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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 | |
|---|---|---|---|---|---|---|
|
FENX
151
DELISTED
Fenix Parts, Inc.
FENX
| $494K | 0.24% |
73,920
+24,385
| +49% | +$229K |
|
|
NE
152
DELISTED
Noble Corporation
NE
| $493K | 0.24% |
+45,209
| New | +$569K |
|
153
Ralph Lauren
RL
$23B
| $490K | 0.24% |
+4,157
| New | +$494K |
|
154
Allstate
ALL
$64.8B
| $489K | 0.24% |
8,393
+2,089
| +33% | +$131K |
|
155
Nabors Industries
NBR
$1.26B
| $483K | 0.24% |
1,022
+605
| +145% | +$340K |
|
156
Dick's Sporting Goods
DKS
$18.8B
| $482K | 0.24% |
9,704
-30,199
| -76% | -$1.53M |
|
157
Eli Lilly
LLY
$1.04T
| $478K | 0.24% |
5,701
-7,276
| -56% | -$614K |
|
158
Kinder Morgan
KMI
$72.3B
| $472K | 0.23% |
+17,066
| New | +$565K |
|
159
Albemarle
ALB
$13.9B
| $461K | 0.23% |
+10,455
| New | +$510K |
|
160
AutoZone
AZO
$48.5B
| $455K | 0.22% |
629
-56
| -8% | -$39.7K |
|
161
ON Semiconductor
ON
$35.9B
| $454K | 0.22% |
+48,634
| New | +$494K |
|
162
Safety Insurance
SAFT
$1.06B
| $450K | 0.22% |
+8,316
| New | +$464K |
|
163
Gilead Sciences
GILD
$162B
| $449K | 0.22% |
+4,577
| New | +$508K |
|
|
K
164
DELISTED
Kellanova
K
| $448K | 0.22% |
+7,172
| New | +$447K |
|
165
Trane Technologies
TT
$105B
| $448K | 0.22% |
8,827
-38,753
| -81% | -$2.32M |
|
166
Lincoln National
LNC
$7.97B
| $446K | 0.22% |
+9,393
| New | +$504K |
|
|
CHK
167
DELISTED
Chesapeake Energy Corporation
CHK
| $446K | 0.22% |
+305
| New | +$518K |
|
168
GATX Corp
GATX
$6.4B
| $445K | 0.22% |
+10,090
| New | +$500K |
|
169
Deere & Co
DE
$164B
| $441K | 0.22% |
5,978
+22
| +0.4% | +$1.94K |
|
170
Qualcomm
QCOM
$185B
| $439K | 0.22% |
8,168
-4,814
| -37% | -$286K |
|
|
ZLTQ
171
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $435K | 0.21% |
13,568
-8,026
| -37% | -$266K |
|
172
Cardinal Health
CAH
$51.7B
| $432K | 0.21% |
5,625
-6,261
| -53% | -$523K |
|
173
PPG Industries
PPG
$26.2B
| $432K | 0.21% |
4,927
-3,663
| -43% | -$373K |
|
174
MetLife
MET
$60B
| $431K | 0.21% |
+10,264
| New | +$479K |
|
175
Verizon
VZ
$185B
| $431K | 0.21% |
9,910
-4,106
| -29% | -$189K |
|
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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.