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
(-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 | |
|---|---|---|---|---|---|---|
251
Western Alliance Bancorporation
WAL
$9.06B
| $372K | 0.18% |
12,102
-5,828
| -33% | -$189K |
|
|
DISH
252
DELISTED
DISH Network Corp.
DISH
| $372K | 0.18% |
+6,381
| New | +$405K |
|
|
DOOR
253
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $371K | 0.18% |
6,118
-2,696
| -31% | -$180K |
|
254
Amgen
AMGN
$201B
| $370K | 0.18% |
+2,676
| New | +$422K |
|
255
CME Group
CME
$91.9B
| $370K | 0.18% |
3,988
-4,583
| -53% | -$436K |
|
|
VISN
256
Vistance Networks Inc
VISN
$2.69B
| $370K | 0.18% |
+12,329
| New | +$382K |
|
257
Cintas
CTAS
$81.3B
| $370K | 0.18% |
+17,260
| New | +$370K |
|
258
First Financial Bankshares
FFIN
$4.94B
| $370K | 0.18% |
23,286
-36,036
| -61% | -$585K |
|
259
Global Payments
GPN
$21.3B
| $370K | 0.18% |
+6,450
| New | +$358K |
|
260
Oracle
ORCL
$346B
| $370K | 0.18% |
10,244
-6,425
| -39% | -$247K |
|
261
Robert Half
RHI
$3.87B
| $370K | 0.18% |
+7,232
| New | +$389K |
|
262
Trustmark
TRMK
$2.7B
| $370K | 0.18% |
+15,969
| New | +$378K |
|
263
VEON
VEON
$3.6B
| $370K | 0.18% |
+3,597
| New | +$449K |
|
264
Williams-Sonoma
WSM
$25.7B
| $370K | 0.18% |
+9,692
| New | +$394K |
|
|
NUVA
265
DELISTED
NuVasive, Inc.
NUVA
| $370K | 0.18% |
7,673
-12,150
| -61% | -$628K |
|
|
FMER
266
DELISTED
FIRSTMERIT CORP
FMER
| $370K | 0.18% |
+20,939
| New | +$393K |
|
|
CAVM
267
DELISTED
Cavium, Inc.
CAVM
| $370K | 0.18% |
+6,029
| New | +$402K |
|
268
Blackrock
BLK
$161B
| $368K | 0.18% |
+1,244
| New | +$401K |
|
|
CIT
269
DELISTED
CIT Group Inc.
CIT
| $368K | 0.18% |
9,181
+207
| +2% | +$9.28K |
|
|
IMS
270
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
| $367K | 0.18% |
+12,715
| New | +$390K |
|
271
Assurant
AIZ
$13.6B
| $366K | 0.18% |
+4,644
| New | +$347K |
|
|
FCH
272
DELISTED
Felcor Lodging Trust
FCH
| $365K | 0.18% |
+50,173
| New | +$445K |
|
|
PXD
273
DELISTED
Pioneer Natural Resource Co.
PXD
| $364K | 0.18% |
2,965
-342
| -10% | -$42.6K |
|
274
McDonald's
MCD
$187B
| $361K | 0.18% |
3,660
-31,411
| -90% | -$3.06M |
|
275
Kirby Corp
KEX
$7.97B
| $359K | 0.18% |
5,787
-8,571
| -60% | -$606K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.