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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 | |
|---|---|---|---|---|---|---|
201
Trimble
TRMB
$11.7B
| $756K | 0.17% |
+32,857
| New | +$803K |
|
202
Burlington
BURL
$22.3B
| $755K | 0.17% |
14,821
-17,887
| -55% | -$956K |
|
|
AWH
203
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $751K | 0.17% |
+17,368
| New | +$735K |
|
|
SFY
204
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
| $745K | 0.17% |
+371,862
| New | +$917K |
|
205
Valero Energy
VLO
$92.3B
| $744K | 0.17% |
12,288
-5,751
| -32% | -$340K |
|
206
Elevance Health
ELV
$84.4B
| $736K | 0.16% |
+4,479
| New | +$716K |
|
207
KeyCorp
KEY
$24.8B
| $736K | 0.16% |
49,150
-105,297
| -68% | -$1.55M |
|
|
CYS
208
DELISTED
CYS Investments Inc.
CYS
| $728K | 0.16% |
+93,938
| New | +$827K |
|
209
Cenovus Energy
CVE
$54.1B
| $721K | 0.16% |
+45,094
| New | +$785K |
|
|
TIVO
210
DELISTED
Tivo Inc
TIVO
| $718K | 0.16% |
45,477
-53,171
| -54% | -$933K |
|
211
Jack in the Box
JACK
$272M
| $716K | 0.16% |
+8,217
| New | +$738K |
|
212
RTX Corp
RTX
$262B
| $715K | 0.16% |
10,185
-43,510
| -81% | -$3.19M |
|
213
Power Integrations
POWI
$4.04B
| $713K | 0.16% |
+31,696
| New | +$792K |
|
|
Y
214
DELISTED
Alleghany Corp
Y
| $712K | 0.16% |
+1,530
| New | +$735K |
|
215
Southwest Airlines
LUV
$23.3B
| $702K | 0.16% |
+21,098
| New | +$825K |
|
|
RAI
216
DELISTED
Reynolds American Inc
RAI
| $702K | 0.16% |
+18,696
| New | +$700K |
|
|
RLYP
217
DELISTED
RELYPSA INC COM
RLYP
| $699K | 0.16% |
21,709
+10,286
| +90% | +$354K |
|
218
Reinsurance Group of America
RGA
$15.4B
| $698K | 0.16% |
+7,372
| New | +$694K |
|
219
Edwards Lifesciences
EW
$48.6B
| $692K | 0.15% |
29,154
+13,080
| +81% | +$295K |
|
220
Costco
COST
$411B
| $690K | 0.15% |
+5,083
| New | +$731K |
|
|
RHT
221
DELISTED
Red Hat Inc
RHT
| $686K | 0.15% |
9,089
+3,044
| +50% | +$234K |
|
222
Oshkosh
OSK
$9.27B
| $679K | 0.15% |
+15,836
| New | +$794K |
|
|
TCF
223
DELISTED
TCF Financial Corporation Common Stock
TCF
| $679K | 0.15% |
+20,464
| New | +$646K |
|
224
Oracle
ORCL
$362B
| $674K | 0.15% |
16,669
+6,594
| +65% | +$286K |
|
225
G-III Apparel Group
GIII
$1.51B
| $665K | 0.15% |
9,378
-7,672
| -45% | -$470K |
|
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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.