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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
MAGN
551
Magnera Corp
MAGN
$472M
– –
-2,112
Closed -$609K
BERY
552
DELISTED
Berry Global Group, Inc.
BERY
– –
-29,235
Closed -$879K
PDCO
553
DELISTED
Patterson Companies, Inc.
PDCO
– –
-4,277
Closed -$208K
BIOL
554
DELISTED
Biolase, Inc.
BIOL
– –
-5
Closed -$105K
EXPR
555
DELISTED
Express, Inc.
EXPR
– –
-1,669
Closed -$600K
CIR
556
DELISTED
CIRCOR International, Inc
CIR
– –
-27,925
Closed -$1.5M
RFP
557
DELISTED
Resolute Forest Products Inc.
RFP
– –
-19,082
Closed -$222K
ABMD
558
DELISTED
Abiomed Inc
ABMD
– –
-3,159
Closed -$206K
Y
559
DELISTED
Alleghany Corp
Y
– –
-1,530
Closed -$712K
ENDP
560
DELISTED
Endo International plc
ENDP
– –
-7,654
Closed -$608K
EPZM
561
DELISTED
Epizyme, Inc
EPZM
– –
-23,960
Closed -$535K
CDK
562
DELISTED
CDK Global, Inc.
CDK
– –
-3,765
Closed -$205K
PBCT
563
DELISTED
People's United Financial Inc
PBCT
– –
-12,879
Closed -$210K
SC
564
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-23,483
Closed -$602K
ALXN
565
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-3,393
Closed -$604K
GWPH
566
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-2,541
Closed -$305K
GLUU
567
DELISTED
Glu Mobile Inc.
GLUU
– –
-49,996
Closed -$310K
TIF
568
DELISTED
Tiffany & Co.
TIF
– –
-18,851
Closed -$1.72M
MR
569
DELISTED
Montage Resources Corporation Common Stock
MR
– –
-17,391
Closed -$1.34M
ETFC
570
DELISTED
E*Trade Financial Corporation
ETFC
– –
-21,472
Closed -$631K
LM
571
DELISTED
Legg Mason, Inc.
LM
– –
-20,371
Closed -$1.03M
IBKC
572
DELISTED
IBERIABANK Corp
IBKC
– –
-43,104
Closed -$2.93M
GNC
573
DELISTED
GNC Holdings, Inc.
GNC
– –
-14,521
Closed -$643K
TIVO
574
DELISTED
Tivo Inc
TIVO
– –
-45,477
Closed -$718K
AKRX
575
DELISTED
Akorn Inc
AKRX
– –
-74,084
Closed -$3.16M
21 22
23
24 25

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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
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.