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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
MDT icon
326
Medtronic
MDT
$105B
$215K 0.11%
+3,210
New +$236K
ATRA icon
327
Atara Biotherapeutics
ATRA
$73.6M
$214K 0.11%
+274
New +$334K
DPZ icon
328
Domino's
DPZ
$10.7B
$214K 0.11%
1,983
-8,438
-81% -$938K
JAH
329
DELISTED
JARDEN CORPORATION
JAH
$212K 0.1%
+4,336
New +$229K
VRTX icon
330
Vertex Pharmaceuticals
VRTX
$120B
$211K 0.1%
2,028
-13,991
-87% -$1.8M
SGEN
331
DELISTED
Seagen Inc. Common Stock
SGEN
$209K 0.1%
+5,416
New +$244K
TERP
332
DELISTED
TerraForm Power, Inc
TERP
$208K 0.1%
+14,623
New +$391K
CHS
333
DELISTED
Chicos FAS, Inc.
CHS
$203K 0.1%
+13,163
New +$204K
GLBL
334
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$196K 0.1%
+29,594
New +$287K
RF icon
335
Regions Financial
RF
$26.2B
$192K 0.09%
21,361
-91,701
-81% -$906K
ASNA
336
DELISTED
Ascena Retail Group, Inc.
ASNA
$190K 0.09%
+682
New +$178K
SITC icon
337
SITE Centers
SITC
$224M
$182K 0.09%
+9,201
New +$187K
LQDT icon
338
Liquidity Services
LQDT
$1.17B
$174K 0.09%
+23,519
New +$195K
KND
339
DELISTED
Kindred Healthcare
KND
$167K 0.08%
+11,365
New +$230K
SPNT icon
340
SiriusPoint
SPNT
$2.91B
$163K 0.08%
+12,136
New +$173K
TRQ
341
DELISTED
Turquoise Hill Resources Ltd
TRQ
$158K 0.08%
6,215
+605
+11% +$19.2K
CC icon
342
Chemours
CC
$2.63B
$141K 0.07%
+21,751
New +$228K
JCP
343
DELISTED
J.C. Penney Company, Inc.
JCP
$130K 0.06%
13,960
-225,344
-94% -$2M
AMCC
344
DELISTED
Applied Micro Circuits Corporation New
AMCC
$118K 0.06%
+22,195
New +$130K
ACTG icon
345
Acacia Research
ACTG
$446M
$107K 0.05%
+11,764
New +$106K
CPE
346
DELISTED
Callon Petroleum Company
CPE
$90K 0.04%
+1,240
New +$96.2K
AA icon
347
Alcoa
AA
$11.9B
– –
-54,320
Closed -$1.48M
AAP icon
348
Advance Auto Parts
AAP
$3.22B
– –
-6,672
Closed -$1.06M
AAPL icon
349
Apple
AAPL
$4.72T
– –
-7,208
Closed -$224K
ABUS icon
350
Arbutus Biopharma
ABUS
$883M
– –
-18,404
Closed -$217K
12 13
14
15 16

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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.