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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 | |
|---|---|---|---|---|---|---|
276
Bank OZK
OZK
$5.56B
| $600K | 0.13% |
13,146
+1,688
| +15% | +$71.8K |
|
277
Ross Stores
ROST
$76.4B
| $600K | 0.13% |
+12,360
| New | +$621K |
|
|
EXPR
278
DELISTED
Express, Inc.
EXPR
| $600K | 0.13% |
+1,669
| New | +$583K |
|
|
NSTG
279
DELISTED
NanoString Technologies, Inc.
NSTG
| $600K | 0.13% |
39,867
+2,198
| +6% | +$29.4K |
|
|
WMGI
280
DELISTED
Wright Medical Group Inc
WMGI
| $600K | 0.13% |
22,892
-1,534
| -6% | -$40.5K |
|
|
ORIT
281
DELISTED
Oritani Financial Corp. New
ORIT
| $600K | 0.13% |
+37,360
| New | +$564K |
|
|
FCB
282
DELISTED
FCB Financial Holdings, Inc.
FCB
| $600K | 0.13% |
+18,951
| New | +$542K |
|
|
RAX
283
DELISTED
Rackspace Hosting Inc
RAX
| $600K | 0.13% |
+16,225
| New | +$746K |
|
284
Five Below
FIVE
$11.3B
| $598K | 0.13% |
15,167
-7,658
| -34% | -$278K |
|
|
MDAS
285
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
| $596K | 0.13% |
+27,188
| New | +$567K |
|
286
Flowserve
FLS
$8.77B
| $595K | 0.13% |
+11,414
| New | +$636K |
|
287
Alphabet (Google) Class C
GOOG
$4.17T
| $595K | 0.13% |
21,980
-18,731
| -46% | -$502K |
|
288
First American
FAF
$7.19B
| $594K | 0.13% |
+16,105
| New | +$577K |
|
289
DuPont de Nemours
DD
$18.9B
| $586K | 0.13% |
+4,559
| New | +$591K |
|
|
TSS
290
DELISTED
Total System Services, Inc.
TSS
| $586K | 0.13% |
+14,038
| New | +$568K |
|
291
NetApp
NTAP
$32.6B
| $580K | 0.13% |
+18,324
| New | +$636K |
|
292
HF Sinclair
DINO
$16.4B
| $569K | 0.13% |
+13,737
| New | +$555K |
|
293
Visa
V
$672B
| $569K | 0.13% |
+8,526
| New | +$578K |
|
294
Deere & Co
DE
$164B
| $566K | 0.13% |
+5,956
| New | +$542K |
|
295
MBIA
MBI
$306M
| $565K | 0.13% |
+94,274
| New | +$851K |
|
296
Sanmina
SANM
$11.7B
| $561K | 0.12% |
+28,050
| New | +$613K |
|
297
Bristol-Myers Squibb
BMY
$124B
| $560K | 0.12% |
8,482
-5,872
| -41% | -$387K |
|
|
BDN
298
Brandywine Realty Trust
BDN
$533M
| $554K | 0.12% |
+41,397
| New | +$599K |
|
299
Franklin Electric
FELE
$4.62B
| $552K | 0.12% |
+17,179
| New | +$617K |
|
|
BDSI
300
DELISTED
BioDelivery Sciences International, Inc.
BDSI
| $550K | 0.12% |
70,750
-89,856
| -56% | -$772K |
|
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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.