11M
FIVE icon
72
Five Below
FIVE
$11.3B
$795K 0.39%
23,662
+8,495
+56% +$309K
V icon
73
Visa
V
$672B
$795K 0.39%
11,408
+2,882
+34% +$206K
BHR
74
Braemar Hotels & Resorts
BHR
$148M
$791K 0.39%
+56,998
New +$812K
HAL icon
75
Halliburton
HAL
$27.6B
$791K 0.39%
22,376
-49,703
-69% -$1.96M
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
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.