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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 | |
|---|---|---|---|---|---|---|
501
Sanmina
SANM
$11.7B
| – | – |
-28,050
| Closed | -$561K |
|
502
Sinclair Inc
SBGI
$965M
| – | – |
-32,788
| Closed | -$905K |
|
503
Sally Beauty Holdings
SBH
$1.38B
| – | – |
-105,232
| Closed | -$3.23M |
|
504
Sabra Healthcare REIT
SBRA
$5.56B
| – | – |
-57,202
| Closed | -$1.48M |
|
|
SCHW
505
Charles Schwab
SCHW
$177B
| – | – |
-18,743
| Closed | -$605K |
|
506
Service Corp International
SCI
$10.9B
| – | – |
-8,794
| Closed | -$256K |
|
507
Comscore
SCOR
$110M
| – | – |
-1,057
| Closed | -$1.12M |
|
|
SCS
508
DELISTED
Steelcase
SCS
| – | – |
-15,992
| Closed | -$304K |
|
|
SEE
509
DELISTED
Sealed Air
SEE
| – | – |
-10,030
| Closed | -$519K |
|
|
SF
510
Stifel
SF
$12.1B
| – | – |
-23,630
| Closed | -$601K |
|
511
Steven Madden
SHOO
$3.08B
| – | – |
-12,959
| Closed | -$363K |
|
512
Signet Jewelers
SIG
$3.48B
| – | – |
-14,676
| Closed | -$1.88M |
|
513
SLM Corp
SLM
$4.56B
| – | – |
-19,613
| Closed | -$193K |
|
514
Super Micro Computer
SMCI
$20.2B
| – | – |
-75,220
| Closed | -$221K |
|
515
SPX Corp
SPXC
$11B
| – | – |
-86,933
| Closed | -$1.5M |
|
516
Spire
SR
$4.88B
| – | – |
-5,760
| Closed | -$299K |
|
517
Sarepta Therapeutics
SRPT
$1.68B
| – | – |
-10,291
| Closed | -$295K |
|
518
Stanley Black & Decker
SWK
$13.6B
| – | – |
-10,689
| Closed | -$1.12M |
|
519
Skyworks Solutions
SWKS
$9.1B
| – | – |
-2,611
| Closed | -$267K |
|
520
SunCoke Energy
SXC
$763M
| – | – |
-15,667
| Closed | -$211K |
|
521
Stryker
SYK
$122B
| – | – |
-4,704
| Closed | -$449K |
|
522
AT&T
T
$160B
| – | – |
-16,817
| Closed | -$454K |
|
523
Teradata
TDC
$2.6B
| – | – |
-11,158
| Closed | -$412K |
|
524
Tidewater
TDW
$3.85B
| – | – |
-460
| Closed | -$338K |
|
525
Thor Industries
THO
$3.9B
| – | – |
-6,231
| Closed | -$354K |
|
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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.