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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 | |
|---|---|---|---|---|---|---|
426
Forward Air
FWRD
$490M
| – | – |
-29,934
| Closed | -$1.54M |
|
427
Glacier Bancorp
GBCI
$6.59B
| – | – |
-20,633
| Closed | -$600K |
|
428
General Dynamics
GD
$103B
| – | – |
-8,095
| Closed | -$1.15M |
|
429
GoDaddy
GDDY
$11.6B
| – | – |
-31,789
| Closed | -$896K |
|
430
G-III Apparel Group
GIII
$1.45B
| – | – |
-9,378
| Closed | -$665K |
|
431
Alphabet (Google) Class C
GOOG
$3.88T
| – | – |
-21,980
| Closed | -$595K |
|
432
Groupon
GRPN
$966M
| – | – |
-6,094
| Closed | -$617K |
|
433
HCA Healthcare
HCA
$83.5B
| – | – |
-9,206
| Closed | -$834K |
|
|
HES
434
DELISTED
Hess
HES
| – | – |
-3,730
| Closed | -$250K |
|
435
Herbalife
HLF
$1.22B
| – | – |
-22,070
| Closed | -$600K |
|
436
Harley-Davidson
HOG
$2.79B
| – | – |
-5,088
| Closed | -$285K |
|
437
HP
HPQ
$22.4B
| – | – |
-36,322
| Closed | -$494K |
|
438
Humana
HUM
$47.4B
| – | – |
-2,425
| Closed | -$467K |
|
439
Huntsman Corp
HUN
$2.25B
| – | – |
-14,914
| Closed | -$331K |
|
440
IBM
IBM
$194B
| – | – |
-5,569
| Closed | -$868K |
|
441
Intercontinental Exchange
ICE
$81B
| – | – |
-10,695
| Closed | -$475K |
|
|
IMOS
442
ChipMOS TECHNOLOGIES
IMOS
$2.08B
| – | – |
-22,397
| Closed | -$532K |
|
|
IRBT
443
DELISTED
iRobot
IRBT
| – | – |
-18,721
| Closed | -$600K |
|
444
Iridium Communications
IRDM
$5.05B
| – | – |
-12,434
| Closed | -$115K |
|
445
Intuitive Surgical
ISRG
$119B
| – | – |
-11,160
| Closed | -$600K |
|
446
ITT
ITT
$17.5B
| – | – |
-5,986
| Closed | -$248K |
|
447
Jack in the Box
JACK
$263M
| – | – |
-8,217
| Closed | -$716K |
|
448
Jabil
JBL
$33.7B
| – | – |
-49,090
| Closed | -$1.05M |
|
449
Jefferies Financial Group
JEF
$12.8B
| – | – |
-44,560
| Closed | -$966K |
|
450
JPMorgan Chase
JPM
$930B
| – | – |
-5,939
| Closed | -$399K |
|
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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.