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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 | |
|---|---|---|---|---|---|---|
351
Adobe
ADBE
$84.3B
| – | – |
-2,983
| Closed | -$242K |
|
352
Adeia
ADEA
$2.97B
| – | – |
-23,160
| Closed | -$232K |
|
353
Archer Daniels Midland
ADM
$41.6B
| – | – |
-7,213
| Closed | -$349K |
|
354
Akamai
AKAM
$17.1B
| – | – |
-12,561
| Closed | -$873K |
|
355
Align Technology
ALGN
$12B
| – | – |
-3,855
| Closed | -$238K |
|
356
Alaska Air
ALK
$4.99B
| – | – |
-13,592
| Closed | -$869K |
|
357
Alkermes
ALKS
$8.83B
| – | – |
-22,095
| Closed | -$1.39M |
|
358
Allison Transmission
ALSN
$9.92B
| – | – |
-15,447
| Closed | -$451K |
|
|
359
Ameriprise Financial
AMP
$46.8B
| – | – |
-27,582
| Closed | -$3.42M |
|
360
American Tower
AMT
$76.7B
| – | – |
-2,394
| Closed | -$223K |
|
361
Andersons Inc
ANDE
$2.66B
| – | – |
-5,336
| Closed | -$210K |
|
|
362
Archrock
AROC
$6.73B
| – | – |
-111,301
| Closed | -$3.63M |
|
363
Ashland
ASH
$3.05B
| – | – |
-15,581
| Closed | -$932K |
|
364
Broadcom
AVGO
$1.87T
| – | – |
-65,250
| Closed | -$867K |
|
365
Avery Dennison
AVY
$11.9B
| – | – |
-17,258
| Closed | -$1.05M |
|
366
Axos Financial
AX
$5.42B
| – | – |
-22,696
| Closed | -$600K |
|
367
Bank of America
BAC
$430B
| – | – |
-20,440
| Closed | -$346K |
|
368
Credicorp
BAP
$30.8B
| – | – |
-2,897
| Closed | -$404K |
|
369
Brunswick
BC
$5.17B
| – | – |
-41,621
| Closed | -$2.1M |
|
370
BioCryst Pharmaceuticals
BCRX
$2.38B
| – | – |
-41,609
| Closed | -$600K |
|
|
BDN
371
Brandywine Realty Trust
BDN
$533M
| – | – |
-41,397
| Closed | -$554K |
|
372
Bunge Global
BG
$23.7B
| – | – |
-2,453
| Closed | -$216K |
|
373
Biogen
BIIB
$29.6B
| – | – |
-3,602
| Closed | -$1.43M |
|
374
BJ's Restaurants
BJRI
$1.37B
| – | – |
-41,986
| Closed | -$2.01M |
|
|
BNY
375
Bank of New York Mellon
BNY
$109B
| – | – |
-11,093
| Closed | -$465K |
|
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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.