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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 | |
|---|---|---|---|---|---|---|
|
RICE
176
DELISTED
Rice Energy Inc.
RICE
| $431K | 0.21% |
26,861
-21,930
| -45% | -$419K |
|
|
SGI
177
Somnigroup International
SGI
$14.6B
| $429K | 0.21% |
+24,008
| New | +$441K |
|
178
Integra LifeSciences
IART
$1.44B
| $426K | 0.21% |
+14,310
| New | +$447K |
|
|
NDRM
179
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
| $425K | 0.21% |
+20,564
| New | +$422K |
|
180
ArcBest
ARCB
$3.49B
| $424K | 0.21% |
16,506
-14,710
| -47% | -$443K |
|
181
Fastenal
FAST
$52.4B
| $423K | 0.21% |
+46,552
| New | +$461K |
|
|
SPWR
182
DELISTED
SunPower Corporation Common Stock
SPWR
| $422K | 0.21% |
32,151
+15,108
| +89% | +$244K |
|
183
Canadian Solar
CSIQ
$1.01B
| $421K | 0.21% |
+25,331
| New | +$563K |
|
184
Evercore
EVR
$12.9B
| $421K | 0.21% |
8,385
+3,642
| +77% | +$200K |
|
|
SRC
185
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $421K | 0.21% |
10,259
-17,277
| -63% | -$765K |
|
186
Union Pacific
UNP
$181B
| $420K | 0.21% |
4,751
-9,442
| -67% | -$862K |
|
|
SAGE
187
DELISTED
Sage Therapeutics
SAGE
| $418K | 0.21% |
+9,889
| New | +$609K |
|
|
RAD
188
DELISTED
Rite Aid Corporation
RAD
| $418K | 0.21% |
3,439
+1,035
| +43% | +$172K |
|
189
Simmons First National
SFNC
$3.3B
| $416K | 0.2% |
+17,346
| New | +$397K |
|
190
Boston Scientific
BSX
$64B
| $415K | 0.2% |
25,317
+2,858
| +13% | +$48.9K |
|
|
SLAI
191
DELISTED
SOLAI Ltd ADS
SLAI
| $415K | 0.2% |
366
+141
| +63% | +$177K |
|
|
PRA
192
DELISTED
ProAssurance
PRA
| $415K | 0.2% |
+8,452
| New | +$411K |
|
|
FNSR
193
DELISTED
Finisar Corp
FNSR
| $415K | 0.2% |
37,296
+18,380
| +97% | +$288K |
|
|
JOYY
194
JOYY Inc
JOYY
$3.66B
| $414K | 0.2% |
7,587
+1,669
| +28% | +$96.3K |
|
195
Beazer Homes USA
BZH
$894M
| $411K | 0.2% |
30,830
+19,215
| +165% | +$335K |
|
196
Global Indemnity Group
GBLI
$400M
| $411K | 0.2% |
+15,711
| New | +$430K |
|
197
Arthur J. Gallagher & Co
AJG
$62.2B
| $410K | 0.2% |
9,930
-43,394
| -81% | -$1.97M |
|
198
Fidelity National Information Services
FIS
$20.7B
| $410K | 0.2% |
+6,106
| New | +$407K |
|
|
TEN
199
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $407K | 0.2% |
9,043
+1,128
| +14% | +$55K |
|
200
Universal Insurance Holdings
UVE
$1.05B
| $405K | 0.2% |
+13,724
| New | +$371K |
|
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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.