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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
ARRS
101
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$701K 0.34%
26,990
-35,398
-57% -$1M
TPR icon
102
Tapestry
TPR
$29B
$695K 0.34%
+24,158
New +$747K
LII icon
103
Lennox International
LII
$18.5B
$689K 0.34%
6,082
+4,200
+223% +$493K
CAFD
104
DELISTED
8point3 Energy Partners LP
CAFD
$687K 0.34%
64,744
+42,022
+185% +$639K
AWH
105
DELISTED
Allied World Assurance Co Hld Lt
AWH
$687K 0.34%
17,989
+621
+4% +$25.8K
MO icon
106
Altria Group
MO
$121B
$679K 0.33%
12,481
-4,723
-27% -$253K
HIG icon
107
Hartford Financial Services
HIG
$38.6B
$676K 0.33%
+14,762
New +$682K
XPO icon
108
XPO
XPO
$25.1B
$673K 0.33%
79,808
-703
-0.9% -$9.22K
AMBA icon
109
Ambarella
AMBA
$3.03B
$667K 0.33%
+11,550
New +$1.09M
SHW icon
110
Sherwin-Williams
SHW
$78.9B
$667K 0.33%
+8,928
New +$783K
DINO icon
111
HF Sinclair
DINO
$16.4B
$659K 0.32%
13,486
-251
-2% -$11.9K
SPLS
112
DELISTED
Staples Inc
SPLS
$648K 0.32%
55,196
-36,311
-40% -$511K
LNW
113
DELISTED
Light & Wonder
LNW
$630K 0.31%
60,295
-54,697
-48% -$717K
JNJ icon
114
Johnson & Johnson
JNJ
$615B
$619K 0.3%
6,645
+1,984
+43% +$192K
ACN icon
115
Accenture
ACN
$85.7B
$611K 0.3%
6,219
+892
+17% +$88.5K
ALLE icon
116
Allegion
ALLE
$12B
$611K 0.3%
10,574
+3,896
+58% +$238K
AVDL
117
DELISTED
Avadel Pharmaceuticals
AVDL
$611K 0.3%
+36,331
New +$800K
BA icon
118
Boeing
BA
$164B
$611K 0.3%
4,667
-1,305
-22% -$181K
GT icon
119
Goodyear
GT
$2.14B
$608K 0.3%
+20,736
New +$623K
ESRX
120
DELISTED
Express Scripts Holding Company
ESRX
$607K 0.3%
7,548
-10,604
-58% -$924K
SBAC icon
121
SBA Communications
SBAC
$18.9B
$599K 0.29%
+5,719
New +$666K
MHK icon
122
Mohawk Industries
MHK
$6.73B
$592K 0.29%
3,256
-2,848
-47% -$564K
HON icon
123
Honeywell
HON
$73.8B
$590K 0.29%
6,938
+1,914
+38% +$174K
MGA icon
124
Magna International
MGA
$18.4B
$590K 0.29%
12,291
+1,085
+10% +$56.1K
F icon
125
Ford
F
$57.5B
$589K 0.29%
43,415
-36,898
-46% -$527K
3 4
5
6 7

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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
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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.