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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 | |
|---|---|---|---|---|---|---|
526
Capital One
COF
$124B
| – | – |
-7,701
| Closed | -$609K |
|
527
Cirrus Logic
CRUS
$7.04B
| – | – |
-6,207
| Closed | -$206K |
|
528
Canadian Solar
CSIQ
$1.05B
| – | – |
-24,500
| Closed | -$817K |
|
529
Caesarstone
CSTE
$76.8M
| – | – |
-4,334
| Closed | -$264K |
|
|
CTRA
530
DELISTED
Coterra Energy
CTRA
| – | – |
-35,985
| Closed | -$1.05M |
|
531
Cognizant
CTSH
$20.4B
| – | – |
-3,869
| Closed | -$245K |
|
532
Commault Systems
CVLT
$5.81B
| – | – |
-74,794
| Closed | -$3.29M |
|
|
DFS
533
DELISTED
Discover Financial Services
DFS
| – | – |
-11,180
| Closed | -$635K |
|
534
D.R. Horton
DHI
$40B
| – | – |
-38,873
| Closed | -$1.09M |
|
535
Danaher
DHR
$126B
| – | – |
-39,548
| Closed | -$2.27M |
|
536
DHT Holdings
DHT
$2.92B
| – | – |
-35,866
| Closed | -$250K |
|
537
Delek US
DK
$4.06B
| – | – |
-32,214
| Closed | -$1.28M |
|
538
Dollar Tree
DLTR
$23.5B
| – | – |
-16,228
| Closed | -$1.33M |
|
539
DNOW Inc
DNOW
$2.6B
| – | – |
-10,816
| Closed | -$236K |
|
540
Devon Energy
DVN
$51.8B
| – | – |
-6,747
| Closed | -$410K |
|
|
541
Eastman Chemical
EMN
$7.93B
| – | – |
-61,939
| Closed | -$4.34M |
|
542
Enerpac Tool Group
EPAC
$1.77B
| – | – |
-22,986
| Closed | -$551K |
|
543
Equinix
EQIX
$101B
| – | – |
-7,607
| Closed | -$1.78M |
|
544
Equity Residential
EQR
$25.6B
| – | – |
-8,900
| Closed | -$702K |
|
545
Freeport-McMoran
FCX
$93.4B
| – | – |
-31,173
| Closed | -$604K |
|
546
F5
FFIV
$22.6B
| – | – |
-14,818
| Closed | -$1.71M |
|
547
Federated Hermes
FHI
$4.38B
| – | – |
-79,359
| Closed | -$2.64M |
|
|
GES
548
DELISTED
Guess Inc
GES
| – | – |
-39,236
| Closed | -$737K |
|
549
Gold Fields
GFI
$30.1B
| – | – |
-75,904
| Closed | -$315K |
|
550
Gilead Sciences
GILD
$162B
| – | – |
-6,974
| Closed | -$695K |
|
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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.