We are live on ! Find out more
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
ARG
626
DELISTED
Airgas Inc
ARG
– –
-19,533
Closed -$2.06M
UNIS
627
DELISTED
Unilife Corporation
UNIS
– –
-28,986
Closed -$601K
MHFI
628
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
– –
-4,283
Closed -$432K
BTU
629
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
– –
-28,170
Closed -$1.06M
HNT
630
DELISTED
HEALTH NET INC
HNT
– –
-12,608
Closed -$804K
PRE
631
DELISTED
PARTNERRE LTD
PRE
– –
-9,899
Closed -$1.27M
PCP
632
DELISTED
PRECISION CASTPARTS CORP
PCP
– –
-1,010
Closed -$203K
MDAS
633
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
– –
-27,188
Closed -$596K
UTIW
634
DELISTED
UTI WORLDWIDE INC
UTIW
– –
-122,821
Closed -$1.19M
SFY
635
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
– –
-371,862
Closed -$745K
PGN
636
DELISTED
PARAGON OFFSHORE PLC (GBR)
PGN
– –
-99,057
Closed -$110K
GAME
637
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
– –
-13,574
Closed -$94K
XOOM
638
DELISTED
XOOM CORP COM
XOOM
– –
-48,536
Closed -$1.02M
THOR
639
DELISTED
THORATEC CORPORATION
THOR
– –
-45,796
Closed -$2.04M
PWRD
640
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
– –
-18,162
Closed -$359K
KRFT
641
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
– –
-21,126
Closed -$1.81M
ESV
642
DELISTED
Ensco Rowan plc
ESV
– –
-13,698
Closed -$1.22M
TYC
643
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-77,853
Closed -$3.13M
ATVI
644
DELISTED
Activision Blizzard
ATVI
– –
-20,658
Closed -$506K
CAM
645
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
– –
-15,276
Closed -$795K
BDSI
646
DELISTED
BioDelivery Sciences International, Inc.
BDSI
– –
-70,750
Closed -$550K
BAS
647
DELISTED
Basis Energy Services, Inc.
BAS
– –
-338
Closed -$1.49M
TSS
648
DELISTED
Total System Services, Inc.
TSS
– –
-14,038
Closed -$586K
GG
649
DELISTED
Goldcorp Inc
GG
– –
-21,595
Closed -$353K
CYS
650
DELISTED
CYS Investments Inc.
CYS
– –
-93,938
Closed -$728K
23 24 25
26
27

Similar funds

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
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.