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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 | |
|---|---|---|---|---|---|---|
76
APA Corp
APA
$12.8B
| $789K | 0.39% |
20,045
+5,077
| +34% | +$231K |
|
77
Martin Marietta Materials
MLM
$33.1B
| $782K | 0.38% |
5,147
+2,075
| +68% | +$336K |
|
78
Chubb
CB
$133B
| $781K | 0.38% |
7,578
-20,483
| -73% | -$2.14M |
|
79
Sysco
SYY
$39.3B
| $773K | 0.38% |
+19,838
| New | +$757K |
|
80
Yelp
YELP
$1.36B
| $771K | 0.38% |
+35,596
| New | +$987K |
|
81
General Motors
GM
$74.1B
| $770K | 0.38% |
25,646
-5,946
| -19% | -$182K |
|
|
WX
82
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
| $766K | 0.38% |
+17,731
| New | +$748K |
|
83
O-I Glass
OI
$1.39B
| $760K | 0.37% |
+36,684
| New | +$780K |
|
84
Regeneron Pharmaceuticals
REGN
$68.3B
| $757K | 0.37% |
1,631
+1,071
| +191% | +$575K |
|
85
Molson Coors Class B
TAP
$7.7B
| $757K | 0.37% |
9,114
-13,872
| -60% | -$1M |
|
|
PVTB
86
DELISTED
PrivateBancorp Inc
PVTB
| $756K | 0.37% |
+19,735
| New | +$779K |
|
87
First American
FAF
$7.19B
| $755K | 0.37% |
19,330
+3,225
| +20% | +$127K |
|
|
AGN
88
DELISTED
Allergan plc
AGN
| $750K | 0.37% |
+2,759
| New | +$847K |
|
89
United Natural Foods
UNFI
$3.03B
| $748K | 0.37% |
+15,428
| New | +$793K |
|
|
CXO
90
DELISTED
CONCHO RESOURCES INC.
CXO
| $745K | 0.37% |
7,603
-9,353
| -55% | -$981K |
|
91
KB Home
KBH
$3.46B
| $744K | 0.37% |
+54,889
| New | +$838K |
|
92
Marvell Technology
MRVL
$189B
| $743K | 0.37% |
+82,081
| New | +$935K |
|
|
IPG
93
DELISTED
Interpublic Group of Companies
IPG
| $737K | 0.36% |
38,539
+19,479
| +102% | +$389K |
|
94
Fabrinet
FN
$18.4B
| $735K | 0.36% |
40,093
+18,927
| +89% | +$357K |
|
95
Helix Energy Solutions
HLX
$1.42B
| $729K | 0.36% |
152,424
+71,156
| +88% | +$567K |
|
96
American Airlines Group
AAL
$9.78B
| $725K | 0.36% |
+18,659
| New | +$766K |
|
97
Salesforce
CRM
$133B
| $719K | 0.35% |
10,349
-10,334
| -50% | -$733K |
|
|
JWN
98
DELISTED
Nordstrom
JWN
| $716K | 0.35% |
9,999
-22,473
| -69% | -$1.69M |
|
|
TRST
99
Trustco Bank Corp NY
TRST
$978M
| $715K | 0.35% |
+24,483
| New | +$761K |
|
|
DFS
100
DELISTED
Discover Financial Services
DFS
| $705K | 0.35% |
+13,579
| New | +$745K |
|
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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.