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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 | |
|---|---|---|---|---|---|---|
126
Zions Bancorporation
ZION
$10.2B
| $589K | 0.29% |
+21,385
| New | +$634K |
|
127
Microsoft
MSFT
$2.9T
| $588K | 0.29% |
13,301
-306
| -2% | -$13.7K |
|
128
Hilton Worldwide
HLT
$73.8B
| $584K | 0.29% |
8,483
-5,976
| -41% | -$462K |
|
129
Carnival Corporation Ltd
CCL
$35.7B
| $583K | 0.29% |
+11,759
| New | +$599K |
|
130
MGM Resorts International
MGM
$11.6B
| $581K | 0.29% |
31,452
+4,826
| +18% | +$96.5K |
|
131
Ciena
CIEN
$56.2B
| $575K | 0.28% |
+27,670
| New | +$643K |
|
|
PARA
132
DELISTED
Paramount Global Class B
PARA
| $569K | 0.28% |
+14,377
| New | +$698K |
|
|
GPOR
133
DELISTED
Gulfport Energy Corp.
GPOR
| $564K | 0.28% |
19,003
-327
| -2% | -$11.3K |
|
|
LGF
134
DELISTED
Lions Gate Entertainment
LGF
| $560K | 0.28% |
15,222
+5,658
| +59% | +$214K |
|
|
CTB
135
DELISTED
Cooper Tire & Rubber Co.
CTB
| $558K | 0.27% |
+14,135
| New | +$514K |
|
136
KeyCorp
KEY
$24.8B
| $556K | 0.27% |
42,768
-6,382
| -13% | -$90.6K |
|
|
HOT
137
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $554K | 0.27% |
8,328
+2,069
| +33% | +$157K |
|
138
Owens Corning
OC
$11.3B
| $553K | 0.27% |
13,161
+5,297
| +67% | +$233K |
|
|
PDCE
139
DELISTED
PDC Energy, Inc.
PDCE
| $542K | 0.27% |
10,221
-46,929
| -82% | -$2.41M |
|
140
Cheesecake Factory
CAKE
$4.26B
| $541K | 0.27% |
10,055
-8,405
| -46% | -$462K |
|
141
LyondellBasell Industries
LYB
$20.1B
| $539K | 0.27% |
6,408
-10,986
| -63% | -$977K |
|
142
Boot Barn
BOOT
$4.53B
| $538K | 0.26% |
29,167
+9,200
| +46% | +$240K |
|
|
IPXL
143
DELISTED
Impax Laboratories, Inc.
IPXL
| $538K | 0.26% |
+15,206
| New | +$685K |
|
|
TWX
144
DELISTED
Time Warner Inc
TWX
| $537K | 0.26% |
7,809
-6,284
| -45% | -$494K |
|
145
Teladoc Health
TDOC
$1.61B
| $534K | 0.26% |
+23,958
| New | +$647K |
|
|
P
146
DELISTED
Pandora Media Inc
P
| $534K | 0.26% |
+25,012
| New | +$439K |
|
147
HealthStream
HSTM
$786M
| $527K | 0.26% |
+24,224
| New | +$644K |
|
148
Masco
MAS
$15.7B
| $500K | 0.25% |
+19,822
| New | +$509K |
|
|
GRA
149
DELISTED
W.R. Grace & Co.
GRA
| $500K | 0.25% |
+5,378
| New | +$534K |
|
150
Procter & Gamble
PG
$347B
| $494K | 0.24% |
+6,869
| New | +$515K |
|
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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.