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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
+157.1%
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 | 17.55% |
| 2 | Financials | 14.42% |
| 3 | Energy | 13.62% |
| 4 | Industrials | 11.64% |
| 5 | Technology | 10.62% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
551
Golar LNG
GLNG
$5.32B
| – | – |
-33,854
| Closed | -$1.12M |
|
552
Gray Television
GTN
$510M
| – | – |
-12,454
| Closed | -$173K |
|
553
Huntington Bancshares
HBAN
$34.4B
| – | – |
-36,331
| Closed | -$400K |
|
554
Hartford Financial Services
HIG
$37.5B
| – | – |
-18,292
| Closed | -$775K |
|
555
Herc Holdings
HRI
$4.71B
| – | – |
-7,444
| Closed | -$482K |
|
556
Inogen
INGN
$144M
| – | – |
-12,251
| Closed | -$400K |
|
557
Intel
INTC
$506B
| – | – |
-8,619
| Closed | -$271K |
|
558
Iovance Biotherapeutics
IOVA
$3.98B
| – | – |
-34,423
| Closed | -$416K |
|
559
JB Hunt Transport Services
JBHT
$25.7B
| – | – |
-20,778
| Closed | -$1.77M |
|
|
JNPR
560
DELISTED
Juniper Networks
JNPR
| – | – |
-104,351
| Closed | -$2.35M |
|
561
Kinder Morgan
KMI
$69.9B
| – | – |
-22,063
| Closed | -$928K |
|
562
Kennametal
KMT
$2.36B
| – | – |
-13,242
| Closed | -$454K |
|
563
Coca-Cola
KO
$379B
| – | – |
-10,570
| Closed | -$428K |
|
564
Liberty Global Class C
LBTYK
$3.56B
| – | – |
-32,780
| Closed | -$1.32M |
|
|
LEG
565
DELISTED
Leggett & Platt
LEG
| – | – |
-4,929
| Closed | -$227K |
|
566
Lowe's Companies
LOW
$115B
| – | – |
-6,750
| Closed | -$505K |
|
567
lululemon athletica
LULU
$11.1B
| – | – |
-8,448
| Closed | -$548K |
|
568
ManpowerGroup
MAN
$2.88B
| – | – |
-2,561
| Closed | -$223K |
|
569
Masco
MAS
$14.3B
| – | – |
-19,130
| Closed | -$445K |
|
570
Moelis & Co
MC
$5.11B
| – | – |
-13,197
| Closed | -$399K |
|
571
Merit Medical Systems
MMSI
$5.35B
| – | – |
-20,779
| Closed | -$400K |
|
572
Merck
MRK
$371B
| – | – |
-8,141
| Closed | -$453K |
|
573
Morgan Stanley
MS
$342B
| – | – |
-87,466
| Closed | -$3.17M |
|
574
MGIC Investment
MTG
$6.36B
| – | – |
-43,851
| Closed | -$427K |
|
575
Newmont
NEM
$135B
| – | – |
-9,683
| Closed | -$213K |
|
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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 18% of assets, up from 13% 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.