We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
426
Worthington Enterprises
WOR
$2.72B
| $276K | 0.06% |
+14,647
| New | +$250K |
|
427
Steris
STE
$20.5B
| $275K | 0.06% |
+4,261
| New | +$287K |
|
428
T-Mobile US
TMUS
$184B
| $268K | 0.06% |
6,925
-61,304
| -90% | -$2.2M |
|
429
Skyworks Solutions
SWKS
$9.1B
| $267K | 0.06% |
+2,611
| New | +$264K |
|
|
DF
430
DELISTED
Dean Foods Company
DF
| $266K | 0.06% |
+16,547
| New | +$289K |
|
431
CarMax
KMX
$8.29B
| $261K | 0.06% |
+3,939
| New | +$281K |
|
432
Universal Corp
UVV
$1.31B
| $261K | 0.06% |
+4,528
| New | +$229K |
|
|
WWAV
433
DELISTED
The WhiteWave Foods Company
WWAV
| $261K | 0.06% |
5,349
-10,722
| -67% | -$502K |
|
434
Meritage Homes
MTH
$4.77B
| $257K | 0.06% |
+10,910
| New | +$246K |
|
435
Service Corp International
SCI
$10.9B
| $256K | 0.06% |
+8,794
| New | +$249K |
|
|
AIRM
436
DELISTED
Air Methods Corp
AIRM
| $256K | 0.06% |
+6,135
| New | +$269K |
|
437
Evercore
EVR
$13B
| $253K | 0.06% |
+4,743
| New | +$242K |
|
|
HES
438
DELISTED
Hess
HES
| $250K | 0.06% |
3,730
+722
| +24% | +$51.2K |
|
439
ITT
ITT
$17.5B
| $248K | 0.06% |
+5,986
| New | +$250K |
|
440
Old Republic International
ORI
$10.1B
| $247K | 0.05% |
+15,834
| New | +$244K |
|
441
Adobe
ADBE
$84.3B
| $242K | 0.05% |
+2,983
| New | +$233K |
|
442
Align Technology
ALGN
$12B
| $238K | 0.05% |
3,855
-27,609
| -88% | -$1.63M |
|
443
Olin
OLN
$2.69B
| $237K | 0.05% |
+8,846
| New | +$262K |
|
444
Moody's
MCO
$82.5B
| $236K | 0.05% |
+2,197
| New | +$237K |
|
|
GPT
445
DELISTED
Gramercy Property Trust
GPT
| $235K | 0.05% |
+3,358
| New | +$270K |
|
|
PLCM
446
DELISTED
POLYCOM INC
PLCM
| $234K | 0.05% |
+20,497
| New | +$268K |
|
447
Beazer Homes USA
BZH
$896M
| $233K | 0.05% |
+11,615
| New | +$214K |
|
448
Adeia
ADEA
$2.97B
| $232K | 0.05% |
+23,160
| New | +$238K |
|
|
IM
449
DELISTED
Ingram Micro
IM
| $231K | 0.05% |
+9,136
| New | +$239K |
|
|
SCMP
450
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $228K | 0.05% |
+14,127
| New | +$245K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.