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
Cap. Flow
+$98.6M
Cap. Flow %
21.92%
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 icon
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
EMN icon
Eastman Chemical
EMN
+$4.34M
4
MXIM
Maxim Integrated Products
MXIM
+$4.26M
5
ETN icon
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
CIVI
26
DELISTED
Civitas Resources
CIVI
$2.63M 0.58%
1,306
+308
+31% +$797K
SLB icon
27
SLB Ltd
SLB
$71.3B
$2.59M 0.58%
+30,187
New +$2.72M
AJG icon
28
Arthur J. Gallagher & Co
AJG
$62.3B
$2.52M 0.56%
53,324
+38,275
+254% +$1.84M
CADE
29
DELISTED
Cadence Bank
CADE
$2.49M 0.55%
+97,231
New +$2.4M
ANDV
30
DELISTED
Andeavor
ANDV
$2.44M 0.54%
+29,030
New +$2.52M
DAL icon
31
Delta Air Lines
DAL
$54.9B
$2.43M 0.54%
58,957
+2,424
+4% +$106K
JWN
32
DELISTED
Nordstrom
JWN
$2.42M 0.54%
+32,472
New +$2.47M
GEN icon
33
Gen Digital
GEN
$15.4B
$2.39M 0.53%
+102,734
New +$2.51M
CP icon
34
Canadian Pacific Kansas City
CP
$81.1B
$2.38M 0.53%
74,440
+20,000
+37% +$714K
FTI icon
35
TechnipFMC
FTI
$29.9B
$2.35M 0.52%
77,209
+57,652
+295% +$1.77M
USB icon
36
US Bancorp
USB
$100B
$2.3M 0.51%
52,992
+38,229
+259% +$1.67M
PRU icon
37
Prudential Financial
PRU
$41.3B
$2.25M 0.5%
25,813
+1,622
+7% +$138K
CSX icon
38
CSX Corp
CSX
$92.8B
$2.22M 0.49%
+204,621
New +$2.37M
ANF icon
39
Abercrombie & Fitch
ANF
$4.27B
$2.19M 0.49%
99,134
+78,011
+369% +$1.72M
TSN icon
40
Tyson Foods
TSN
$20.1B
$2.11M 0.47%
49,104
+35,962
+274% +$1.48M
BC icon
41
Brunswick
BC
$5.33B
$2.1M 0.47%
41,621
-4,214
-9% -$220K
NBL
42
DELISTED
Noble Energy, Inc.
NBL
$2.08M 0.46%
48,737
-38,098
-44% -$1.8M
KEG
43
DELISTED
KEY ENERGY SERVICES INC
KEG
$2.07M 0.46%
+1,100,967
New +$2.07M
ARG
44
DELISTED
Airgas Inc
ARG
$2.06M 0.46%
+19,533
New +$2.04M
DKS icon
45
Dick's Sporting Goods
DKS
$18.8B
$2.06M 0.46%
+39,903
New +$2.19M
NI icon
46
NiSource
NI
$22.3B
$2.06M 0.46%
+113,919
New +$2.03M
JCP
47
DELISTED
J.C. Penney Company, Inc.
JCP
$2.04M 0.45%
+239,304
New +$2.06M
THOR
48
DELISTED
THORATEC CORPORATION
THOR
$2.04M 0.45%
+45,796
New +$2.01M
VYX icon
49
NCR Voyix
VYX
$1.07B
$2.02M 0.45%
+109,433
New +$2.02M
BCR
50
DELISTED
CR Bard Inc.
BCR
$2.02M 0.45%
11,811
+10,524
+818% +$1.8M
1
2
3 4 5

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.