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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 | |
|---|---|---|---|---|---|---|
226
Verizon
VZ
$185B
| $655K | 0.15% |
+14,016
| New | +$686K |
|
227
Omnicom Group
OMC
$22.3B
| $653K | 0.15% |
9,428
+4,302
| +84% | +$325K |
|
228
Papa John's
PZZA
$1.04B
| $645K | 0.14% |
+8,582
| New | +$573K |
|
|
GNC
229
DELISTED
GNC Holdings, Inc.
GNC
| $643K | 0.14% |
14,521
+6,437
| +80% | +$293K |
|
|
ZLTQ
230
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $643K | 0.14% |
21,594
-25,535
| -54% | -$771K |
|
231
Travel + Leisure Co
TNL
$4.53B
| $642K | 0.14% |
+17,392
| New | +$681K |
|
232
Republic Services
RSG
$67B
| $641K | 0.14% |
+16,431
| New | +$661K |
|
|
SONC
233
DELISTED
Sonic Corp
SONC
| $638K | 0.14% |
+22,136
| New | +$680K |
|
234
PVH
PVH
$3.58B
| $637K | 0.14% |
5,641
+706
| +14% | +$76.6K |
|
|
ETFC
235
DELISTED
E*Trade Financial Corporation
ETFC
| $631K | 0.14% |
+21,472
| New | +$631K |
|
236
American Express
AXP
$234B
| $630K | 0.14% |
8,102
+2,751
| +51% | +$218K |
|
237
Energizer
ENR
$1.37B
| $630K | 0.14% |
+4,779
| New | +$162K |
|
|
DFT
238
DELISTED
DuPont Fabros Technology Inc.
DFT
| $629K | 0.14% |
+20,979
| New | +$667K |
|
239
Willis Towers Watson
WTW
$27.1B
| $627K | 0.14% |
+4,997
| New | +$637K |
|
240
DexCom
DXCM
$27.3B
| $626K | 0.14% |
+31,640
| New | +$556K |
|
|
LVLT
241
DELISTED
Level 3 Communications Inc
LVLT
| $626K | 0.14% |
+11,862
| New | +$650K |
|
242
Magna International
MGA
$18.2B
| $624K | 0.14% |
11,206
+3,828
| +52% | +$213K |
|
243
FirstCash
FCFS
$9.32B
| $623K | 0.14% |
+13,551
| New | +$644K |
|
244
Chord Energy
CHRD
$7.91B
| $621K | 0.14% |
+39,215
| New | +$660K |
|
245
Groupon
GRPN
$1.03B
| $617K | 0.14% |
6,094
+3,402
| +126% | +$439K |
|
|
FOLD
246
DELISTED
Amicus Therapeutics
FOLD
| $613K | 0.14% |
44,021
+13,012
| +42% | +$156K |
|
|
EQC
247
DELISTED
Equity Commonwealth
EQC
| $612K | 0.14% |
+23,857
| New | +$622K |
|
248
Zebra Technologies
ZBRA
$12.5B
| $610K | 0.14% |
5,590
+1,046
| +23% | +$109K |
|
|
MAGN
249
Magnera Corp
MAGN
$476M
| $609K | 0.14% |
+2,112
| New | +$669K |
|
|
PIR
250
DELISTED
Pier 1 Imports, Inc.
PIR
| $609K | 0.14% |
2,508
+1,068
| +74% | +$273K |
|
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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.