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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
PF
601
DELISTED
Pinnacle Foods, Inc.
PF
– –
-11,032
Closed -$501K
GPT
602
DELISTED
Gramercy Property Trust
GPT
– –
-3,358
Closed -$235K
FINL
603
DELISTED
Finish Line
FINL
– –
-97,206
Closed -$2.7M
CAA
604
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-3,555
Closed -$157K
SCMP
605
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
– –
-14,127
Closed -$228K
PKY
606
DELISTED
Parkway, Inc.
PKY
– –
-57,648
Closed -$1M
PRXL
607
DELISTED
Parexel International Corp
PRXL
– –
-3,436
Closed -$220K
DFT
608
DELISTED
DuPont Fabros Technology Inc.
DFT
– –
-20,979
Closed -$629K
MBLY
609
DELISTED
Mobileye N.V.
MBLY
– –
-7,594
Closed -$402K
BHI
610
DELISTED
Baker Hughes
BHI
– –
-6,696
Closed -$410K
MJN
611
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-36,122
Closed -$3.25M
JNS
612
DELISTED
Janus Capital Group Inc
JNS
– –
-27,634
Closed -$461K
JOY
613
DELISTED
Joy Global Inc
JOY
– –
-30,688
Closed -$1.12M
LLTC
614
DELISTED
Linear Technology Corp
LLTC
– –
-9,019
Closed -$400K
HAR
615
DELISTED
Harman International Industries
HAR
– –
-3,148
Closed -$373K
EQY
616
DELISTED
Equity One
EQY
– –
-14,284
Closed -$334K
APOL
617
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-24,257
Closed -$374K
GGP
618
DELISTED
GGP Inc.
GGP
– –
-14,944
Closed -$384K
NRF
619
DELISTED
NorthStar Realty Finance Corp.
NRF
– –
-35,224
Closed -$1.13M
IM
620
DELISTED
Ingram Micro
IM
– –
-9,136
Closed -$231K
CPHD
621
DELISTED
Cepheid Inc
CPHD
– –
-10,137
Closed -$601K
MFRM
622
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
– –
-44,833
Closed -$2.74M
EMC
623
DELISTED
EMC CORPORATION
EMC
– –
-15,113
Closed -$395K
RLYP
624
DELISTED
RELYPSA INC COM
RLYP
– –
-21,709
Closed -$699K
QLGC
625
DELISTED
QLOGIC CORP
QLGC
– –
-92,786
Closed -$1.33M
23 24
25
26 27

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TMNFIC
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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
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.