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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 | |
|---|---|---|---|---|---|---|
201
Darden Restaurants
DRI
$22.1B
| $403K | 0.2% |
+6,584
| New | +$418K |
|
202
Ryder
R
$10.4B
| $403K | 0.2% |
5,445
+841
| +18% | +$71.8K |
|
203
United Parcel Service
UPS
$97.3B
| $403K | 0.2% |
+4,085
| New | +$403K |
|
|
SFUN
204
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $403K | 0.2% |
1,220
-1,358
| -53% | -$442K |
|
|
CELG
205
DELISTED
Celgene Corp
CELG
| $401K | 0.2% |
+3,560
| New | +$442K |
|
206
Assured Guaranty
AGO
$3.72B
| $400K | 0.2% |
16,000
-36,312
| -69% | -$913K |
|
207
Aptiv
APTV
$12B
| $400K | 0.2% |
+5,260
| New | +$404K |
|
208
Alibaba
BABA
$272B
| $400K | 0.2% |
6,783
+2,088
| +44% | +$152K |
|
209
BP
BP
$114B
| $400K | 0.2% |
+15,556
| New | +$456K |
|
210
Dollar General
DG
$25.3B
| $400K | 0.2% |
5,522
-10,272
| -65% | -$784K |
|
211
Ironwood Pharmaceuticals
IRWD
$627M
| $400K | 0.2% |
45,835
-58,903
| -56% | -$550K |
|
|
JKS
212
JinkoSolar
JKS
$837M
| $400K | 0.2% |
+18,232
| New | +$412K |
|
213
Revvity
RVTY
$12.4B
| $400K | 0.2% |
+8,703
| New | +$432K |
|
214
TAL Education Group
TAL
$5.71B
| $400K | 0.2% |
74,658
+5,454
| +8% | +$29.4K |
|
215
Viatris
VTRS
$19.9B
| $400K | 0.2% |
9,935
-2,608
| -21% | -$145K |
|
|
FNHC
216
DELISTED
FedNat Holding Company Common Stock
FNHC
| $400K | 0.2% |
+16,653
| New | +$389K |
|
|
WUBA
217
DELISTED
58.com Inc
WUBA
| $400K | 0.2% |
+8,502
| New | +$441K |
|
218
AerCap
AER
$23.4B
| $398K | 0.2% |
+10,407
| New | +$460K |
|
219
Autohome
ATHM
$2.45B
| $396K | 0.19% |
+12,296
| New | +$439K |
|
220
Teva Pharmaceuticals
TEVA
$35.7B
| $395K | 0.19% |
7,003
+266
| +4% | +$17.2K |
|
221
Walmart Inc
WMT
$859B
| $394K | 0.19% |
18,375
+6,387
| +53% | +$147K |
|
|
RAX
222
DELISTED
Rackspace Hosting Inc
RAX
| $394K | 0.19% |
16,006
-219
| -1% | -$7.06K |
|
|
HRC
223
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $393K | 0.19% |
+7,566
| New | +$409K |
|
224
Liberty Global Class C
LBTYK
$3.39B
| $392K | 0.19% |
+10,996
| New | +$444K |
|
225
Automatic Data Processing
ADP
$96.2B
| $390K | 0.19% |
+4,855
| New | +$389K |
|
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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.