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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 | |
|---|---|---|---|---|---|---|
276
Motorola Solutions
MSI
$67.6B
| $358K | 0.18% |
+5,230
| New | +$330K |
|
277
Norwegian Cruise Line
NCLH
$8.59B
| $358K | 0.18% |
6,255
-1,025
| -14% | -$60.4K |
|
|
XL
278
DELISTED
XL Group Ltd.
XL
| $358K | 0.18% |
+9,845
| New | +$373K |
|
279
AMC Global Media
AMCX
$430M
| $352K | 0.17% |
+4,817
| New | +$372K |
|
280
American Express
AXP
$233B
| $352K | 0.17% |
4,748
-3,354
| -41% | -$258K |
|
281
Metallus
MTUS
$859M
| $351K | 0.17% |
+34,712
| New | +$628K |
|
282
Liberty Global Class A
LBTYA
$3.48B
| $349K | 0.17% |
+9,272
| New | +$403K |
|
283
EOG Resources
EOG
$77.5B
| $346K | 0.17% |
4,710
-38,430
| -89% | -$2.99M |
|
|
MNK
284
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $343K | 0.17% |
+5,366
| New | +$532K |
|
|
TWTR
285
DELISTED
Twitter, Inc.
TWTR
| $342K | 0.17% |
13,734
-3,884
| -22% | -$117K |
|
286
Bath & Body Works
BBWI
$3.9B
| $337K | 0.17% |
+4,625
| New | +$320K |
|
|
BCR
287
DELISTED
CR Bard Inc.
BCR
| $337K | 0.17% |
1,790
-10,021
| -85% | -$1.9M |
|
|
LVLT
288
DELISTED
Level 3 Communications Inc
LVLT
| $330K | 0.16% |
7,555
-4,307
| -36% | -$208K |
|
289
Steris
STE
$20.5B
| $325K | 0.16% |
5,034
+773
| +18% | +$51.1K |
|
|
KSU
290
DELISTED
Kansas City Southern
KSU
| $315K | 0.15% |
+3,438
| New | +$324K |
|
|
CY
291
DELISTED
Cypress Semiconductor
CY
| $312K | 0.15% |
37,056
-408,446
| -92% | -$4.29M |
|
292
Texas Instruments
TXN
$259B
| $307K | 0.15% |
+6,313
| New | +$308K |
|
|
NBL
293
DELISTED
Noble Energy, Inc.
NBL
| $306K | 0.15% |
10,140
-38,597
| -79% | -$1.33M |
|
|
VIRX
294
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
| $305K | 0.15% |
1,588
+1,267
| +395% | +$457K |
|
295
Asbury Automotive
ABG
$4.14B
| $304K | 0.15% |
+3,746
| New | +$317K |
|
|
WMGI
296
DELISTED
Wright Medical Group Inc
WMGI
| $304K | 0.15% |
14,385
-8,507
| -37% | -$212K |
|
|
APC
297
DELISTED
Anadarko Petroleum
APC
| $304K | 0.15% |
5,026
-8,125
| -62% | -$577K |
|
298
Cognizant
CTSH
$20.3B
| $303K | 0.15% |
+4,840
| New | +$304K |
|
|
PLCM
299
DELISTED
POLYCOM INC
PLCM
| $296K | 0.15% |
28,290
+7,793
| +38% | +$84.5K |
|
300
Delek US
DK
$3.97B
| $293K | 0.14% |
+10,535
| New | +$354K |
|
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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.