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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 | |
|---|---|---|---|---|---|---|
501
Assurant
AIZ
$13.5B
| – | – |
-21,612
| Closed | -$1.33M |
|
502
Ally Financial
ALLY
$13.3B
| – | – |
-28,436
| Closed | -$594K |
|
503
Alnylam Pharmaceuticals
ALNY
$35.5B
| – | – |
-3,711
| Closed | -$400K |
|
504
AutoNation
AN
$6.86B
| – | – |
-14,895
| Closed | -$960K |
|
505
Aon
AON
$75.2B
| – | – |
-12,180
| Closed | -$1.2M |
|
506
Artisan Partners
APAM
$2.75B
| – | – |
-11,731
| Closed | -$536K |
|
507
Aptiv
APTV
$12.1B
| – | – |
-12,982
| Closed | -$1.03M |
|
508
Autohome
ATHM
$2.45B
| – | – |
-8,627
| Closed | -$375K |
|
|
AVDL
509
DELISTED
Avadel Pharmaceuticals
AVDL
| – | – |
-22,198
| Closed | -$400K |
|
|
DCH
510
Dauch Corp
DCH
$1.31B
| – | – |
-17,333
| Closed | -$448K |
|
511
Bath & Body Works
BBWI
$3.89B
| – | – |
-5,252
| Closed | -$400K |
|
512
Brink's
BCO
$5.07B
| – | – |
-7,789
| Closed | -$218K |
|
513
Becton Dickinson
BDX
$42.2B
| – | – |
-12,513
| Closed | -$1.78M |
|
514
Bread Financial
BFH
$4.11B
| – | – |
-1,813
| Closed | -$434K |
|
515
Baidu
BIDU
$36.2B
| – | – |
-2,003
| Closed | -$422K |
|
516
Booking.com
BKNG
$134B
| – | – |
-13,400
| Closed | -$619K |
|
517
Berkshire Hathaway Class B
BRK.B
$1.06T
| – | – |
-9,641
| Closed | -$1.41M |
|
518
Cathay General Bancorp
CATY
$4.21B
| – | – |
-14,129
| Closed | -$400K |
|
519
Crown Castle
CCI
$33.3B
| – | – |
-3,078
| Closed | -$260K |
|
520
Carnival Corporation Ltd
CCL
$34.8B
| – | – |
-4,721
| Closed | -$225K |
|
521
Century Aluminum
CENX
$4.55B
| – | – |
-14,990
| Closed | -$218K |
|
522
Citizens Financial Group
CFG
$30B
| – | – |
-24,891
| Closed | -$603K |
|
523
Cullen/Frost Bankers
CFR
$10.1B
| – | – |
-5,538
| Closed | -$382K |
|
524
Clorox
CLX
$11.4B
| – | – |
-3,483
| Closed | -$386K |
|
|
CMA
525
DELISTED
Comerica
CMA
| – | – |
-49,201
| Closed | -$2.23M |
|
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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.