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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
AIRM
651
DELISTED
Air Methods Corp
AIRM
– –
-6,135
Closed -$256K
WWAV
652
DELISTED
The WhiteWave Foods Company
WWAV
– –
-5,349
Closed -$261K
RKUS
653
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
– –
-110,058
Closed -$1.13M
TWC
654
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
– –
-10,687
Closed -$1.89M
KNGT
655
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
– –
-53,316
Closed -$1.4M
DO
656
DELISTED
Diamond Offshore Drilling
DO
– –
-43,919
Closed -$1.13M
WOOF
657
DELISTED
VCA Inc.
WOOF
– –
-6,126
Closed -$332K
RHT
658
DELISTED
Red Hat Inc
RHT
– –
-9,089
Closed -$686K
SWFT
659
DELISTED
Swift Transportation Company
SWFT
– –
-81,348
Closed -$1.83M
KEG
660
DELISTED
KEY ENERGY SERVICES INC
KEG
– –
-1,100,967
Closed -$2.07M
TCF
661
DELISTED
TCF Financial Corporation
TCF
– –
-11,907
Closed -$198K
23 24 25 26
27

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FSCP
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RG
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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.