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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 | |
|---|---|---|---|---|---|---|
376
Bloomin' Brands
BLMN
$701M
| – | – |
-28,524
| Closed | -$600K |
|
377
BioMarin Pharmaceuticals
BMRN
$11.4B
| – | – |
-3,585
| Closed | -$480K |
|
378
Popular Inc
BPOP
$11B
| – | – |
-50,456
| Closed | -$1.47M |
|
379
Compañía de Minas Buenaventura
BVN
$7.95B
| – | – |
-10,387
| Closed | -$109K |
|
380
Boston Properties
BXP
$10.8B
| – | – |
-3,075
| Closed | -$372K |
|
|
CADE
381
DELISTED
Cadence Bank
CADE
| – | – |
-97,231
| Closed | -$2.49M |
|
382
Caterpillar
CAT
$412B
| – | – |
-3,752
| Closed | -$320K |
|
383
Coca-Cola Europacific Partners
CCEP
$45.8B
| – | – |
-13,899
| Closed | -$606K |
|
384
Crown Holdings
CCK
$12.5B
| – | – |
-7,106
| Closed | -$381K |
|
385
Cerus
CERS
$575M
| – | – |
-11,078
| Closed | -$58K |
|
386
Chord Energy
CHRD
$7.82B
| – | – |
-39,215
| Closed | -$621K |
|
387
Cigna
CI
$75.7B
| – | – |
-6,389
| Closed | -$1.05M |
|
|
CIVI
388
DELISTED
Civitas Resources
CIVI
| – | – |
-1,306
| Closed | -$2.63M |
|
389
Cencora
COR
$59.4B
| – | – |
-3,789
| Closed | -$402K |
|
390
Coty
COTY
$2.29B
| – | – |
-26,489
| Closed | -$853K |
|
391
Canadian Pacific Kansas City
CP
$82B
| – | – |
-74,440
| Closed | -$2.38M |
|
392
Copa Holdings
CPA
$5.54B
| – | – |
-4,226
| Closed | -$346K |
|
393
Capri Holdings
CPRI
$1.78B
| – | – |
-36,234
| Closed | -$1.55M |
|
394
Cisco
CSCO
$444B
| – | – |
-16,129
| Closed | -$444K |
|
395
CSX Corp
CSX
$98.1B
| – | – |
-204,621
| Closed | -$2.22M |
|
396
Cenovus Energy
CVE
$55.4B
| – | – |
-45,094
| Closed | -$721K |
|
397
CVS Health
CVS
$136B
| – | – |
-3,816
| Closed | -$400K |
|
398
Chevron
CVX
$387B
| – | – |
-9,960
| Closed | -$963K |
|
399
Cemex
CX
$17.7B
| – | – |
-42,812
| Closed | -$361K |
|
400
Dana Inc
DAN
$2.97B
| – | – |
-64,313
| Closed | -$1.32M |
|
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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.