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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 | |
|---|---|---|---|---|---|---|
601
SM Energy
SM
$7.96B
| – | – |
-9,924
| Closed | -$515K |
|
602
State Street SPDR S&P 500 ETF Trust
SPY
$787B
| – | – |
-5,500
| Closed | -$1.14M |
|
603
Sempra
SRE
$60.8B
| – | – |
-13,086
| Closed | -$716K |
|
604
Synchrony
SYF
$23.7B
| – | – |
-9,533
| Closed | -$289K |
|
605
Target
TGT
$62.6B
| – | – |
-9,717
| Closed | -$798K |
|
606
Tenet Healthcare
THC
$16.8B
| – | – |
-6,026
| Closed | -$303K |
|
607
TIM SA
TIMB
$10.5B
| – | – |
-26,825
| Closed | -$445K |
|
608
Thermo Fisher Scientific
TMO
$196B
| – | – |
-1,548
| Closed | -$208K |
|
609
Tapestry
TPR
$29B
| – | – |
-25,144
| Closed | -$1.05M |
|
610
Travelers Companies
TRV
$77.6B
| – | – |
-4,055
| Closed | -$445K |
|
611
Texas Instruments
TXN
$268B
| – | – |
-7,570
| Closed | -$437K |
|
612
Urban Outfitters
URBN
$6.31B
| – | – |
-10,010
| Closed | -$458K |
|
613
VEON
VEON
$3.68B
| – | – |
-4,082
| Closed | -$546K |
|
614
VF Corp
VFC
$6.74B
| – | – |
-6,285
| Closed | -$445K |
|
615
Viavi Solutions
VIAV
$10.4B
| – | – |
-19,479
| Closed | -$145K |
|
616
Vulcan Materials
VMC
$36B
| – | – |
-5,886
| Closed | -$503K |
|
617
Wabtec
WAB
$49B
| – | – |
-4,941
| Closed | -$476K |
|
|
WCC
618
WESCO International
WCC
$16.1B
| – | – |
-6,027
| Closed | -$423K |
|
619
Williams-Sonoma
WSM
$26.2B
| – | – |
-10,112
| Closed | -$400K |
|
620
WisdomTree
WT
$3.05B
| – | – |
-26,432
| Closed | -$572K |
|
621
W&T Offshore
WTI
$553M
| – | – |
-15,778
| Closed | -$81K |
|
622
Western Union
WU
$2.65B
| – | – |
-10,684
| Closed | -$221K |
|
623
Zimmer Biomet
ZBH
$17.2B
| – | – |
-3,475
| Closed | -$400K |
|
|
RVNC
624
DELISTED
Revance Therapeutics, Inc.
RVNC
| – | – |
-15,850
| Closed | -$311K |
|
|
TUP
625
DELISTED
Tupperware Brands Corporation
TUP
| – | – |
-3,362
| Closed | -$236K |
|
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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.