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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 | |
|---|---|---|---|---|---|---|
401
Designer Brands
DBI
$272M
| – | – |
-10,496
| Closed | -$350K |
|
402
DuPont de Nemours
DD
$18.6B
| – | – |
-4,559
| Closed | -$586K |
|
403
Deckers Outdoor
DECK
$13.4B
| – | – |
-111,900
| Closed | -$1.35M |
|
404
Walt Disney
DIS
$161B
| – | – |
-4,183
| Closed | -$474K |
|
405
Healthpeak Properties
DOC
$15.2B
| – | – |
-10,574
| Closed | -$354K |
|
406
Dorman Products
DORM
$3.95B
| – | – |
-7,226
| Closed | -$346K |
|
407
Duke Energy
DUK
$101B
| – | – |
-6,209
| Closed | -$440K |
|
408
DexCom
DXCM
$27.2B
| – | – |
-31,640
| Closed | -$626K |
|
409
Eldorado Gold
EGO
$8.33B
| – | – |
-4,968
| Closed | -$100K |
|
410
Elevance Health
ELV
$82.3B
| – | – |
-4,479
| Closed | -$736K |
|
411
Energizer
ENR
$1.41B
| – | – |
-4,779
| Closed | -$630K |
|
412
Eaton
ETN
$161B
| – | – |
-6,971
| Closed | -$467K |
|
413
Exelon
EXC
$48.4B
| – | – |
-19,792
| Closed | -$449K |
|
414
FirstCash
FCFS
$8.65B
| – | – |
-13,551
| Closed | -$623K |
|
415
Franklin Electric
FELE
$4.66B
| – | – |
-17,179
| Closed | -$552K |
|
416
Fair Isaac
FICO
$28B
| – | – |
-2,466
| Closed | -$225K |
|
|
FITB
417
Fifth Third Bancorp
FITB
$51.8B
| – | – |
-36,802
| Closed | -$764K |
|
418
Flex
FLEX
$46.9B
| – | – |
-17,073
| Closed | -$148K |
|
419
FMC
FMC
$1.46B
| – | – |
-6,902
| Closed | -$310K |
|
|
FOLD
420
DELISTED
Amicus Therapeutics
FOLD
| – | – |
-44,021
| Closed | -$613K |
|
421
Fossil Group
FOSL
$236M
| – | – |
-18,230
| Closed | -$1.27M |
|
422
First Solar
FSLR
$22.1B
| – | – |
-8,086
| Closed | -$385K |
|
423
TechnipFMC
FTI
$30.3B
| – | – |
-77,209
| Closed | -$2.35M |
|
424
Flotek Industries
FTK
$938M
| – | – |
-13,670
| Closed | -$1.03M |
|
425
Fulton Financial
FULT
$4.64B
| – | – |
-46,012
| Closed | -$600K |
|
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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.