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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 | |
|---|---|---|---|---|---|---|
101
EQT Corp
EQT
$33.8B
| $1.29M | 0.29% |
29,131
+2,028
| +7% | +$95.1K |
|
|
PRE
102
DELISTED
PARTNERRE LTD
PRE
| $1.27M | 0.28% |
+9,899
| New | +$1.28M |
|
|
ULTI
103
DELISTED
Ultimate Software Group Inc
ULTI
| $1.27M | 0.28% |
+7,748
| New | +$1.31M |
|
104
Fossil Group
FOSL
$246M
| $1.27M | 0.28% |
+18,230
| New | +$1.42M |
|
105
Assured Guaranty
AGO
$3.74B
| $1.25M | 0.28% |
52,312
+37,922
| +264% | +$1.06M |
|
106
NextEra Energy
NEE
$186B
| $1.24M | 0.28% |
+50,472
| New | +$1.28M |
|
|
AKS
107
DELISTED
AK Steel Holding Corp
AKS
| $1.23M | 0.27% |
+314,329
| New | +$1.56M |
|
108
Dollar General
DG
$26.5B
| $1.23M | 0.27% |
15,794
-3,331
| -17% | -$251K |
|
109
Take-Two Interactive
TTWO
$43.4B
| $1.23M | 0.27% |
44,068
-41,239
| -48% | -$1.08M |
|
110
XPO
XPO
$25.1B
| $1.23M | 0.27% |
+80,511
| New | +$1.31M |
|
|
TWX
111
DELISTED
Time Warner Inc
TWX
| $1.22M | 0.27% |
14,093
+11,461
| +435% | +$978K |
|
|
ESV
112
DELISTED
Ensco Rowan plc
ESV
| $1.22M | 0.27% |
+13,698
| New | +$1.33M |
|
113
Ford
F
$57.5B
| $1.21M | 0.27% |
+80,313
| New | +$1.25M |
|
|
SRC
114
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $1.21M | 0.27% |
+27,536
| New | +$1.37M |
|
115
United Rentals
URI
$64.8B
| $1.2M | 0.27% |
13,632
+10,489
| +334% | +$1M |
|
|
UTIW
116
DELISTED
UTI WORLDWIDE INC
UTIW
| $1.19M | 0.26% |
122,821
+16,433
| +15% | +$158K |
|
|
HOS
117
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $1.19M | 0.26% |
57,012
+42,822
| +302% | +$939K |
|
118
Domino's
DPZ
$10.6B
| $1.19M | 0.26% |
+10,421
| New | +$1.12M |
|
119
Hilton Worldwide
HLT
$73.8B
| $1.19M | 0.26% |
+14,459
| New | +$1.27M |
|
|
CRZO
120
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $1.18M | 0.26% |
24,093
+9,251
| +62% | +$482K |
|
121
Regions Financial
RF
$26.3B
| $1.16M | 0.26% |
+113,062
| New | +$1.14M |
|
|
SFS
122
DELISTED
Smart & Final Stores, Inc.
SFS
| $1.16M | 0.26% |
64,551
+7,871
| +14% | +$140K |
|
123
Mohawk Industries
MHK
$6.73B
| $1.16M | 0.26% |
6,104
+3,008
| +97% | +$556K |
|
124
General Dynamics
GD
$101B
| $1.15M | 0.26% |
8,095
-124
| -2% | -$17.2K |
|
|
DO
125
DELISTED
Diamond Offshore Drilling
DO
| $1.13M | 0.25% |
+43,919
| New | +$1.33M |
|
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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.