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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 | |
|---|---|---|---|---|---|---|
476
News Corp Class A
NWSA
$14.3B
| – | – |
-74,264
| Closed | -$1.07M |
|
477
Omnicom Group
OMC
$22.2B
| – | – |
-9,428
| Closed | -$653K |
|
478
Old Republic International
ORI
$10.1B
| – | – |
-15,834
| Closed | -$247K |
|
479
O'Reilly Automotive
ORLY
$71.4B
| – | – |
-65,085
| Closed | -$982K |
|
480
Oshkosh
OSK
$9.48B
| – | – |
-15,836
| Closed | -$679K |
|
481
Bank OZK
OZK
$5.47B
| – | – |
-13,146
| Closed | -$600K |
|
482
Prosperity Bancshares
PB
$8.71B
| – | – |
-15,980
| Closed | -$924K |
|
483
Pitney Bowes
PBI
$2.42B
| – | – |
-9,545
| Closed | -$202K |
|
484
Petrobras Class A
PBR.A
$109B
| – | – |
-14,539
| Closed | -$119K |
|
485
PG&E
PCG
$47B
| – | – |
-4,264
| Closed | -$210K |
|
486
Pfizer
PFE
$143B
| – | – |
-13,989
| Closed | -$445K |
|
487
Philip Morris
PM
$298B
| – | – |
-12,127
| Closed | -$972K |
|
488
Post Holdings
POST
$4.09B
| – | – |
-22,263
| Closed | -$757K |
|
489
Power Integrations
POWI
$3.95B
| – | – |
-31,696
| Closed | -$713K |
|
490
Primerica
PRI
$9.61B
| – | – |
-10,608
| Closed | -$485K |
|
491
PVH
PVH
$3.59B
| – | – |
-5,641
| Closed | -$637K |
|
492
Papa John's
PZZA
$999M
| – | – |
-8,582
| Closed | -$645K |
|
493
Qorvo
QRVO
$7.65B
| – | – |
-9,489
| Closed | -$756K |
|
494
Reinsurance Group of America
RGA
$15.3B
| – | – |
-7,372
| Closed | -$698K |
|
495
Raymond James Financial
RJF
$31.9B
| – | – |
-15,369
| Closed | -$608K |
|
496
RenaissanceRe
RNR
$13.3B
| – | – |
-8,752
| Closed | -$888K |
|
497
Ross Stores
ROST
$74.5B
| – | – |
-12,360
| Closed | -$600K |
|
498
Republic Services
RSG
$66.9B
| – | – |
-16,431
| Closed | -$641K |
|
|
RWT
499
Redwood Trust
RWT
$614M
| – | – |
-20,522
| Closed | -$327K |
|
500
Saia
SAIA
$11.3B
| – | – |
-37,943
| Closed | -$1.46M |
|
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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.