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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
YHOO
1
DELISTED
Yahoo Inc
YHOO
$2.23M 1.1%
77,199
-17,569
-19% -$610K
BMY icon
2
Bristol-Myers Squibb
BMY
$124B
$2.19M 1.08%
37,062
+28,580
+337% +$1.81M
EQT icon
3
EQT Corp
EQT
$33.8B
$2.13M 1.05%
60,434
+31,303
+107% +$1.28M
ZTS icon
4
Zoetis
ZTS
$31.1B
$1.9M 0.94%
46,207
-16,004
-26% -$742K
ANDV
5
DELISTED
Andeavor
ANDV
$1.84M 0.9%
18,851
-10,179
-35% -$989K
LUV icon
6
Southwest Airlines
LUV
$23.3B
$1.77M 0.87%
46,467
+25,369
+120% +$936K
LQ
7
DELISTED
La Quinta Holdings Inc.
LQ
$1.63M 0.8%
103,402
+45,500
+79% +$914K
BURL icon
8
Burlington
BURL
$22.3B
$1.54M 0.76%
30,257
+15,436
+104% +$824K
AMZN icon
9
Amazon
AMZN
$2.63T
$1.53M 0.75%
59,480
+41,640
+233% +$1.05M
C icon
10
Citigroup
C
$222B
$1.49M 0.73%
29,967
+1,192
+4% +$65.1K
HUB.B
11
DELISTED
HUBBELL INC CL-B
HUB.B
$1.48M 0.73%
+17,429
New +$1.74M
GTN icon
12
Gray Television
GTN
$411M
$1.43M 0.71%
+112,536
New +$1.6M
TRN icon
13
Trinity Industries
TRN
$2.87B
$1.41M 0.69%
+86,276
New +$1.64M
CF icon
14
CF Industries
CF
$19.6B
$1.4M 0.69%
31,276
+24,919
+392% +$1.45M
WDC icon
15
Western Digital
WDC
$192B
$1.4M 0.69%
23,377
+15,055
+181% +$905K
STRZA
16
DELISTED
Starz - Series A
STRZA
$1.4M 0.69%
+37,390
New +$1.5M
EW icon
17
Edwards Lifesciences
EW
$48.6B
$1.36M 0.67%
57,588
+28,434
+98% +$686K
META icon
18
Meta Platforms (Facebook)
META
$1.59T
$1.36M 0.67%
15,104
-35,614
-70% -$3.27M
AMG icon
19
Affiliated Managers Group
AMG
$9.16B
$1.36M 0.67%
+7,936
New +$1.56M
CAG icon
20
Conagra Brands
CAG
$7.1B
$1.34M 0.66%
42,535
-68,797
-62% -$2.31M
COST icon
21
Costco
COST
$411B
$1.29M 0.63%
8,919
+3,836
+75% +$547K
FTNT icon
22
Fortinet
FTNT
$114B
$1.26M 0.62%
148,855
+18,775
+14% +$166K
GOOGL icon
23
Alphabet (Google) Class A
GOOGL
$4.17T
$1.26M 0.62%
+39,520
New +$1.27M
BAX icon
24
Baxter International
BAX
$11.2B
$1.26M 0.62%
38,364
-6,065
-14% -$230K
IVZ icon
25
Invesco
IVZ
$13.5B
$1.25M 0.62%
40,057
-47,589
-54% -$1.69M
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.