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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 | |
|---|---|---|---|---|---|---|
451
CarMax
KMX
$8.29B
| – | – |
-3,939
| Closed | -$261K |
|
452
Knowles
KN
$3.32B
| – | – |
-43,490
| Closed | -$802K |
|
453
Kohl's
KSS
$2.06B
| – | – |
-15,992
| Closed | -$1M |
|
|
454
Lear
LEA
$7.14B
| – | – |
-31,038
| Closed | -$3.48M |
|
455
Labcorp
LH
$23.9B
| – | – |
-9,137
| Closed | -$938K |
|
456
Cheniere Energy
LNG
$57B
| – | – |
-24,704
| Closed | -$1.7M |
|
457
Lumen
LUMN
$6.73B
| – | – |
-45,423
| Closed | -$1.34M |
|
458
Marriott International
MAR
$96.1B
| – | – |
-23,861
| Closed | -$1.76M |
|
459
Mativ Holdings
MATV
$433M
| – | – |
-10,575
| Closed | -$424K |
|
460
MBIA
MBI
$293M
| – | – |
-94,274
| Closed | -$565K |
|
461
Moody's
MCO
$82.5B
| – | – |
-2,197
| Closed | -$236K |
|
462
MDU Resources
MDU
$4.42B
| – | – |
-28,637
| Closed | -$213K |
|
463
Medallion Financial
MFIN
$221M
| – | – |
-69,930
| Closed | -$600K |
|
464
Mueller Industries
MLI
$14B
| – | – |
-42,984
| Closed | -$373K |
|
465
Monster Beverage
MNST
$91.5B
| – | – |
-16,356
| Closed | -$366K |
|
466
The Mosaic Company
MOS
$7.08B
| – | – |
-9,040
| Closed | -$415K |
|
467
MSCI
MSCI
$40.2B
| – | – |
-27,250
| Closed | -$1.68M |
|
468
MSC Industrial Direct
MSM
$7.03B
| – | – |
-6,758
| Closed | -$470K |
|
469
Meritage Homes
MTH
$4.77B
| – | – |
-10,910
| Closed | -$257K |
|
470
NextEra Energy
NEE
$187B
| – | – |
-50,472
| Closed | -$1.24M |
|
471
NiSource
NI
$22.4B
| – | – |
-113,919
| Closed | -$2.06M |
|
472
National Storage Affiliates Trust
NSA
| – | – |
-13,033
| Closed | -$165K |
|
473
NetApp
NTAP
$32.3B
| – | – |
-18,324
| Closed | -$580K |
|
474
NetEase
NTES
$76.9B
| – | – |
-18,465
| Closed | -$523K |
|
475
Nucor
NUE
$54.9B
| – | – |
-6,146
| Closed | -$276K |
|
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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.