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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 | |
|---|---|---|---|---|---|---|
|
THS
526
DELISTED
Treehouse Foods
THS
| – | – |
-24,342
| Closed | -$1.82M |
|
527
Timken Company
TKR
$9.79B
| – | – |
-54,000
| Closed | -$1.97M |
|
528
Travel + Leisure Co
TNL
$4.5B
| – | – |
-17,392
| Closed | -$642K |
|
529
LendingTree
TREE
$550M
| – | – |
-2,696
| Closed | -$211K |
|
530
Trimble
TRMB
$11.7B
| – | – |
-32,857
| Closed | -$756K |
|
531
TherapeuticsMD
TXMD
$23.8M
| – | – |
-2,049
| Closed | -$770K |
|
532
Ulta Beauty
ULTA
$20.5B
| – | – |
-6,800
| Closed | -$1.04M |
|
533
United Rentals
URI
$71.4B
| – | – |
-13,632
| Closed | -$1.2M |
|
534
US Bancorp
USB
$98.7B
| – | – |
-52,992
| Closed | -$2.3M |
|
535
United Therapeutics
UTHR
$26.4B
| – | – |
-1,987
| Closed | -$340K |
|
536
Universal Corp
UVV
$1.31B
| – | – |
-4,528
| Closed | -$261K |
|
537
Valero Energy
VLO
$90.6B
| – | – |
-12,288
| Closed | -$744K |
|
538
Voya Financial
VOYA
$8.78B
| – | – |
-8,240
| Closed | -$381K |
|
539
NCR Voyix
VYX
$1.05B
| – | – |
-109,433
| Closed | -$2.02M |
|
540
Webster Financial
WBS
$12.2B
| – | – |
-10,326
| Closed | -$409K |
|
541
Welltower
WELL
$174B
| – | – |
-7,818
| Closed | -$514K |
|
542
Worthington Enterprises
WOR
$2.72B
| – | – |
-14,647
| Closed | -$276K |
|
543
Willis Towers Watson
WTW
$27.2B
| – | – |
-4,997
| Closed | -$627K |
|
544
Woodward
WWD
$24.5B
| – | – |
-5,061
| Closed | -$279K |
|
|
X
545
DELISTED
US Steel
X
| – | – |
-80,405
| Closed | -$1.68M |
|
|
XOMA
546
DELISTED
Xoma
XOMA
| – | – |
-13,056
| Closed | -$956K |
|
547
ExxonMobil
XOM
$650B
| – | – |
-5,263
| Closed | -$436K |
|
548
Yum! Brands
YUM
$40.6B
| – | – |
-25,298
| Closed | -$1.63M |
|
549
Zebra Technologies
ZBRA
$12.2B
| – | – |
-5,590
| Closed | -$610K |
|
550
Zumiez
ZUMZ
$317M
| – | – |
-13,501
| Closed | -$357K |
|
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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.