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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
-0.88%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$450M
AUM Growth
+$83.8M
(+23%)
Cap. Flow
+$98.6M
Cap. Flow
% of AUM
21.92%
Top 10 Holdings %
Top 10 Hldgs %
8.52%
Holding
698
New
290
Increased
116
Reduced
87
Closed
205
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
CY
Cypress Semiconductor
CY
|
+$4.4M |
| 2 |
FTR
Frontier Communications Corp.
FTR
|
+$4.23M |
| 3 |
EOG Resources
EOG
|
+$3.77M |
| 4 |
YHOO
Yahoo Inc
YHOO
|
+$3.67M |
| 5 |
AKRX
Akorn Inc
AKRX
|
+$3.43M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
RDC
Rowan Companies Plc
RDC
|
+$5.69M |
| 2 |
VIAB
Viacom Inc. Class B
VIAB
|
+$4.71M |
| 3 |
Eastman Chemical
EMN
|
+$4.34M |
| 4 |
MXIM
Maxim Integrated Products
MXIM
|
+$4.26M |
| 5 |
Eaton
ETN
|
+$4.22M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.11% |
| 2 | Financials | 14.42% |
| 3 | Energy | 12.5% |
| 4 | Industrials | 11.31% |
| 5 | Technology | 10.06% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
Voya Financial
VOYA
$8.73B
| $381K | 0.08% |
+8,240
| New | +$371K |
|
377
Steel Dynamics
STLD
$34.7B
| $380K | 0.08% |
17,830
-107,182
| -86% | -$2.31M |
|
|
APOL
378
DELISTED
Apollo Education Group Inc Class A
APOL
| $374K | 0.08% |
+24,257
| New | +$410K |
|
379
Mueller Industries
MLI
$14.1B
| $373K | 0.08% |
+42,984
| New | +$384K |
|
380
Under Armour
UAA
$2.92B
| $373K | 0.08% |
9,058
-29,899
| -77% | -$1.2M |
|
|
HAR
381
DELISTED
Harman International Industries
HAR
| $373K | 0.08% |
+3,148
| New | +$406K |
|
382
Boston Properties
BXP
$10.9B
| $372K | 0.08% |
+3,075
| New | +$405K |
|
383
Monster Beverage
MNST
$91.7B
| $366K | 0.08% |
+16,356
| New | +$365K |
|
|
IPG
384
DELISTED
Interpublic Group of Companies
IPG
| $365K | 0.08% |
+19,060
| New | +$396K |
|
385
Steven Madden
SHOO
$3.08B
| $363K | 0.08% |
+12,959
| New | +$342K |
|
386
Cemex
CX
$18B
| $361K | 0.08% |
+42,812
| New | +$382K |
|
|
PWRD
387
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
| $359K | 0.08% |
+18,162
| New | +$352K |
|
388
Zumiez
ZUMZ
$312M
| $357K | 0.08% |
+13,501
| New | +$415K |
|
389
Healthpeak Properties
DOC
$15.3B
| $354K | 0.08% |
+10,574
| New | +$385K |
|
390
Thor Industries
THO
$3.93B
| $354K | 0.08% |
+6,231
| New | +$377K |
|
|
LGF
391
DELISTED
Lions Gate Entertainment
LGF
| $354K | 0.08% |
+9,564
| New | +$319K |
|
392
Newell Brands
NWL
$2.19B
| $353K | 0.08% |
+8,673
| New | +$348K |
|
|
GG
393
DELISTED
Goldcorp Inc
GG
| $353K | 0.08% |
+21,595
| New | +$394K |
|
394
Designer Brands
DBI
$277M
| $350K | 0.08% |
10,496
-55,764
| -84% | -$1.99M |
|
395
Archer Daniels Midland
ADM
$42.3B
| $349K | 0.08% |
+7,213
| New | +$364K |
|
396
Bank of America
BAC
$428B
| $346K | 0.08% |
20,440
+8,630
| +73% | +$142K |
|
397
Copa Holdings
CPA
$5.48B
| $346K | 0.08% |
+4,226
| New | +$403K |
|
398
Dorman Products
DORM
$4.01B
| $346K | 0.08% |
+7,226
| New | +$352K |
|
|
FNSR
399
DELISTED
Finisar Corp
FNSR
| $342K | 0.08% |
18,916
-37,090
| -66% | -$787K |
|
400
United Therapeutics
UTHR
$26.5B
| $340K | 0.08% |
+1,987
| New | +$357K |
|
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Quantitative Systematic Strategies's Q2 2015 Portfolio in Review
As of Q2 2015, Quantitative Systematic Strategies held 698 positions worth $450M, up 23% from $366M the previous quarter. Its ten largest holdings account for 8.5% of the portfolio.
Quantitative Systematic Strategies deployed $98.6M of net new capital in Q2 2015, opening 290 new positions and adding to 116 existing holdings. Its largest new stake was Frontier Communications Corp.: 47,389 shares worth $3.51M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 12% a quarter earlier, followed by Financials and Energy.
On the sell side, the largest reduction was Rowan Companies Plc, an estimated $5.69M trimmed.
- Quantitative Systematic Strategies's largest Q2 2015 buy was Frontier Communications Corp.: 47,389 shares worth $3.51M.
- Quantitative Systematic Strategies added most to Cypress Semiconductor in Q2 2015, an estimated $4.4M increase.
- Quantitative Systematic Strategies's biggest Q2 2015 reduction was Rowan Companies Plc, cutting an estimated $5.69M.
- Quantitative Systematic Strategies fully exited Eastman Chemical in Q2 2015, selling an estimated $4.34M.
- Quantitative Systematic Strategies's ten largest holdings make up 8.5% of its $450M portfolio in Q2 2015.
- Quantitative Systematic Strategies opened 290 new positions and closed 205 in Q2 2015.
- Quantitative Systematic Strategies's portfolio value rose 23% quarter-over-quarter to $450M.
Based on Quantitative Systematic Strategies's 13F filing for Q2 2015, filed 9 Jul 2015.