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
(+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 | |
|---|---|---|---|---|---|---|
|
ESRX
76
DELISTED
Express Scripts Holding Company
ESRX
| $1.61M | 0.36% |
+18,152
| New | +$1.59M |
|
77
Citigroup
C
$222B
| $1.58M | 0.35% |
28,775
+20,607
| +252% | +$1.12M |
|
78
Capri Holdings
CPRI
$1.86B
| $1.55M | 0.34% |
+36,234
| New | +$2.04M |
|
79
Forward Air
FWRD
$508M
| $1.54M | 0.34% |
29,934
+20,771
| +227% | +$1.09M |
|
80
SPX Corp
SPXC
$11B
| $1.5M | 0.33% |
+86,933
| New | +$1.7M |
|
|
CIR
81
DELISTED
CIRCOR International, Inc
CIR
| $1.5M | 0.33% |
+27,925
| New | +$1.54M |
|
|
EGN
82
DELISTED
Energen
EGN
| $1.5M | 0.33% |
22,368
+16,706
| +295% | +$1.16M |
|
|
BAS
83
DELISTED
Basis Energy Services, Inc.
BAS
| $1.49M | 0.33% |
338
-201
| -37% | -$977K |
|
84
Alcoa
AA
$12.2B
| $1.48M | 0.33% |
+54,320
| New | +$1.68M |
|
85
Sabra Healthcare REIT
SBRA
$5.54B
| $1.48M | 0.33% |
+57,202
| New | +$1.62M |
|
86
Popular Inc
BPOP
$11.2B
| $1.47M | 0.33% |
50,456
-12,311
| -20% | -$414K |
|
87
Saia
SAIA
$11.3B
| $1.46M | 0.32% |
37,943
+32,385
| +583% | +$1.34M |
|
88
Salesforce
CRM
$133B
| $1.45M | 0.32% |
+20,683
| New | +$1.47M |
|
89
Biogen
BIIB
$29.2B
| $1.43M | 0.32% |
+3,602
| New | +$1.45M |
|
|
SPLS
90
DELISTED
Staples Inc
SPLS
| $1.4M | 0.31% |
91,507
+45,669
| +100% | +$743K |
|
|
KNGT
91
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $1.4M | 0.31% |
53,316
-78,845
| -60% | -$2.07M |
|
92
Alkermes
ALKS
$8.76B
| $1.39M | 0.31% |
+22,095
| New | +$1.35M |
|
93
Union Pacific
UNP
$174B
| $1.36M | 0.3% |
14,193
+9,966
| +236% | +$1.04M |
|
94
Deckers Outdoor
DECK
$14.2B
| $1.35M | 0.3% |
+111,900
| New | +$1.37M |
|
95
Lumen
LUMN
$6.9B
| $1.34M | 0.3% |
45,423
+8,442
| +23% | +$288K |
|
|
MR
96
DELISTED
Montage Resources Corporation Common Stock
MR
| $1.34M | 0.3% |
17,391
+16,377
| +1,615% | +$1.52M |
|
|
QLGC
97
DELISTED
QLOGIC CORP
QLGC
| $1.33M | 0.3% |
+92,786
| New | +$1.4M |
|
98
Dana Inc
DAN
$3.02B
| $1.32M | 0.29% |
+64,313
| New | +$1.39M |
|
|
AAMI
99
Acadian Asset Management
AAMI
$2.93B
| $1.32M | 0.29% |
75,519
+52,116
| +223% | +$988K |
|
|
LQ
100
DELISTED
La Quinta Holdings Inc.
LQ
| $1.31M | 0.29% |
57,902
+242
| +0.4% | +$5.78K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.