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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
(-55%)
Cap. Flow
-$218M
Cap. Flow
% of AUM
-107.26%
Top 10 Holdings %
Top 10 Hldgs %
8.98%
Holding
663
New
170
Increased
76
Reduced
102
Closed
315
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bristol-Myers Squibb
BMY
|
+$1.81M |
| 2 |
HUB.B
HUBBELL INC CL-B
HUB.B
|
+$1.74M |
| 3 |
Trinity Industries
TRN
|
+$1.64M |
| 4 |
Gray Television
GTN
|
+$1.6M |
| 5 |
Affiliated Managers Group
AMG
|
+$1.56M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CY
Cypress Semiconductor
CY
|
+$4.29M |
| 2 |
Archrock
AROC
|
+$3.63M |
| 3 |
Lear
LEA
|
+$3.48M |
| 4 |
Ameriprise Financial
AMP
|
+$3.42M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
FPRX
226
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $390K | 0.19% |
+25,358
| New | +$545K |
|
|
ZGNX
227
DELISTED
Zogenix, Inc.
ZGNX
| $388K | 0.19% |
+28,765
| New | +$519K |
|
228
Aramark
ARMK
$15B
| $386K | 0.19% |
+18,019
| New | +$412K |
|
229
Community Health Systems
CYH
$392M
| $386K | 0.19% |
10,919
+6,587
| +152% | +$302K |
|
|
UNIT
230
Uniti Group
UNIT
$2.68B
| $386K | 0.19% |
+21,952
| New | +$471K |
|
|
KCG
231
DELISTED
KCG Holdings, Inc.
KCG
| $385K | 0.19% |
+35,085
| New | +$391K |
|
232
Arcturus Therapeutics
ARCT
$165M
| $384K | 0.19% |
+9,088
| New | +$478K |
|
233
Home BancShares
HOMB
$6.16B
| $384K | 0.19% |
18,966
-13,992
| -42% | -$272K |
|
|
GNMK
234
DELISTED
GenMark Diagnostics, Inc
GNMK
| $383K | 0.19% |
48,629
-34,802
| -42% | -$322K |
|
|
EQC
235
DELISTED
Equity Commonwealth
EQC
| $382K | 0.19% |
14,027
-9,830
| -41% | -$261K |
|
|
NSTG
236
DELISTED
NanoString Technologies, Inc.
NSTG
| $382K | 0.19% |
23,902
-15,965
| -40% | -$250K |
|
|
AAMI
237
Acadian Asset Management
AAMI
$2.86B
| $381K | 0.19% |
24,687
-50,832
| -67% | -$858K |
|
|
FCB
238
DELISTED
FCB Financial Holdings, Inc.
FCB
| $381K | 0.19% |
11,667
-7,284
| -38% | -$241K |
|
239
Houlihan Lokey
HLI
$9.52B
| $380K | 0.19% |
+17,418
| New | +$382K |
|
240
Customers Bancorp
CUBI
$2.57B
| $379K | 0.19% |
+14,752
| New | +$375K |
|
241
Best Buy
BBY
$17.8B
| $378K | 0.19% |
10,194
-39,880
| -80% | -$1.37M |
|
242
Hope Bancorp
HOPE
$1.72B
| $377K | 0.19% |
+25,098
| New | +$375K |
|
|
NLSN
243
DELISTED
Nielsen Holdings plc
NLSN
| $376K | 0.18% |
+8,451
| New | +$390K |
|
|
STL
244
DELISTED
Sterling Bancorp
STL
| $376K | 0.18% |
+25,270
| New | +$366K |
|
|
TCF
245
DELISTED
TCF Financial Corporation Common Stock
TCF
| $375K | 0.18% |
11,585
-8,879
| -43% | -$288K |
|
246
Spectrum Brands
SPB
$2.01B
| $374K | 0.18% |
+4,084
| New | +$406K |
|
247
Telefônica Brasil
VIV
$21.9B
| $374K | 0.18% |
40,554
+17,797
| +78% | +$209K |
|
|
DNKN
248
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $374K | 0.18% |
+7,645
| New | +$396K |
|
249
Macy's
M
$6.14B
| $373K | 0.18% |
+7,270
| New | +$456K |
|
|
AEGR
250
DELISTED
Aegerion Pharmaceuticals
AEGR
| $373K | 0.18% |
+27,409
| New | +$488K |
|
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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.