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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
WBC
576
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-3,297
Closed -$400K
AKS
577
DELISTED
AK Steel Holding Corp
AKS
– –
-314,329
Closed -$1.23M
INXN
578
DELISTED
Interxion Holding N.V.
INXN
– –
-32,392
Closed -$892K
PIR
579
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-2,508
Closed -$609K
ACHN
580
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-13,496
Closed -$118K
SRCI
581
DELISTED
SRC Energy Inc
SRCI
– –
-16,139
Closed -$184K
CRZO
582
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-24,093
Closed -$1.18M
HOS
583
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-57,012
Closed -$1.19M
VIAB
584
DELISTED
Viacom Inc. Class B
VIAB
– –
-3,205
Closed -$207K
ORIT
585
DELISTED
Oritani Financial Corp. New
ORIT
– –
-37,360
Closed -$600K
DF
586
DELISTED
Dean Foods Company
DF
– –
-16,547
Closed -$266K
PES
587
DELISTED
Pioneer Energy Services Corp.
PES
– –
-48,285
Closed -$306K
ARRY
588
DELISTED
Array Biopharma Inc
ARRY
– –
-56,657
Closed -$400K
FTD
589
DELISTED
FTD Companies, Inc. Common Stock
FTD
– –
-21,187
Closed -$602K
BRS
590
DELISTED
Bristow Group, Inc.
BRS
– –
-33,989
Closed -$1.81M
WFT
591
DELISTED
Weatherford International plc
WFT
– –
-10,698
Closed -$132K
ULTI
592
DELISTED
Ultimate Software Group Inc
ULTI
– –
-7,748
Closed -$1.27M
RDC
593
DELISTED
Rowan Companies Plc
RDC
– –
-83,026
Closed -$1.72M
ESND
594
DELISTED
Essendant Inc.
ESND
– –
-7,542
Closed -$296K
SCG
595
DELISTED
Scana
SCG
– –
-4,280
Closed -$216K
GOV
596
DELISTED
Government Properties Income Trust
GOV
– –
-45,149
Closed -$842K
SONC
597
DELISTED
Sonic Corp
SONC
– –
-22,136
Closed -$638K
EGN
598
DELISTED
Energen
EGN
– –
-22,368
Closed -$1.5M
JONE
599
DELISTED
Jones Energy, Inc.
JONE
– –
-2,956
Closed -$494K
NYRT
600
DELISTED
New York REIT, Inc.
NYRT
– –
-1,861
Closed -$186K
22 23
24
25 26

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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
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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.